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We propose a Bayesian nonparametric (BNP) approach to causal inference using observational data consisting of outcome, treatment, and a set of confounders. The conditional distribution of the outcome given treatment and confounders is…

Methodology · Statistics 2025-12-01 Yongseok Hur , Joonhyuk Jung , Juhee Lee

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

In this article a flexible Bayesian non-parametric model is proposed for non-homogeneous hidden Markov models. The model is developed through the amalgamation of the ideas of hidden Markov models and predictor dependent stick-breaking…

Methodology · Statistics 2012-05-10 Abhra Sarkar , Anindya Bhadra , Bani K. Mallick

We propose a Bayesian nonparametric model for mixed-type bounded data, where some variables are compositional and others are interval-bounded. Compositional variables are non-negative and sum to a given constant, such as the proportion of…

Methodology · Statistics 2025-03-13 Rufeng Liu , Claudia Wehrhahn , Andrés F. Barrientos , Alejandro Jara

This paper addresses classification problems with matrix-valued data, which commonly arise in applications such as neuroimaging and signal processing. Building on the assumption that the data from each class follows a matrix normal…

Methodology · Statistics 2025-12-18 Seungyeon Oh , Seongoh Park , Hoyoung Park

We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models,…

Machine Learning · Statistics 2013-04-24 Matt Hoffman , David M. Blei , Chong Wang , John Paisley

Distributed lag non-linear models (DLNM) have gained popularity for modeling nonlinear lagged relationships between exposures and outcomes. When applied to spatially referenced data, these models must account for spatial dependence, a…

We propose a novel Dirichlet-based P\'olya tree (D-P tree) prior on the copula and based on the D-P tree prior, a nonparametric Bayesian inference procedure. Through theoretical analysis and simulations, we are able to show that the…

Methodology · Statistics 2017-02-24 Shaoyang Ning , Neil Shephard

We propose a nonparametric method for detecting nonlinear causal relationship within a set of multidimensional discrete time series, by using sparse additive models (SpAMs). We show that, when the input to the SpAM is a $\beta$-mixing time…

Machine Learning · Statistics 2018-04-27 Yingxiang Yang , Adams Wei Yu , Zhaoran Wang , Tuo Zhao

Most Web page classification models typically apply the bag of words (BOW) model to represent the feature space. The original BOW representation, however, is unable to recognize semantic relationships between terms. One possible solution is…

Machine Learning · Computer Science 2010-04-28 Wongkot Sriurai , Phayung Meesad , Choochart Haruechaiyasak

We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We…

Machine Learning · Statistics 2010-07-16 Lauren A. Hannah , David M. Blei , Warren B. Powell

Vector autoregression (VAR) models are widely used for forecasting and macroeconomic analysis, yet they remain limited by their reliance on a linear parameterization. Recent research has introduced nonparametric alternatives, such as…

Methodology · Statistics 2025-03-19 Pedro A. Lima , Carlos M. Carvalho , Hedibert F. Lopes , Andrew Herren

We develop a framework for learning sparse nonparametric directed acyclic graphs (DAGs) from data. Our approach is based on a recent algebraic characterization of DAGs that led to a fully continuous program for score-based learning of DAG…

Machine Learning · Statistics 2020-03-25 Xun Zheng , Chen Dan , Bryon Aragam , Pradeep Ravikumar , Eric P. Xing

Time-varying mixture densities occur in many scenarios, for example, the distributions of keywords that appear in publications may evolve from year to year, video frame features associated with multiple targets may evolve in a sequence. Any…

Machine Learning · Statistics 2016-04-19 Cheng Luo , Yang Xiang , Richard Yi Da Xu

This paper presents a pre-processing and a distance which improve the performance of machine learning algorithms working on independent and identically distributed stochastic processes. We introduce a novel non-parametric approach to…

Machine Learning · Computer Science 2015-09-04 Gautier Marti , Philippe Very , Philippe Donnat

In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently…

Machine Learning · Computer Science 2020-02-04 Zhanyu Ma , Yuping Lai

Statistical agencies and other institutions collect data under the promise to protect the confidentiality of respondents. When releasing microdata samples, the risk that records can be identified must be assessed. To this aim, a widely…

Applications · Statistics 2015-06-03 Cinzia Carota , Maurizio Filippone , Roberto Leombruni , Silvia Polettini

Consider a Dirichlet process mixture model (DPM) with random precision parameter $\alpha$, inducing $K_n$ clusters over $n$ observations through its latent random partition. Our goal is to specify the prior distribution…

Methodology · Statistics 2025-06-03 Carlo Vicentini , Ian Hyla Jermyn

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Numerical Analysis · Mathematics 2026-01-13 Jiaming Guo , Dunhui Xiao

The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample data problems. However, the parallel structure of these…

Statistics Theory · Mathematics 2024-04-11 Xiaofei Wu , Jiancheng Jiang , Zhimin Zhang