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In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popular in statistical and financial modelling. We design a…

Other Statistics · Statistics 2017-05-23 Denis Belomestny , Vladimir Panov

Detection heterogeneity is inherent to ecological data, arising from factors such as varied terrain or weather conditions, inconsistent sampling effort, or heterogeneity of individuals themselves. Incorporating additional covariates into a…

Applications · Statistics 2021-08-27 Daniel Turek , Claudia Wehrhahn , Olivier Gimenez

We propose a Bayesian nonparametric model for mixed-type bounded data, where some variables are compositional and others are interval-bounded. Compositional variables are non-negative and sum to a given constant, such as the proportion of…

Methodology · Statistics 2025-03-13 Rufeng Liu , Claudia Wehrhahn , Andrés F. Barrientos , Alejandro Jara

Item response theory (IRT) models typically rely on a normality assumption for subject-specific latent traits, which is often unrealistic in practice. Semiparametric extensions based on Dirichlet process mixtures offer a more flexible…

The recently developed semi-parametric generalized linear model (SPGLM) offers more flexibility as compared to the classical GLM by including the baseline or reference distribution of the response as an additional parameter in the model.…

Methodology · Statistics 2024-04-09 Entejar Alam , Peter Müller , Paul J. Rathouz

Improving health in the most disadvantaged populations requires reliable estimates of health and demographic indicators to inform policy and interventions. Low- and middle-income countries with the largest burden of disease and disability…

Methodology · Statistics 2025-11-21 Austin E Schumacher , Jon Wakefield

We introduce a novel varying-weight dependent Dirichlet process (DDP) model that extends a recently developed semi-parametric generalized linear model (SPGLM) by adding a nonparametric Bayesian prior on the baseline distribution of the GLM.…

Methodology · Statistics 2025-03-31 Entejar Alam , Paul J. Rathouz , Peter Mueller

Assessing homogeneity of distributions is an old problem that has received considerable attention, especially in the nonparametric Bayesian literature. To this effect, we propose the semi-hierarchical Dirichlet process, a novel hierarchical…

Methodology · Statistics 2021-06-17 Mario Beraha , Alessandra Guglielmi , Fernando A. Quintana

When mapping subnational health and demographic indicators, direct weighted estimators of small area means based on household survey data can be unreliable when data are limited. If survey microdata are available, unit level models can…

Methodology · Statistics 2023-09-22 Peter A. Gao , Jon Wakefield

It is often of interest to combine available estimates of a similar quantity from multiple data sources. When the corresponding variances of each estimate are also available, a model should take into account the uncertainty of the estimates…

Methodology · Statistics 2021-09-17 Yujing Yao , R. Todd Ogden , Chubing Zeng , Qixuan Chen

Statistical agencies and other institutions collect data under the promise to protect the confidentiality of respondents. When releasing microdata samples, the risk that records can be identified must be assessed. To this aim, a widely…

Applications · Statistics 2015-06-03 Cinzia Carota , Maurizio Filippone , Roberto Leombruni , Silvia Polettini

Many scientific and industrial processes produce data that is best analysed as vectors of relative values, often called compositions or proportions. The Dirichlet distribution is a natural distribution to use for composition or proportion…

Methodology · Statistics 2020-04-15 Sean van der Merwe

Regional aggregates of health outcomes over delineated administrative units (e.g., states, counties, zip codes), or areal units, are widely used by epidemiologists to map mortality or incidence rates and capture geographic variation. To…

Methodology · Statistics 2022-05-03 Leiwen Gao , Sudipto Banerjee , Beate Ritz

We propose a Bayesian semiparametric approach for registration of multiple point processes. Our approach entails modelling the mean measures of the phase-varying point processes with a Bernstein-Dirichlet prior, which induces a prior on the…

Methodology · Statistics 2020-12-14 Bastian Galasso , Yoav Zemel , Miguel de Carvalho

In this work we introduce a semi-parametric Bayesian change-point model, defining its time dynamic as a latent Markov process based on the Dirichlet process. We treat the number of change point as a random variable and we estimate it during…

Computation · Statistics 2018-08-28 Gianluca Mastrantonio

Bayesian hierarchical methods implemented for small area estimation focus on reducing the noise variation in published government official statistics by borrowing information among dependent response values. Even the most flexible models…

Methodology · Statistics 2015-08-05 Terrance D. Savitsky

Understanding patterns in mortality across subpopulations is essential for local health policy decision making. One of the key challenges of subnational mortality rate estimation is the presence of small populations and zero or near zero…

Applications · Statistics 2025-12-16 Ameer Dharamshi , Monica Alexander , Celeste Winant , Magali Barbieri

Across several medical fields, developing an approach for disease classification is an important challenge. The usual procedure is to fit a model for the longitudinal response in the healthy population, a different model for the…

Applications · Statistics 2025-12-02 Jeremy T. Gaskins , Claudio Fuentes , Rolando De la Cruz

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…

Statistics Theory · Mathematics 2024-05-31 Louise Alamichel , Daria Bystrova , Julyan Arbel , Guillaume Kon Kam King

The purpose of this paper is to provide guidelines for empirical researchers who use a class of bivariate threshold crossing models with dummy endogenous variables. A common practice employed by the researchers is the specification of the…

Econometrics · Economics 2019-03-06 Sukjin Han , Sungwon Lee