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

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Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…

Methodology · Statistics 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

Statistics Theory · Mathematics 2007-08-22 Stephen G. Walker , Antonio Lijoi , Igor Prünster

A new approach for Bayesian model averaging (BMA) and selection is proposed, based on the mixture model approach for hypothesis testing in Kaniav et al., 2014. Inheriting from the good properties of this approach, it extends BMA to cases…

Methodology · Statistics 2018-08-02 Merlin Keller , Kaniav Kamary

In this paper a simple procedure to deal with label switching when exploring complex posterior distributions by MCMC algorithms is proposed. Although it cannot be generalized to any situation, it may be handy in many applications because of…

Computation · Statistics 2016-09-14 Leonardo Egidi , Roberta Pappadà , Francesco Pauli , Nicola Torelli

We develop two models for Bayesian estimation and selection in high-order, discrete-state Markov chains. Both are based on the mixture transition distribution, which constructs a transition probability tensor with additive mixing of…

Methodology · Statistics 2021-09-17 Matthew Heiner , Athanasios Kottas

We consider the asymptotic behavior of posterior distributions if the model is misspecified. Given a prior distribution and a random sample from a distribution $P_0$, which may not be in the support of the prior, we show that the posterior…

Statistics Theory · Mathematics 2007-06-13 B. J. K. Kleijn , A. W. van der Vaart

We provide novel probabilistic portrayals of two multivariate models designed to handle zero-inflation in count-compositional data. We develop a new unifying framework that represents both as finite mixture distributions. One of these…

Methodology · Statistics 2026-03-31 André F. B. Menezes , Andrew C. Parnell , Keefe Murphy

Estimating the model evidence - or mariginal likelihood of the data - is a notoriously difficult task for finite and infinite mixture models and we reexamine here different Monte Carlo techniques advocated in the recent literature, as well…

Computation · Statistics 2022-05-12 Adrien Hairault , Christian P. Robert , Judith Rousseau

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…

Machine Learning · Statistics 2018-11-09 Maryam Fatemi , Karl Granström , Lennart Svensson , Francisco J. R. Ruiz , Lars Hammarstrand

This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…

Methodology · Statistics 2022-08-17 Shonosuke Sugasawa , Jae Kwang Kim , Kosuke Morikawa

In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We…

Methodology · Statistics 2023-09-26 Aojun Li , Keying Ye , Min Wang

We consider the specification of prior distributions for Bayesian model comparison, focusing on regression-type models. We propose a particular joint specification of the prior distribution across models so that sensitivity of posterior…

Methodology · Statistics 2012-07-25 Petros Dellaportas , Jonathan J. Forster , Ioannis Ntzoufras

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

In this article, we introduce mixture representations for likelihood ratio ordered distributions. Essentially, the ratio of two probability densities, or mass functions, is monotone if and only if one can be expressed as a mixture of…

Methodology · Statistics 2023-10-30 Michael Jauch , Andrés F. Barrientos , Víctor Peña , David S. Matteson

We describe a new method for evaluating Bayes factors. The key idea is to introduce a hypermodel in which the competing models are components of a mixture distribution. Inference for the mixing probabilities then yields estimates of the…

Methodology · Statistics 2016-02-16 Philip D. O'Neill , Theodore Kypraios

A transformation group approach to the prior for the parameters of the beta distribution is suggested which accounts for finite sets of data by imposing a limit to the range of parameter values under consideration. The relationship between…

Data Analysis, Statistics and Probability · Physics 2016-10-18 Robert W. Johnson

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

This paper focuses on the specification of the weights for the components of mixture priors.

Applications · Statistics 2023-07-04 Beat Neuenschwander , Simon Wandel , Satrajit Roychoudhury , Heinz Schmidli

In many applications, a finite mixture is a natural model, but it can be difficult to choose an appropriate number of components. To circumvent this choice, investigators are increasingly turning to Dirichlet process mixtures (DPMs), and…

Statistics Theory · Mathematics 2013-09-03 Jeffrey W. Miller , Matthew T. Harrison