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In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard…

Statistics Theory · Mathematics 2019-01-28 Kevin McGoff , Sayan Mukherjee , Andrew Nobel

Bayesian model-based clustering is a widely applied procedure for discovering groups of related observations in a dataset. These approaches use Bayesian mixture models, estimated with MCMC, which provide posterior samples of the model…

Methodology · Statistics 2018-09-24 Ketong Wang , Michael D. Porter

A nonparametric Bayesian extension of Factor Analysis (FA) is proposed where observed data $\mathbf{Y}$ is modeled as a linear superposition, $\mathbf{G}$, of a potentially infinite number of hidden factors, $\mathbf{X}$. The Indian Buffet…

Applications · Statistics 2011-07-29 David Knowles , Zoubin Ghahramani

We introduce Bayesian multi-tensor factorization, a model that is the first Bayesian formulation for joint factorization of multiple matrices and tensors. The research problem generalizes the joint matrix-tensor factorization problem to…

Machine Learning · Statistics 2016-10-13 Suleiman A. Khan , Eemeli Leppäaho , Samuel Kaski

In the framework of Bayesian model-based clustering based on a finite mixture of Gaussian distributions, we present a joint approach to estimate the number of mixture components and identify cluster-relevant variables simultaneously as well…

Methodology · Statistics 2016-06-23 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

Mixtures of product distributions are a powerful device for learning about heterogeneity within data populations. In this class of latent structure models, de Finetti's mixing measure plays the central role for describing the uncertainty…

Statistics Theory · Mathematics 2021-09-27 Yun Wei , XuanLong Nguyen

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne

In linear regression models, fusion of coefficients is used to identify predictors having similar relationships with a response. This is called variable fusion. This paper presents a novel variable fusion method in terms of Bayesian linear…

Methodology · Statistics 2021-11-22 Shengyi Wu , Kaito Shimamura , Kohei Yoshikawa , Kazuaki Murayama , Shuichi Kawano

Mixtures of skew-t distributions offer a flexible choice for model-based clustering. A mixture model of this sort can be implemented using a variety of formulations of the skew-t distribution. Herein we develop a mixture of skew-t factor…

Methodology · Statistics 2017-10-09 Paula M. Murray , Ryan P. Browne , Paul D. McNicholas

Bayesian clustering accounts for uncertainty but is computationally demanding at scale. Furthermore, real-world datasets often contain missing values, and simple imputation ignores the associated uncertainty, resulting in suboptimal…

Machine Learning · Computer Science 2026-03-18 Prajit Bhaskaran , Tom Viering

Genes are often regulated in living cells by proteins called transcription factors (TFs) that bind directly to short segments of DNA in close proximity to specific genes. These binding sites have a conserved nucleotide appearance, which is…

Statistics Theory · Mathematics 2007-06-13 Shane T. Jensen , Jun S. Liu

Functional mixed models are widely useful for regression analysis with dependent functional data, including longitudinal functional data with scalar predictors. However, existing algorithms for Bayesian inference with these models only…

Methodology · Statistics 2023-06-14 Thomas Y. Sun , Daniel R. Kowal

The mixture of factor analyzers (MFA) model is a famous mixture model-based approach for unsupervised learning with high-dimensional data. It can be useful, inter alia, in situations where the data dimensionality far exceeds the number of…

Computation · Statistics 2018-11-13 Yuhong Wei , Yang Tang , Paul D. McNicholas

The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…

Machine Learning · Computer Science 2023-12-11 Peng Wu , Tales Imbiriba , Victor Elvira , Pau Closas

This paper presents a new Markov chain Monte Carlo method to sample from the posterior distribution of conjugate mixture models. This algorithm relies on a flexible split-merge procedure built using the particle Gibbs sampler. Contrary to…

Computation · Statistics 2017-05-30 Alexandre Bouchard-Côté , Arnaud Doucet , Andrew Roth

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

Image data are increasingly encountered and are of growing importance in many areas of science. Much of these data are quantitative image data, which are characterized by intensities that represent some measurement of interest in the…

In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the…

Methodology · Statistics 2012-07-05 Antonio Punzo

This paper proposes solutions to three issues pertaining to the estimation of finite mixture models with an unknown number of components: the non-identifiability induced by overfitting the number of components, the mixing limitations of…

Methodology · Statistics 2015-08-25 Zoe van Havre , Nicole White , Judith Rousseau , Kerrie Mengersen

Variable fusion in linear regression models is a statistical method that identifies covariates making similar contributions to the response variable and imposes the same coefficient values on them. Many methods for variable fusion also…

Methodology · Statistics 2026-04-29 Junya Miyake , Akira Okazaki , Shuichi Kawano