Beta-Negative Binomial Process and Poisson Factor Analysis


Mingyuan Zhou, Lauren Hannah, David Dunson, Lawrence Carin ;
Proceedings of the Fifteenth International Conference on Artificial Intelligence and Statistics, PMLR 22:1462-1471, 2012.


A beta-negative binomial (BNB) process is proposed, leading to a beta-gamma-Poisson process, which may be viewed as a “multi-scoop” generalization of the beta-Bernoulli process. The BNB process is augmented into a beta-gamma-gamma-Poisson hierarchical structure, and applied as a nonparametric Bayesian prior for an infinite Poisson factor analysis model. A finite approximation for the beta process Levy random measure is constructed for convenient implementation. Efficient MCMC computations are performed with data augmentation and marginalization techniques. Encouraging results are shown on document count matrix factorization.

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