Related papers: Mixture Modeling for Marked Poisson Processes
Urn models for innovation capture fundamental empirical laws shared by several real-world processes. The so-called urn model with triggering includes, as particular cases, the urn representation of the two-parameter Poisson-Dirichlet…
In this work, we deal with a bivariate time series of wind speed and direction. Our observed data have peculiar features, such as informative missing values, non-reliable measures under a specific condition and interval-censored data, that…
This paper introduces a novel family of geostatistical models designed to capture complex features beyond the reach of traditional Gaussian processes. The proposed family, termed the Poisson-Gaussian Mixture Process (POGAMP), is…
The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…
The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is…
In this paper we consider the current status continuous mark model where, if the event takes place before an inspection time $T$ a "continuous mark" variable is observed as well. A Bayesian nonparametric method is introduced for estimating…
We estimate a general mixture of Markov jump processes. The key novel feature of the proposed mixture is that the transition intensity matrices of the Markov processes comprising the mixture are entirely unconstrained. The Markov processes…
Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a non-parametric Bayesian approach to estimate the intensity…
We develop a sequential low-complexity inference procedure for Dirichlet process mixtures of Gaussians for online clustering and parameter estimation when the number of clusters are unknown a-priori. We present an easily computable, closed…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
We propose a flexible and identifiable version of the two-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the non-null cases. We use a computationally…
Robust statistical data modelling under potential model mis-specification often requires leaving the parametric world for the nonparametric. In the latter, parameters are infinite dimensional objects such as functions, probability…
An important task in the statistical analysis of inhomogeneous point processes is to investigate the influence of a set of covariates on the point-generating mechanism. In this article, we consider the nonparametric Bayesian approach to…
In recent years, we have seen a handful of work on inference algorithms over non-stationary data streams. Given their flexibility, Bayesian non-parametric models are a good candidate for these scenarios. However, reliable streaming…
In this paper, we develop some matrix Poisson's equations satisfied by the mean and variance of the mixing time in an irreducible positive-recurrent discrete-time Markov chain with infinitely-many levels, and provide a computational…
Dirichlet process mixture model (DPMM) is a popular Bayesian nonparametric model. In this paper, we apply this model to weighted data and then estimate the un-weighted distribution from the corresponding weighted distribution using the…
In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…
Topic modeling is traditionally applied to word counts without accounting for the context in which words appear. Recent advancements in large language models (LLMs) offer contextualized word embeddings, which capture deeper meaning and…
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…
We exploit a suitable moment-based characterization of the mixture of Poisson distribution for developing Bayesian inference for the unknown size of a finite population whose units are subject to multiple occurrences during an enumeration…