Open Conference Systems, CLADAG2023

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Normalized Latent Measure Factor Models
Mario Beraha, Jim Griffin

Last modified: 2023-06-19


Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random measures where each measure is a linear combination of a set of latent measures, interpretable as characteristic traits shared by different distributions, with positive random weights. The model is non-identified and a method for post-processing posterior samples to achieve identified inference is developed. This uses Riemannian optimization to solve a nontrivial optimization problem over a Lie group of matrices. Our approach leads to interesting insights for populations and easily interpretable posterior inference.