Conjugate Projective Limits

We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues of exponential family distributions and their canonical conjugate priors. This class contains most models studied in the literature, including Dirichlet processes and Gaussian process regression models. To derive these results, we introduce a representation of infinite-dimensional Bayesian models by projective limits of regular conditional probabilities. We show under which conditions the nonparametric model itself, its sufficient statistics, and -- if they exist -- conjugate updates of the posterior are projective limits of their respective finite-dimensional counterparts. We illustrate our results both by application to existing nonparametric models and by construction of a model on infinite permutations.Comment: 49 pages; improved version: revised proof of theorem 3 (results unchanged), discussion added, exposition revise

Uniform estimation of a class of random graph functionals

We consider estimation of certain functionals of random graphs. The random graph is generated by a possibly sparse stochastic block model (SBM). The number of classes is fixed or grows with the number of vertices. Minimax lower and upper bounds of estimation along specific submodels are derived. The results are nonasymptotic and imply that uniform estimation of a single connectivity parameter is much slower than the expected asymptotic pointwise rate. Specifically, the uniform quadratic rate does not scale as the number of edges, but only as the number of vertices. The lower bounds are local around any possible SBM. An analogous result is derived for functionals of a class of smooth graphons

Nonparametric Bayesian Image Segmentation

Image segmentation algorithms partition the set of pixels of an image into a specific number of different, spatially homogeneous groups. We propose a nonparametric Bayesian model for histogram clustering which automatically determines the number of segments when spatial smoothness constraints on the class assignments are enforced by a Markov Random Field. A Dirichlet process prior controls the level of resolution which corresponds to the number of clusters in data with a unique cluster structure. The resulting posterior is efficiently sampled by a variant of a conjugate-case sampling algorithm for Dirichlet process mixture models. Experimental results are provided for real-world gray value images, synthetic aperture radar images and magnetic resonance imaging dat