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Noninformative priors constructed for estimation purposes are usually not appropriate for model selection and testing. The methodology of integral priors was developed to get prior distributions for Bayesian model selection when comparing…

Methodology · Statistics 2026-03-05 Diego Salmerón , Juan Antonio Cano , Christian P. Robert

Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…

General Economics · Economics 2026-02-27 Salvatore Greco , Sajid Siraj , Michele Lundy

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…

Probability · Mathematics 2009-12-30 Marcus Hutter

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

Statistics Theory · Mathematics 2024-09-05 Samyajoy Pal , Christian Heumann , M. Subbiah

This work studies the variation in Kullback-Leibler divergence between random draws from some popular nonparametric processes and their baseline measure. In particular we focus on the Dirichlet process, the P\'olya tree and the frequentist…

Methodology · Statistics 2014-11-25 James Watson , Luis Nieto-Barajas , Chris Holmes

A new nonparametric approach, based on a decision tree algorithm, is proposed to calculate the overlap between two probability distributions. The devised framework is described analytically and numerically. The convergence of the estimated…

Statistics Theory · Mathematics 2022-11-28 Hisashi Johno , Kazunori Nakamoto

Bayesian hierarchical models are used to share information between related samples and obtain more accurate estimates of sample-level parameters, common structure, and variation between samples. When the parameter of interest is the…

Methodology · Statistics 2019-06-18 Jonathan Christensen , Li Ma

Few problems in statistics are as perplexing as variable selection in the presence of very many redundant covariates. The variable selection problem is most familiar in parametric environments such as the linear model or additive variants…

Methodology · Statistics 2021-02-25 Yi Liu , Veronika Ročková , Yuexi Wang

Optional P\'{o}lya Tree (OPT) is a flexible non-parametric Bayesian model for density estimation. Despite its merits, the computation for OPT inference is challenging. In this paper we present time complexity analysis for OPT inference and…

Computation · Statistics 2013-09-24 Hui Jiang , John C. Mu , Kun Yang , Chao Du , Luo Lu , Wing Hung Wong

In the density estimation model, the question of adaptive inference using P\'olya tree-type prior distributions is considered. A class of prior densities having a tree structure, called spike-and-slab P\'olya trees, is introduced. For this…

Statistics Theory · Mathematics 2020-09-18 Ismaël Castillo , Romain Mismer

This paper proposes a new nonparametric Bayesian bootstrap for a mixture model, by developing the traditional Bayesian bootstrap. We first reinterpret the Bayesian bootstrap, which uses the P\'olya-urn scheme, as a gradient ascent algorithm…

Methodology · Statistics 2025-01-28 Fuheng Cui , Stephen G. Walker

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

This paper proposes a novel approach for statistical modelling of a continuous random variable $X$ on $[0, 1)$, based on its digit representation $X=.X_1X_2\ldots$. In general, $X$ can be coupled with a latent random variable $N$ so that…

Methodology · Statistics 2025-12-10 Mario Beraha , Jesper Møller

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

Methodology · Statistics 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami

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

Pairwise ordered tree alignment are combinatorial objects that appear in RNA secondary structure comparison. However, the usual representation of tree alignments as supertrees is ambiguous, i.e. two distinct supertrees may induce identical…

Quantitative Methods · Quantitative Biology 2016-03-08 Cedric Chauve , Julien Courtiel , Yann Ponty

Species sampling processes have long served as the fundamental framework for modeling random discrete distributions and exchangeable sequences. However, data arising from distinct but related sources require a broader notion of…

Statistics Theory · Mathematics 2026-02-03 Beatrice Franzolini , Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

This paper develops Bayesian sample size formulae for experiments comparing two groups. We assume the experimental data will be analysed in the Bayesian framework, where pre-experimental information from multiple sources can be represented…

Methodology · Statistics 2022-03-09 Haiyan Zheng , Thomas Jaki , James M. S. Wason