English
Related papers

Related papers: Bayesian finite mixtures: a note on prior specific…

200 papers

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

Statistics Theory · Mathematics 2020-09-09 Aziz LMoudden , Éric Marchand

Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…

Methodology · Statistics 2026-03-06 Yilei Zhang , Yun Wei , Aritra Guha , XuanLong Nguyen

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…

Computation · Statistics 2019-11-27 Ben Mansour Dia

Finite mixture models are flexible methods that are commonly used for model-based clustering. A recent focus in the model-based clustering literature is to highlight the difference between the number of components in a mixture model and the…

Methodology · Statistics 2023-08-03 Garritt L. Page , Massimo Ventrucci , Maria Franco-Villoria

We study Bayesian estimation of mixture models and argue in favor of fitting the marginal posterior distribution over component assignments directly, rather than Gibbs sampling from the joint posterior on components and parameters as is…

Computation · Statistics 2025-11-03 M. E. J. Newman

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

A natural Bayesian approach for mixture models with an unknown number of components is to take the usual finite mixture model with Dirichlet weights, and put a prior on the number of components---that is, to use a mixture of finite mixtures…

Methodology · Statistics 2015-02-24 Jeffrey W. Miller , Matthew T. Harrison

Prior specification for nonparametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. Realistically, a statistician is unlikely to have informed opinions…

Methodology · Statistics 2012-05-01 David C. Kessler , Peter D. Hoff , David B. Dunson

Mixture models are one of the most widely used statistical tools when dealing with data from heterogeneous populations. This paper considers the long-standing debate over finite mixture and infinite mixtures and brings the two modelling…

Methodology · Statistics 2019-04-23 Raffaele Argiento , Maria De Iorio

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

Statistical Finance · Quantitative Finance 2008-12-02 Federico Bassetti

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

In this work we test the most widely used methods for fitting the composition fraction in data, namely maximum likelihood, $\chi^2$, mean value of the distributions and mean value of the posterior probability function. We discuss the…

Instrumentation and Methods for Astrophysics · Physics 2014-02-26 G. Torralba Elipe , R. A. Vazquez

We exploit a suitable moment-based characterization of the mixture of Poisson distribution for developing Bayesian inference for the unknown size of a finite population whose units are subject to multiple occurrences during an enumeration…

Methodology · Statistics 2018-06-19 Danilo Alunni Fegatelli , Luca Tardella

Choosing the number of mixture components remains an elusive challenge. Model selection criteria can be either overly liberal or conservative and return poorly-separated components of limited practical use. We formalize non-local priors…

Methodology · Statistics 2019-06-12 Jairo Fúquene , Mark Steel , David Rossell

We provide a complete framework for performing infinite-dimensional Bayesian inference and uncertainty quantification for image reconstruction with Poisson data. In particular, we address the following issues to make the Bayesian framework…

Numerical Analysis · Mathematics 2019-10-22 Qingping Zhou , Tengchao Yu , Xiaoqun Zhang , Jinglai Li

This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…

Methodology · Statistics 2013-01-17 Tao Huang , Heng Peng , Kun Zhang

When constructing a Bayesian Machine Learning model, we might be faced with multiple different prior distributions and thus are required to properly consider them in a sensible manner in our model. While this situation is reasonably well…

Machine Learning · Computer Science 2021-04-20 Sarem Seitz

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…