Stick: Truncated Stick-Breaking

Description Usage Arguments Details Value Author(s) References See Also

View source: R/Stick.R


The Stick function provides the utility of truncated stick-breaking regarding the vector theta. Stick-breaking is commonly referred to as a stick-breaking process, and is used often in a Dirichlet process (Sethuraman, 1994). It is commonly associated with infinite-dimensional mixtures, but in practice, the ‘infinite’ number is truncated to a finite number, since it is impossible to estimate an infinite number of parameters (Ishwaran and James, 2001).





This required argument, theta is a vector of length M-1 regarding M mixture components.


The Dirichlet process (DP) is a stochastic process used in Bayesian nonparametric modeling, most commonly in DP mixture models, otherwise known as infinite mixture models. A DP is a distribution over distributions. Each draw from a DP is itself a discrete distribution. A DP is an infinite-dimensional generalization of Dirichlet distributions. It is called a DP because it has Dirichlet-distributed, finite-dimensional, marginal distributions, just as the Gaussian process has Gaussian-distributed, finite-dimensional, marginal distributions. Distributions drawn from a DP cannot be described using a finite number of parameters, thus the classification as a nonparametric model. The truncated stick-breaking (TSB) process is associated with a truncated Dirichlet process (TDP).

An example of a TSB process is cluster analysis, where the number of clusters is unknown and treated as mixture components. In such a model, the TSB process calculates probability vector pi from theta, given a user-specified maximum number of clusters to explore as C, where C is the length of theta + 1. Vector pi is assigned a TSB prior distribution (for more information, see dStick).

Elsewhere, each element of theta is constrained to the interval (0,1), and the original TSB form is beta-distributed with the alpha parameter of the beta distribution constrained to 1 (Ishwaran and James, 2001). The beta hyperparameter in the beta distribution is usually gamma-distributed.

A larger value for a given theta[m] is associated with a higher probability of the associated mixture component, however, the proportion changes according to the position of the element in the theta vector.

A variety of stick-breaking processes exist. For example, rather than each theta being beta-distributed, there have been other forms introduced such as logistic and probit, among others.


The Stick function returns a probability vector wherein each element relates to a mixture component.


Statisticat, LLC. [email protected]


Ishwaran, H. and James, L. (2001). "Gibbs Sampling Methods for Stick Breaking Priors". Journal of the American Statistical Association, 96(453), p. 161–173.

Sethuraman, J. (1994). "A Constructive Definition of Dirichlet Priors". Statistica Sinica, 4, p. 639–650.

See Also

ddirichlet, dmvpolya, and dStick.

LaplacesDemon documentation built on July 1, 2018, 9:02 a.m.