Related papers: Nonparametric Bayes Pachinko Allocation
In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…
We consider an array of random variables, taking values in a complete and separable metric space, that exhibits a kind of symmetry which we call row exchangeability. Given such an array, a natural model for Bayesian nonparametric inference…
High dimensional vector autoregressive (VAR) models require a large number of parameters to be estimated and may suffer of inferential problems. We propose a new Bayesian nonparametric (BNP) Lasso prior (BNP-Lasso) for high-dimensional VAR…
Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. However, due to the flexibility of these models,…
Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…
A discrete Bayesian network is a directed acyclic graph (DAG) consisting of categorical variables. Two popular approaches for DBN modeling include classification and nonparametric methods. However, both methods often require a large number…
We propose Dirichlet Process Mixture (DPM) models for prediction and cluster-wise variable selection, based on two choices of shrinkage baseline prior distributions for the linear regression coefficients, namely the Horseshoe prior and…
Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…
Given discrete time observations over a fixed time interval, we study a nonparametric Bayesian approach to estimation of the volatility coefficient of a stochastic differential equation. We postulate a histogram-type prior on the volatility…
In the internet era there has been an explosion in the amount of digital text information available, leading to difficulties of scale for traditional inference algorithms for topic models. Recent advances in stochastic variational inference…
A popular approach to topic modeling involves extracting co-occurring n-grams of a corpus into semantic themes. The set of n-grams in a theme represents an underlying topic, but most topic modeling approaches are not able to label these…
We introduce a new approach to probabilistic unsupervised learning based on the recognition-parametrised model (RPM): a normalised semi-parametric hypothesis class for joint distributions over observed and latent variables. Under the key…
Topic models are widely used to discover the latent representation of a set of documents. The two canonical models are latent Dirichlet allocation, and Gaussian latent Dirichlet allocation, where the former uses multinomial distributions…
In this paper we consider the problem of dynamic clustering, where cluster memberships may change over time and clusters may split and merge over time, thus creating new clusters and destroying existing ones. We propose a Bayesian…
We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…
The Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) has been used widely as a natural Bayesian nonparametric extension of the classical Hidden Markov Model for learning from sequential and time-series data. A sticky extension…
Traditional topic models such as Latent Dirichlet Allocation (LDA) have been widely used to uncover latent structures in text corpora, but they often struggle to integrate auxiliary information such as metadata, user attributes, or document…
Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…
The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general…
The histogram method is a powerful non-parametric approach for estimating the probability density function of a continuous variable. But the construction of a histogram, compared to the parametric approaches, demands a large number of…