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We present a probabilistic model for unsupervised alignment of high-dimensional time-warped sequences based on the Dirichlet Process Mixture Model (DPMM). We follow the approach introduced in (Kazlauskaite, 2018) of simultaneously…

Machine Learning · Statistics 2018-11-28 Ieva Kazlauskaite , Ivan Ustyuzhaninov , Carl Henrik Ek , Neill D. F. Campbell

This paper introduces Dirichlet process mixtures of block $g$ priors for model selection and prediction in linear models. These priors are extensions of traditional mixtures of $g$ priors that allow for differential shrinkage for various…

Methodology · Statistics 2026-05-13 Anupreet Porwal , Abel Rodriguez

In multivariate time series systems, lead-lag relationships reveal dependencies between time series when they are shifted in time relative to each other. Uncovering such relationships is valuable in downstream tasks, such as control,…

Statistical Finance · Quantitative Finance 2023-09-19 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

Ongoing advances in microbiome profiling have allowed unprecedented insights into the molecular activities of microbial communities. This has fueled a strong scientific interest in understanding the critical role the microbiome plays in…

Methodology · Statistics 2024-11-18 Satabdi Saha , Liangliang Zhang , Kim-Anh Do , Christine B. Peterson

Many scientific and industrial processes produce data that is best analysed as vectors of relative values, often called compositions or proportions. The Dirichlet distribution is a natural distribution to use for composition or proportion…

Methodology · Statistics 2020-04-15 Sean van der Merwe

The modelling of action potentials from extracellular recordings, or spike sorting, is a rich area of neuroscience research in which latent variable models are often used. Two such models, Overfitted Finite Mixture models (OFMs) and…

Applications · Statistics 2016-02-08 Zoé van Havre , Nicole White , Judith Rousseau , Kerrie Mengersen

The conventional use of the Generalized Extreme Value (GEV) distribution to model block maxima may be inappropriate when extremes are actually structured into multiple heterogeneous groups. In this work, we propose a novel approach for…

We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over…

Methodology · Statistics 2012-12-06 XuanLong Nguyen

We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…

Applications · Statistics 2017-10-03 Christos Merkatas , Konstantinos Kaloudis , Spyridon J. Hatjispyros

In model-based-clustering mixture models are used to group data points into clusters. A useful concept introduced for Gaussian mixtures by Malsiner Walli et al (2016) are sparse finite mixtures, where the prior distribution on the weight…

Methodology · Statistics 2018-08-23 Sylvia Frühwirth-Schnatter , Gertraud Malsiner-Walli

The Dirichlet Process Mixture Model (DPMM) is a Bayesian non-parametric approach widely used for density estimation and clustering. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels…

Methodology · Statistics 2022-02-09 Wei Jing , Michail Papathomas , Silvia Liverani

The paper is motivated from clustering problem in high-throughput mixed datasets. Clustering of such datasets can provide much insight into biological associations. An open problem in this context is to simultaneously cluster…

Methodology · Statistics 2018-08-15 Chetkar Jha

We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…

Methodology · Statistics 2016-02-10 Ramsés H. Mena , Matteo Ruggiero

Dirichlet process mixture (DPM) models tend to produce many small clusters regardless of whether they are needed to accurately characterize the data - this is particularly true for large data sets. However, interpretability, parsimony, data…

Machine Learning · Computer Science 2018-02-16 Jun Lu , Meng Li , David Dunson

The U.S. Bureau of Labor Statistics use monthly, by-state employment totals from the Current Population Survey (CPS) as a key input to develop employment estimates for counties within the states. The monthly CPS by-state totals, however,…

Methodology · Statistics 2015-08-05 Terrance D. Savitsky

Change-point models deal with ordered data sequences. Their primary goal is to infer the locations where an aspect of the data sequence changes. In this paper, we propose and implement a nonparametric Bayesian model for clustering…

Methodology · Statistics 2025-02-12 Ana Carolina da Cruz , Camila P. E. de Souza

The problem of missing values in multivariable time series is a key challenge in many applications such as clinical data mining. Although many imputation methods show their effectiveness in many applications, few of them are designed to…

Machine Learning · Computer Science 2020-03-04 Ye Xue , Diego Klabjan , Yuan Luo

Dirichlet Process(DP) is a Bayesian non-parametric prior for infinite mixture modeling, where the number of mixture components grows with the number of data items. The Hierarchical Dirichlet Process (HDP), is an extension of DP for grouped…

Machine Learning · Statistics 2015-09-02 Lavanya Sita Tekumalla , Priyanka Agrawal , Indrajit Bhattacharya

We propose a new class of models for variable clustering called Asymptotic Independent block (AI-block) models, which defines population-level clusters based on the independence of the maxima of a multivariate stationary mixing random…

Statistics Theory · Mathematics 2024-07-08 Alexis Boulin , Elena Di Bernardino , Thomas Laloë , Gwladys Toulemonde

Random partition distribution is a crucial tool for model-based clustering. This study advances the field of random partition in the context of functional spatial data, focusing on the challenges posed by hourly population data across…

Methodology · Statistics 2025-06-05 Tomoya Wakayama , Shonosuke Sugasawa , Genya Kobayashi