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Related papers: Exact Bayesian Analysis of Mixtures

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We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…

Methodology · Statistics 2017-08-02 Leonardo Egidi , Francesco Pauli , Nicola Torelli

We establish concentration rates for estimation of treatment effects in experiments that incorporate prior sources of information -- such as past pilots, related studies, or expert assessments -- whose external validity is uncertain. Each…

Econometrics · Economics 2026-03-24 Frederico Finan , Demian Pouzo

We consider the problem of boundary detection for areal data, focusing on situations where for each areal unit multiple observations are available. We propose a Bayesian nonparametric mixture model for the area-specific population…

Methodology · Statistics 2026-05-18 Matteo Gianella , Mario Beraha , Alessandra Guglielmi

Motivated by problems in data clustering, we establish general conditions under which families of nonparametric mixture models are identifiable, by introducing a novel framework involving clustering overfitted \emph{parametric} (i.e.…

Statistics Theory · Mathematics 2020-02-19 Bryon Aragam , Chen Dan , Eric P. Xing , Pradeep Ravikumar

We propose a MAP Bayesian approach to perform and evaluate a co-clustering of mixed-type data tables. The proposed model infers an optimal segmentation of all variables then performs a co-clustering by minimizing a Bayesian model selection…

Machine Learning · Statistics 2019-02-07 Aichetou Bouchareb , Marc Boullé , Fabrice Rossi , Fabrice Clérot

In this paper, we derive a Bayesian model order selection rule by using the exponentially embedded family method, termed Bayesian EEF. Unlike many other Bayesian model selection methods, the Bayesian EEF can use vague proper priors and…

Machine Learning · Statistics 2018-12-24 Zhenghan Zhu , Steven Kay

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…

Methodology · Statistics 2022-05-13 David T. Frazier , Ruben Loaiza-Maya , Gael M. Martin , Bonsoo Koo

We consider the challenges that arise when fitting complex ecological models to 'large' data sets. In particular, we focus on random effect models which are commonly used to describe individual heterogeneity, often present in ecological…

Methodology · Statistics 2022-05-17 Ruth King , Blanca Sarzo , Víctor Elvira

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Methodology · Statistics 2026-05-26 Panagiotis Papastamoulis , Konstantinos Perrakis

Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It has been successfully applied for many complex models.…

Methodology · Statistics 2024-09-05 Wentao Li , Rosabeth White , Dennis Prangle

In applications of Bayesian procedures, once a class of priors has been chosen, it may be tempting to fix the prior's hyperparameters from the data, in an empirical Bayes (EB) fashion, usually by their maximum marginal likelihood estimates…

Statistics Theory · Mathematics 2026-04-14 Stefano Rizzelli , Judith Rousseau , Sonia Petrone

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…

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

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

Methodology · Statistics 2012-07-02 Ricardo Silva , Zoubin Ghahramani

Assuming an exponential power distribution is one way to deal with outliers in regression and clustering, which can increase the robustness of the analysis. Gaussian distribution is a special case of an exponential distribution. And an…

Methodology · Statistics 2020-12-22 Xiao Chen

Mixture interpretation is a central challenge in forensic science, where evidence often contains contributions from multiple sources. In the context of DNA analysis, biological samples recovered from crime scenes may include genetic…

Methodology · Statistics 2025-05-05 Taylor Petty , Jan Hannig , Hari Iyer

This paper studies the influence of perturbations of conjugate priors in Bayesian inference. A perturbed prior is defined inside a larger family, local mixture models, and the effect on posterior inference is studied. The perturbation, in…

Methodology · Statistics 2015-09-01 Vahed Maroufy , Paul Marriott

A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity. This problem appears in many settings, most prominently in choosing the number ofclusters in mixture models or the number…

Machine Learning · Statistics 2011-08-05 Samuel J. Gershman , David M. Blei

Inference after model selection has been an active research topic in the past few years, with numerous works offering different approaches to addressing the perils of the reuse of data. In particular, major progress has been made recently…

Methodology · Statistics 2020-06-02 Snigdha Panigrahi , Jonathan Taylor , Asaf Weinstein

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…

Machine Learning · Computer Science 2019-08-06 Xiangju Qin , Paul Blomstedt , Samuel Kaski
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