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The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

Statistics Theory · Mathematics 2014-07-03 Antonio Lijoi , Bernardo Nipoti , Igor Prünster

We develop a sequential low-complexity inference procedure for Dirichlet process mixtures of Gaussians for online clustering and parameter estimation when the number of clusters are unknown a-priori. We present an easily computable, closed…

Machine Learning · Statistics 2015-09-15 Theodoros Tsiligkaridis , Keith W. Forsythe

Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…

Methodology · Statistics 2015-03-19 Ryan Martin , Surya T. Tokdar

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

Clustering multivariate data is a pervasive task in many applied problems, particularly in social studies and life science. Model-based approaches to clustering rely on mixture models, where each mixture component corresponds to the kernel…

Methodology · Statistics 2026-01-22 Laura Ferrini , Federico Castelletti

When modeling the distribution of a set of data by a mixture of Gaussians, there are two possibilities: i) the classical one is using a set of parameters which are the proportions, the means and the variances; ii) the second is to consider…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Ali Mohammad-Djafari

We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…

Methodology · Statistics 2011-11-02 Matthew A. Taddy , Athanasios Kottas

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

We propose probabilistic task modelling -- a generative probabilistic model for collections of tasks used in meta-learning. The proposed model combines variational auto-encoding and latent Dirichlet allocation to model each task as a…

Machine Learning · Computer Science 2022-03-21 Cuong C. Nguyen , Thanh-Toan Do , Gustavo Carneiro

For data assumed to come from a finite mixture with an unknown number of components, it has become common to use Dirichlet process mixtures (DPMs) not only for density estimation, but also for inferences about the number of components. The…

Statistics Theory · Mathematics 2013-01-15 Jeffrey W. Miller , Matthew T. Harrison

Dirichlet distribution and Dirichlet process as its infinite dimensional generalization are primarily used conjugate prior of categorical and multinomial distributions in Bayesian statistics. Extensions have been proposed to broaden…

Methodology · Statistics 2014-12-05 Xuenan Feng

This paper presents a novel algorithm, based upon the dependent Dirichlet process mixture model (DDPMM), for clustering batch-sequential data containing an unknown number of evolving clusters. The algorithm is derived via a low-variance…

Machine Learning · Computer Science 2013-11-04 Trevor Campbell , Miao Liu , Brian Kulis , Jonathan P. How , Lawrence Carin

The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is…

Machine Learning · Statistics 2012-01-10 Chong Wang , David M. Blei

A new maximum approximate likelihood (ML) estimation algorithm for the mixture of Kent distribution is proposed. The new algorithm is constructed via the BSLM (block successive lower-bound maximization) framework and incorporates manifold…

Computation · Statistics 2017-09-15 Hien D. Nguyen

Mixtures of multivariate normal inverse Gaussian (MNIG) distributions can be used to cluster data that exhibit features such as skewness and heavy tails. However, for cluster analysis, using a traditional finite mixture model framework,…

Methodology · Statistics 2020-05-13 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

Marked point process data arise when events occur in a space with event-level marks. We study clustering of replicated marked Poisson point processes and introduce Dirichlet process mixtures of marked Poisson point processes, a Bayesian…

Methodology · Statistics 2026-05-12 Minsung Choi , Seonghyun Jeong

In several observational contexts where different raters evaluate a set of items, it is common to assume that all raters draw their scores from the same underlying distribution. However, a plenty of scientific works have evidenced the…

Methodology · Statistics 2023-09-27 Giuseppe Mignemi , Antonio Calcagnì , Andrea Spoto , Ioanna Manolopoulou

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

Dirichlet process mixture model (DPMM) is a popular Bayesian nonparametric model. In this paper, we apply this model to weighted data and then estimate the un-weighted distribution from the corresponding weighted distribution using the…

Computation · Statistics 2018-12-12 Soghra Bohlourihajjar , Soleiman Khazaei

Estimation of finite mixture models when the mixing distribution support is unknown is an important problem. This paper gives a new approach based on a marginal likelihood for the unknown support. Motivated by a Bayesian Dirichlet prior…

Methodology · Statistics 2013-02-11 Ryan Martin