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Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…

Methodology · Statistics 2016-01-14 Luke Bornn , Neil Shephard , Reza Solgi

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

The problem of nonparametric estimation of the conditional density of a response, given a vector of explanatory variables, is classical and of prominent importance in many prediction problems since the conditional density provides a more…

Methodology · Statistics 2015-04-21 Catia Scricciolo

Although continuous density estimation has received abundant attention in the Bayesian nonparametrics literature, there is limited theory on multivariate mixed scale density estimation. In this note, we consider a general framework to…

Statistics Theory · Mathematics 2014-05-26 Antonio Canale , David B. Dunson

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…

Machine Learning · Statistics 2014-10-14 R. Chaves , L. Luft , T. O. Maciel , D. Gross , D. Janzing , B. Schölkopf

The inferential model (IM) framework provides valid prior-free probabilistic inference by focusing on predicting unobserved auxiliary variables. But, efficient IM-based inference can be challenging when the auxiliary variable is of higher…

Statistics Theory · Mathematics 2015-01-20 Ryan Martin , Chuanhai Liu

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…

Methodology · Statistics 2019-05-03 Sanjay Chaudhuri , Mark S. Handcock

In broad applications, it is routinely of interest to assess whether there is evidence in the data to refute the assumption of conditional independence of $Y$ and $X$ conditionally on $Z$. Such tests are well developed in parametric models…

Methodology · Statistics 2015-03-25 Tsuyoshi Kunihama , David B. Dunson

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…

Systems and Control · Computer Science 2015-09-14 Sofie Haesaert , Paul M. J. Van den Hof , Alessandro Abate

Progress in probabilistic generative models has accelerated, developing richer models with neural architectures, implicit densities, and with scalable algorithms for their Bayesian inference. However, there has been limited progress in…

Machine Learning · Statistics 2017-10-31 Dustin Tran , David M. Blei

Many statistical models can be simulated forwards but have intractable likelihoods. Approximate Bayesian Computation (ABC) methods are used to infer properties of these models from data. Traditionally these methods approximate the posterior…

Machine Learning · Statistics 2018-04-03 George Papamakarios , Iain Murray

Probabilistic model checking for systems with large or unbounded state space is a challenging computational problem in formal modelling and its applications. Numerical algorithms require an explicit representation of the state space, while…

Logic in Computer Science · Computer Science 2018-06-12 Dimitrios Milios , Guido Sanguinetti , David Schnoerr

We consider the task of modeling a dependent sequence of random partitions. It is well-known that a random measure in Bayesian nonparametrics induces a distribution over random partitions. The community has therefore assumed that the best…

Methodology · Statistics 2021-08-03 Garritt L. Page , Fernando A. Quintana , David B. Dahl

This article introduces a Bayesian nonparametric method for quantifying the relative evidence in a dataset in favour of the dependence or independence of two variables conditional on a third. The approach uses Polya tree priors on spaces of…

Methodology · Statistics 2021-02-15 Onur Teymur , Sarah Filippi

We propose a way of transforming the problem of conditional density estimation into a single nonparametric regression task via the introduction of auxiliary samples. This allows leveraging regression methods that work well in high…

Machine Learning · Statistics 2025-11-25 Alexander G. Reisach , Olivier Collier , Alex Luedtke , Antoine Chambaz

We aim at modelling the appearance of distinct tags in a sequence of labelled objects. Common examples of this type of data include words in a corpus or distinct species in a sample. These sequential discoveries are often summarised via…

Methodology · Statistics 2020-11-16 Alessandro Zito , Tommaso Rigon , Otso Ovaskainen , David Dunson

We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, ergodic diffusion models from discrete-time, low-frequency data. We give conditions for posterior consistency and verify these conditions for…

Statistics Theory · Mathematics 2013-02-01 Frank van der Meulen , Harry van Zanten

In causal inference, and specifically in the \textit{Causes of Effects} problem, one is interested in how to use statistical evidence to understand causation in an individual case, and so how to assess the so-called {\em probability of…

Methodology · Statistics 2018-10-23 Fabio Corradi , Monica Musio
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