The Mondrian Process
Yee Whye Teh and Daniel Roy
In: NIPS 2008, 08 Dec - 13 Dec 2008, Vancouver, Canada.
We describe a novel class of distributions, called Mondrian processes, which can be interpreted as probability distributions over kd-tree data structures. Mondrian processes are multidimensional generalizations of Poisson processes and this connection allows us to construct multidimensional generalizations of the stick-breaking process described by Sethuraman (1994), recovering the Dirichlet process in one dimension. After introducing the Aldous-Hoover representation
for jointly and separately exchangeable arrays, we show how the process can be used as a nonparametric prior distribution in Bayesian models of relational data.