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A wide range of Bayesian models have been proposed for data that is divided hierarchically into groups. These models aim to cluster the data at different levels of grouping, by assigning a mixture component to each datapoint, and a mixture…

Machine Learning · Computer Science 2015-04-21 Adway Mitra

A method was developed for Bayesian inference of species phylogeny using the multi-species coalescent model. To improve the mixing properties of the Markov chain Monte Carlo (MCMC) algorithm that traverses the space of species trees, we…

Populations and Evolution · Quantitative Biology 2015-12-15 Bruce Rannala , Ziheng Yang

In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the…

Methodology · Statistics 2017-02-14 Ajay Jasra , Seongil Jo , David Nott , Christine Shoemaker , Raul Tempone

We introduce a Bayesian extension of the latent block model for model-based block clustering of data matrices. Our approach considers a block model where block parameters may be integrated out. The result is a posterior defined over the…

Computation · Statistics 2010-11-15 Jason Wyse , Nial Friel

Bayesian clustering methods have the widely touted advantage of providing a probabilistic characterization of uncertainty in clustering through the posterior distribution. An amazing variety of priors and likelihoods have been proposed for…

Methodology · Statistics 2025-11-21 Garritt L. Page , Andrés F. Barrientos , David B. Dahl , David B. Dunson

Bayesian hierarchical modeling is a natural framework to effectively integrate data and borrow information across groups. In this paper, we address problems related to density estimation and identifying clusters across related groups, by…

Methodology · Statistics 2025-10-29 Huizi Zhang , Sara Wade , Natalia Bochkina

We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…

Computation · Statistics 2025-01-03 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Giacomo Zanella

This manuscript develops the theory of agglomerative clustering with Bregman divergences. Geometric smoothing techniques are developed to deal with degenerate clusters. To allow for cluster models based on exponential families with…

Machine Learning · Computer Science 2012-07-03 Matus Telgarsky , Sanjoy Dasgupta

Recent progress in center-based clustering algorithms combats poor local minima by implicit annealing, using a family of generalized means. These methods are variations of Lloyd's celebrated $k$-means algorithm, and are most appropriate for…

Machine Learning · Statistics 2022-06-23 Adithya Vellal , Saptarshi Chakraborty , Jason Xu

Bayesian phylogenetic inference is currently done via Markov chain Monte Carlo (MCMC) with simple proposal mechanisms. This hinders exploration efficiency and often requires long runs to deliver accurate posterior estimates. In this paper,…

Machine Learning · Statistics 2024-05-24 Cheng Zhang , Frederick A. Matsen

Phylogenetics, the inference of evolutionary trees from molecular sequence data such as DNA, is an enterprise that yields valuable evolutionary understanding of many biological systems. Bayesian phylogenetic algorithms, which approximate a…

Populations and Evolution · Quantitative Biology 2016-10-27 Vu Dinh , Aaron E. Darling , Frederick A. Matsen

This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…

Computation · Statistics 2020-06-02 Richard G Everitt , Richard Culliford , Felipe Medina-Aguayo , Daniel J Wilson

We discuss a Bayesian hierarchical copula model for clusters of financial time series. A similar approach has been developed in recent paper. However, the prior distributions proposed there do not always provide a proper posterior. In order…

Methodology · Statistics 2025-02-07 Paolo Onorati , Brunero Liseo

In recent years, there has been a growing demand to discern clusters of subjects in datasets characterized by a large set of features. Often, these clusters may be highly variable in size and present partial hierarchical structures. In this…

Methodology · Statistics 2024-07-01 Lorenzo Schiavon , Mattia Stival

Inference on high-dimensional parameters in structured linear models is an important statistical problem. This paper focuses on the case of a piecewise polynomial Gaussian sequence model, and we develop a new empirical Bayes solution that…

Statistics Theory · Mathematics 2025-08-04 Chang Liu , Ryan Martin , Weining Shen

We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature…

Computation · Statistics 2020-02-26 Yang Ni , Yuan Ji , Peter Mueller

Spectral clustering views the similarity matrix as a weighted graph, and partitions the data by minimizing a graph-cut loss. Since it minimizes the across-cluster similarity, there is no need to model the distribution within each cluster.…

Methodology · Statistics 2023-04-14 Leo L. Duan , Arkaprava Roy

Classically, Bayesian clustering interprets each component of a mixture model as a cluster. The inferred clustering posterior is highly sensitive to any inaccuracies in the kernel within each component. As this kernel is made more flexible,…

Methodology · Statistics 2025-12-12 David Buch , Miheer Dewaskar , David B. Dunson

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

Methodology · Statistics 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy. This method, which is a particular case of co-kriging, allows us to improve a surrogate model of a complex computer…

Statistics Theory · Mathematics 2012-09-25 Loic Le Gratiet