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Designing scalable estimation algorithms is a core challenge in modern statistics. Here we introduce a framework to address this challenge based on parallel approximants, which yields estimators with provable properties that operate on the…

Methodology · Statistics 2023-08-04 Aritra Chakravorty , William S. Cleveland , Patrick J. Wolfe

In this paper, we study the conditional Dirichlet process (cDP) when a functional of a random distribution is specified. Specifically, we apply the cDP to the functional condition model, a nonparametric model in which a finite-dimensional…

Statistics Theory · Mathematics 2025-06-23 Jaeyong Lee , Kwangmin Lee , Jaegui Lee , Seongil Jo

The Dirichlet form is a generalization of the Laplacian, heavily used in the study of many diffusion-like processes. In this paper we present a nonstandard representation theorem for the Dirichlet form, showing that the usual Dirichlet form…

Probability · Mathematics 2020-10-07 Robert M. Anderson , Haosui Duanmu , Aaron Smith

The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…

Methodology · Statistics 2018-10-11 Valerie Poynor , Athanasios Kottas

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

The Hierarchical Dirichlet process is a discrete random measure serving as an important prior in Bayesian non-parametrics. It is motivated with the study of groups of clustered data. Each group is modelled through a level two Dirichlet…

Probability · Mathematics 2022-10-25 Shui Feng

Diffusion models have achieved remarkable success in generating high-fidelity content but suffer from slow, iterative sampling, resulting in high latency that limits their use in interactive applications. We introduce DRiffusion, a parallel…

Machine Learning · Computer Science 2026-03-30 Runsheng Bai , Chengyu Zhang , Yangdong Deng

Nonparametric mixture models based on the Pitman-Yor process represent a flexible tool for density estimation and clustering. Natural generalization of the popular class of Dirichlet process mixture models, they allow for more robust…

Computation · Statistics 2021-10-26 Antonio Canale , Riccardo Corradin , Bernardo Nipoti

We report on an experimental investigation into opportunities for parallelism in beliefnet inference. Specifically, we report on a study performed of the available parallelism, on hypercube style machines, of a set of randomly generated…

Artificial Intelligence · Computer Science 2013-03-25 Bruce D'Ambrosio , Tony Fountain , Zhaoyu Li

This paper introduces a Laplace approximation to Bayesian inference in Dirichlet regression models, which can be used to analyze a set of variables on a simplex exhibiting skewness and heteroscedasticity, without having to transform the…

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…

Statistics Theory · Mathematics 2018-01-17 Federico Camerlenghi , David B. Dunson , Antonio Lijoi , Igor Prünster , Abel Rodríguez

We develop a parallel variational inference (VI) procedure for use in data-distributed settings, where each machine only has access to a subset of data and runs VI independently, without communicating with other machines. This type of…

Machine Learning · Statistics 2015-10-15 Willie Neiswanger , Chong Wang , Eric Xing

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

Using nonparametric methods has been increasingly explored in Bayesian hierarchical modeling as a way to increase model flexibility. Although the field shows a lot of promise, inference in many models, including Hierachical Dirichlet…

Machine Learning · Statistics 2015-01-19 Alexander Spangher

To scale non-parametric extensions of probabilistic topic models such as Latent Dirichlet allocation to larger data sets, practitioners rely increasingly on parallel and distributed systems. In this work, we study data-parallel training for…

Machine Learning · Statistics 2020-10-07 Alexander Terenin , Måns Magnusson , Leif Jonsson

Variational methods are widely used for approximate posterior inference. However, their use is typically limited to families of distributions that enjoy particular conjugacy properties. To circumvent this limitation, we propose a family of…

Machine Learning · Computer Science 2012-06-22 Samuel Gershman , Matt Hoffman , David Blei

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

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

Copula-based dependence modeling often relies on parametric formulations. This is mathematically convenient, but can be statistically inefficient when the parametric families are not suitable for the data and model in focus. A Bayesian…

Methodology · Statistics 2025-05-01 Ruyi Pan , Luis E. Nieto-Barajas , Radu V. Craiu

Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting…

Statistics Theory · Mathematics 2018-04-04 Alessandro Rinaldo , Larry Wasserman , Max G'Sell , Jing Lei