Related papers: Bayesian nonparametric estimators derived from con…
The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…
In this present work, we discuss the Bayesian inference for the bivariate pseudo-exponential distribution. Initially, we assume independent gamma priors and then pseudo-gamma priors for the pseudo-exponential parameters. We are primarily…
We study the problem of independence and conditional independence tests between categorical covariates and a continuous response variable, which has an immediate application in genetics. Instead of estimating the conditional distribution of…
We derive explicit Bayesian nonparametric analysis for a species sampling model with finitely many types of Gibbs form of type $\alpha= -1$ recently introduced in Gnedin (2009). Our results complement existing analysis under Gibbs priors of…
We analyze the statistical properties of nonparametric regression estimators using covariates which are not directly observable, but have be estimated from data in a preliminary step. These so-called generated covariates appear in numerous…
Affordances are fundamental descriptors of relationships between actions, objects and effects. They provide the means whereby a robot can predict effects, recognize actions, select objects and plan its behavior according to desired goals.…
Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…
Efficient estimation under bias sampling, censoring or truncation is a difficult question which has been partially answered and the usual estimators are not always consistent. Several biased designs are considered for models with variables…
This article introduces a novel framework for nonparametric priors on real-valued random vectors, which can be viewed as a multivariate generalization of neutral-to-the right priors. It is based on randomizing the exponent measure of a…
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…
The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…
We discuss Bayesian nonparametric procedures for the regression analysis of compositional responses, that is, data supported on a multivariate simplex. The procedures are based on a modified class of multivariate Bernstein polynomials and…
We consider nonparametric Bayesian estimation and prediction for nonhomogeneous Poisson process models with unknown intensity functions. We propose a class of improper priors for intensity functions. Nonparametric Bayesian inference with…
The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…
We present a very simple yet powerful generalization of a previously described model and algorithm for estimation of multiple dipoles from magneto/electro-encephalographic data. Specifically, the generalization consists in the introduction…
We study the Bayesian model averaging approach to learning Bayesian network structures (DAGs) from data. We develop new algorithms including the first algorithm that is able to efficiently sample DAGs according to the exact structure…
In Generalised Bayesian Inference (GBI), the learning rate and hyperparameters of the loss must be estimated. These inference-hyperparameters can't be estimated jointly with the other parameters, from the data, by giving them a prior.…
This paper addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a…
In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…
Bayesian networks provide a method of representing conditional independence between random variables and computing the probability distributions associated with these random variables. In this paper, we extend Bayesian network structures to…