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We discuss a Bayesian hierarchical copula model for clusters of financial time series. A similar approach has been developed in recent paper. However, the prior distributions proposed there do not always provide a proper posterior. In order…

Methodology · Statistics 2025-02-07 Paolo Onorati , Brunero Liseo

There is an increasingly rich literature about Bayesian nonparametric models for clustering functional observations. However, most of the recent proposals rely on infinite-dimensional characterizations that might lead to overly complex…

Methodology · Statistics 2019-07-05 Tommaso Rigon

Probabilistic finite mixture models are widely used for unsupervised clustering. These models can often be improved by adapting them to the topology of the data. For instance, in order to classify spatially adjacent data points similarly,…

Computer Vision and Pattern Recognition · Computer Science 2022-02-09 Jonathan Vacher , Claire Launay , Ruben Coen-Cagli

Probabilistic clustering models (or equivalently, mixture models) are basic building blocks in countless statistical models and involve latent random variables over discrete spaces. For these models, posterior inference methods can be…

Machine Learning · Statistics 2020-06-24 Ari Pakman , Yueqi Wang , Catalin Mitelut , JinHyung Lee , Liam Paninski

Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Sinead Williamson

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…

Methodology · Statistics 2025-07-08 Paolo Onorati , David B. Dunson , Antonio Canale

Fair clustering is the process of grouping similar entities together, while satisfying a mathematically well-defined fairness metric as a constraint. Due to the practical challenges in precise model specification, the prescribed fairness…

Machine Learning · Statistics 2021-02-09 Sainyam Galhotra , Sandhya Saisubramanian , Shlomo Zilberstein

Clustering, or grouping, dataset elements based on similarity can be used not only to classify a dataset into a few categories, but also to approximate it by a relatively large number of representative elements. In the latter scenario,…

Machine Learning · Computer Science 2019-09-13 Tim Jaschek , Marko Bucyk , Jaspreet S. Oberoi

Although discrete mixture modeling has formed the backbone of the literature on Bayesian density estimation, there are some well known disadvantages. We propose an alternative class of priors based on random nonlinear functions of a uniform…

Statistics Theory · Mathematics 2015-03-19 Suprateek Kundu , David B. Dunson

Prior Networks are a recently developed class of models which yield interpretable measures of uncertainty and have been shown to outperform state-of-the-art ensemble approaches on a range of tasks. They can also be used to distill an…

Machine Learning · Computer Science 2020-12-10 Andrey Malinin , Sergey Chervontsev , Ivan Provilkov , Mark Gales

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior…

Machine Learning · Computer Science 2025-06-06 Haoxuan Chen , Yinuo Ren , Martin Renqiang Min , Lexing Ying , Zachary Izzo

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…

Statistics Theory · Mathematics 2015-03-17 Edoardo M. Airoldi , Thiago Costa , Federico Bassetti , Fabrizio Leisen , Michele Guindani

We introduce a novel framework for uncertainty quantification in clustering that combines martingale posterior distributions with density-based clustering. Unlike classical model-based approaches, which define clusters at the latent level…

Machine Learning · Statistics 2026-04-20 Nicola Bariletto , Stephen G. Walker

Cluster analysis aims at partitioning data into groups or clusters. In applications, it is common to deal with problems where the number of clusters is unknown. Bayesian mixture models employed in such applications usually specify a…

Methodology · Statistics 2022-01-27 Jan Greve , Bettina Grün , Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter

Penalized regression methods, such as $L_1$ regularization, are routinely used in high-dimensional applications, and there is a rich literature on optimality properties under sparsity assumptions. In the Bayesian paradigm, sparsity is…

Statistics Theory · Mathematics 2014-01-22 Anirban Bhattacharya , Debdeep Pati , Natesh S. Pillai , David B. Dunson

Modern data mining applications require to perform incremental clustering over dynamic datasets by tracing temporal changes over the resulting clusters. In this paper, we propose A-Posteriori affinity Propagation (APP), an incremental…

Machine Learning · Computer Science 2024-01-29 Silvana Castano , Alfio Ferrara , Stefano Montanelli , Francesco Periti

The goal of data clustering is to partition data points into groups to minimize a given objective function. While most existing clustering algorithms treat each data point as vector, in many applications each datum is not a vector but a…

Machine Learning · Statistics 2017-03-16 Dinh Phung , Ba-Ngu Bo

Mixture models are commonly used in applications with heterogeneity and overdispersion in the population, as they allow the identification of subpopulations. In the Bayesian framework, this entails the specification of suitable prior…

Methodology · Statistics 2023-06-21 Andrea Cremaschi , Timothy M. Wertz , Maria De Iorio

Clustering data into meaningful subsets is a major task in scientific data analysis. To date, various strategies ranging from model-based approaches to data-driven schemes, have been devised for efficient and accurate clustering. One…

Machine Learning · Computer Science 2023-01-31 Omar Maddouri , Xiaoning Qian , Byung-Jun Yoon

We consider the problem of deep fair clustering, which partitions data into clusters via the representations extracted by deep neural networks while hiding sensitive data attributes. To achieve fairness, existing methods present a variety…

Machine Learning · Computer Science 2024-03-26 Xiang Zhang