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This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…

Statistics Theory · Mathematics 2007-06-13 Luis E. Nieto-Barajas , Igor Prunster , Stephen G. Walker

A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…

Statistics Theory · Mathematics 2026-04-21 Nils Lid Hjort

One of the main research areas in Bayesian Nonparametrics is the proposal and study of priors which generalize the Dirichlet process. Here we exploit theoretical properties of Poisson random measures in order to provide a comprehensive…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James , Antonio Lijoi , Igor Pruenster

An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…

Statistics Theory · Mathematics 2023-07-04 Sadegh Chegini , Mahmoud Zarepour

Normalized random measures with independent increments represent a large class of Bayesian nonaprametric priors and are widely used in the Bayesian nonparametric framework. In this paper, we provide the posterior consistency analysis for…

Statistics Theory · Mathematics 2023-03-24 Junxi Zhang , Yaozhong Hu

Dirichlet process mixture models (DPMM) play a central role in Bayesian nonparametrics, with applications throughout statistics and machine learning. DPMMs are generally used in clustering problems where the number of clusters is not known…

Machine Learning · Statistics 2020-10-20 Chiao-Yu Yang , Eric Xia , Nhat Ho , Michael I. Jordan

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Methodology · Statistics 2022-06-01 Mario Beraha , Jim E. Griffin

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

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

Discrete random probability measures and the exchangeable random partitions they induce are key tools for addressing a variety of estimation and prediction problems in Bayesian inference. Indeed, many popular nonparametric priors, such as…

Statistics Theory · Mathematics 2015-03-03 P. De Blasi , S. Favaro , A. Lijoi , R. H. Mena , I. Pruenster , M. Ruggiero

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…

Probability · Mathematics 2011-11-10 Lancelot F. James

We consider an array of random variables, taking values in a complete and separable metric space, that exhibits a kind of symmetry which we call row exchangeability. Given such an array, a natural model for Bayesian nonparametric inference…

Statistics Theory · Mathematics 2025-10-10 Evan Donald , Jason Swanson

We extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning, from indirect observations, two families of time-dependent…

Statistics Theory · Mathematics 2016-11-23 Omiros Papaspiliopoulos , Matteo Ruggiero , Dario Spanò

This paper introduces a Bayesian nonparametric approach to frequency recovery from lossy-compressed discrete data, leveraging all information contained in a sketch obtained through random hashing. By modeling the data points as random…

Statistics Theory · Mathematics 2024-06-05 Mario Beraha , Stefano Favaro , Matteo Sesia

The two-parameter Poisson--Dirichlet distribution is a probability distribution on the totality of positive decreasing sequences with sum 1 and hence considered to govern masses of a random discrete distribution. A characterization of the…

Probability · Mathematics 2010-01-12 Kenji Handa

Gibbs type priors have been shown to be natural generalizations of Dirichlet process (DP) priors used for intricate applications of Bayesian nonparametric methods. This includes applications to mixture models and to species sampling models…

Statistics Theory · Mathematics 2023-08-29 Lancelot F. James

The aim of this paper is to find distributional results for the posterior parameters which arise in the Sethuraman (1994) representation of the Dirichlet process. These results can then be used to derive simply the posterior of the…

Statistics Theory · Mathematics 2015-10-27 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Methodology · Statistics 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Aad van der Vaart
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