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We introduce an extension of the P\'olya tree approach for constructing distributions on the space of probability measures. By using optional stopping and optional choice of splitting variables, the construction gives rise to random…

Statistics Theory · Mathematics 2010-10-05 Wing H. Wong , Li Ma

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

Nonparametric and nonlinear measures of statistical dependence between pairs of random variables are important tools in modern data analysis. In particular the emergence of large data sets can now support the relaxation of linearity…

Methodology · Statistics 2016-05-13 Sarah Filippi , Chris Holmes

We propose a non-parametric, two-sample Bayesian test for checking whether or not two data sets share a common distribution. The test makes use of data splitting ideas and does not require priors for high-dimensional parameter vectors as do…

Methodology · Statistics 2020-03-16 Jeffery Hart , Taeryon Choi , Naveed Merchant

The P\'olya tree (PT) process is a general-purpose Bayesian nonparametric model that has found wide application in a range of inference problems. It has a simple analytic form and the posterior computation boils down to beta-binomial…

Methodology · Statistics 2021-12-09 Naoki Awaya , Li Ma

We introduce a probabilistic framework for two-sample comparison based on a nonparametric process taking the form of a Markov model that transitions between a "divide" and a "merge" state on a multi-resolution partition tree of the sample…

Methodology · Statistics 2014-05-30 Jacopo Soriano , Li Ma

We consider statistical inference in the density estimation model using a tree-based Bayesian approach, with Optional P\'olya trees as prior distribution. We derive near-optimal convergence rates for corresponding posterior distributions…

Statistics Theory · Mathematics 2021-10-12 Ismaël Castillo , Thibault Randrianarisoa

P\'{o}lya trees fix partitions and use random probabilities in order to construct random probability measures. With quantile pyramids we instead fix probabilities and use random partitions. For nonparametric Bayesian inference we use a…

Statistics Theory · Mathematics 2009-02-26 Nils Lid Hjort , Stephen G. Walker

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

One way of defining probability distributions for circular variables (directions in two dimensions) is to radially project probability distributions, originally defined on $\mathbb{R}^2$, to the unit circle. Projected distributions have…

Methodology · Statistics 2020-11-06 Luis Nieto-Barajas , Gabriel Nuñez-Antonio

In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…

Methodology · Statistics 2020-07-27 Rami Mahdi

In this article we describe Bayesian nonparametric procedures for two-sample hypothesis testing. Namely, given two sets of samples $\mathbf{y}^{\scriptscriptstyle(1)}\;$\stackrel{\scriptscriptstyle{iid}}{\s im}$\;F^{\scriptscriptstyle(1)}$…

Methodology · Statistics 2025-02-14 Chris C. Holmes , François Caron , Jim E. Griffin , David A. Stephens

In this article, we develop a new class of multivariate distributions adapted for count data, called Tree P\'olya Splitting. This class results from the combination of a univariate distribution and singular multivariate distributions along…

Statistics Theory · Mathematics 2025-01-30 Samuel Valiquette , Jean Peyhardi , Éric Marchand , Gwladys Toulemonde , Frédéric Mortier

Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker

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

Tree-based priors for probability distributions are usually specified using a predetermined, data-independent collection of candidate recursive partitions of the sample space. To characterize an unknown target density in detail over the…

Methodology · Statistics 2025-04-14 Li Ma , Benedetta Bruni

We propose a novel Dirichlet-based P\'olya tree (D-P tree) prior on the copula and based on the D-P tree prior, a nonparametric Bayesian inference procedure. Through theoretical analysis and simulations, we are able to show that the…

Methodology · Statistics 2017-02-24 Shaoyang Ning , Neil Shephard

Projected distributions have proved to be useful in the study of circular and directional data. Although any multivariate distribution can be used to produce a projected model, these distributions are typically parametric. In this article…

Methodology · Statistics 2023-10-12 Luis E. Nieto-Barajas

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

Statistics Theory · Mathematics 2007-06-13 Marc A. Coram

We introduce a hierarchical nonparametric model for probability measures based on a multi-resolution transformation of probability distributions. The model allows a varying amount of shrinkage to be applied to data features of different…

Methodology · Statistics 2015-03-31 Li Ma
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