  This paper introduces a novel approach that enables a number of cognitive
radio devices that are observing the availability pattern of a number of
primary users(PUs), to cooperate and use \emph{Bayesian nonparametric}
techniques to estimate the distributions of the PUs' activity pattern, assumed
to be completely unknown. In the proposed model, each cognitive node may have
its own individual view on each PU's distribution, and, hence, seeks to find
partners having a correlated perception. To address this problem, a coalitional
game is formulated between the cognitive devices and an algorithm for
cooperative coalition formation is proposed. It is shown that the proposed
coalition formation algorithm allows the cognitive nodes that are experiencing
a similar behavior from some PUs to self-organize into disjoint, independent
coalitions. Inside each coalition, the cooperative cognitive nodes use a
combination of Bayesian nonparametric models such as the Dirichlet process and
statistical goodness of fit techniques in order to improve the accuracy of the
estimated PUs' activity distributions. Simulation results show that the
proposed algorithm significantly improves the estimates of the PUs'
distributions and yields a performance advantage, in terms of reduction of the
average achieved Kullback-Leibler distance between the real and the estimated
distributions, reaching up to 36.5% relative the non-cooperative estimates. The
results also show that the proposed algorithm enables the cognitive nodes to
adapt their cooperative decisions when the actual PUs' distributions change due
to, for example, PU mobility.
