Related papers: Bayesian Inference on Mixtures of Distributions
We introduce finite mixtures of Ising models as a novel approach to study multivariate patterns of associations of binary variables. Our proposed models combine the strengths of Ising models and multivariate Bernoulli mixture models. We…
Bayesian inference is attractive for its coherence and good frequentist properties. However, it is a common experience that eliciting a honest prior may be difficult and, in practice, people often take an {\em empirical Bayes} approach,…
We consider a novel paradigm for Bayesian testing of hypotheses and Bayesian model comparison. Our alternative to the traditional construction of posterior probabilities that a given hypothesis is true or that the data originates from a…
Computer Vision practitioners must thoroughly understand their model's performance, but conditional evaluation is complex and error-prone. In biometric verification, model performance over continuous covariates---real-number attributes of…
When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…
Bayes Factors, the Bayesian tool for hypothesis testing, are receiving increasing attention in the literature. Compared to their frequentist rivals ($p$-values or test statistics), Bayes Factors have the conceptual advantage of providing…
Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…
The goal of this thesis is twofold; introduce the fundamentals of Bayesian inference and computation focusing on astronomical and cosmological applications, and present recent advances in probabilistic computational methods developed by the…
The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…
Geoscientists use observed data to estimate properties of the Earth's interior. This often requires non-linear inverse problems to be solved and uncertainties to be estimated. Bayesian inference solves inverse problems under a probabilistic…
We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…
Structure and parameters in a Bayesian network uniquely specify the probability distribution of the modeled domain. The locality of both structure and probabilistic information are the great benefits of Bayesian networks and require the…
A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…
Bayesian causal discovery benefits from prior information elicited from domain experts, and in heterogeneous domains any prior knowledge would be badly needed. However, so far prior elicitation approaches have assumed a single causal graph…
Latent factor GARCH models are difficult to estimate using Bayesian methods because standard Markov chain Monte Carlo samplers produce slowly mixing and inefficient draws from the posterior distributions of the model parameters. This paper…
Several bivariate beta distributions have been proposed in the literature. In particular, Olkin and Liu (2003) proposed a 3 parameter bivariate beta model, which Arnold and Ng (2011) extend to 5 and 8 parameter models. The 3 parameter model…
It has become increasingly common to collect high-dimensional binary response data; for example, with the emergence of new sampling techniques in ecology. In smaller dimensions, multivariate probit (MVP) models are routinely used for…
Gibbs-type priors are widely used as key components in several Bayesian nonparametric models. By virtue of their flexibility and mathematical tractability, they turn out to be predominant priors in species sampling problems, clustering and…
Bayesian nonparametric mixture models are common for modeling complex data. While these models are well-suited for density estimation, recent results proved posterior inconsistency of the number of clusters when the true number of…
We study the convergence rates of empirical Bayes posterior distributions for nonparametric and high-dimensional inference. We show that as long as the hyperparameter set is discrete, the empirical Bayes posterior distribution induced by…