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Given a sample of size $n$ from a population of individuals belonging to different species with unknown proportions, a popular problem of practical interest consists in making inference on the probability $D_{n}(l)$ that the $(n+1)$-th draw…

Methodology · Statistics 2017-10-18 Julyan Arbel , Stefano Favaro , Bernardo Nipoti , Yee Whye Teh

In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…

Statistics Theory · Mathematics 2012-11-26 Stefano Favaro , Antonio Lijoi , Igor Prünster

Large sample size equivalence between the celebrated {\it approximated} Good-Turing estimator of the probability to discover a species already observed a certain number of times (Good, 1953) and the modern Bayesian nonparametric counterpart…

Statistics Theory · Mathematics 2019-01-29 Annalisa Cerquetti

The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising in genetics, bioinformatics,…

Methodology · Statistics 2015-06-17 Stefano Favaro , Bernardo Nipoti , Yee Whye Teh

A Bayesian nonparametric method of James, Lijoi \& Prunster (2009) used to predict future values of observations from normalized random measures with independent increments is modified to a class of models based on negative binomial…

Methodology · Statistics 2024-02-20 Robert C. Griffiths , Ross A. Maller , Soudabeh Shemehsavar

We present an alternative approach to the Bayesian nonparametric analysis of conditional species richness under two-parameter Poisson Dirichlet priors. We rely on a known characterization by deletion of classes property and on results for…

Probability · Mathematics 2010-02-03 Annalisa Cerquetti

Gibbs-type random probability measures, or Gibbs-type priors, are arguably the most "natural" generalization of the celebrated Dirichlet prior. Among them the two parameter Poisson-Dirichlet prior certainly stands out for the mathematical…

Methodology · Statistics 2020-03-25 Julyan Arbel , Stefano Favaro

Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density $f_0$ of its jump sizes, as well as of its intensity $\lambda_0.$ We take a Bayesian approach to the problem and…

Statistics Theory · Mathematics 2023-02-27 Shota Gugushvili , Frank van der Meulen , Peter Spreij

This paper explores large sample properties of the two-parameter $(\alpha,\theta)$ Poisson--Dirichlet Process in two contexts. In a Bayesian context of estimating an unknown probability measure, viewing this process as a natural extension…

Probability · Mathematics 2008-05-21 Lancelot F. James

This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…

Statistics Theory · Mathematics 2026-04-23 Nils Lid Hjort

One of the main research areas in Bayesian Nonparametrics is the proposal and study of priors which generalize the Dirichlet process. Here we exploit theoretical properties of Poisson random measures in order to provide a comprehensive…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James , Antonio Lijoi , Igor Pruenster

A Bayesian nonparametric approach to the study of species diversity based on choosing a random discrete distribution as a prior model for the unknown relative abundances of species has been recently introduced in Lijoi et al. (2007, 2008).…

Statistics Theory · Mathematics 2012-03-09 Annalisa Cerquetti

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

We derive explicit Bayesian nonparametric analysis for a species sampling model with finitely many types of Gibbs form of type $\alpha= -1$ recently introduced in Gnedin (2009). Our results complement existing analysis under Gibbs priors of…

Probability · Mathematics 2010-01-05 Annalisa Cerquetti

We propose modified frequentist definition for the determination of confidence intervals for the case of Poisson statistics. Namely, we require that 1-\beta' \geq \sum_{n=o}^{n_{obs}+k} P(n|\lambda) \geq \alpha'. We show that this…

Data Analysis, Statistics and Probability · Physics 2012-06-19 Sergey Bitioukov , Nikolai Krasnikov

Bayesian methods are a popular choice for statistical inference in small-data regimes due to the regularization effect induced by the prior. In the context of density estimation, the standard nonparametric Bayesian approach is to target the…

Machine Learning · Statistics 2023-02-21 Sahra Ghalebikesabi , Chris Holmes , Edwin Fong , Brieuc Lehmann

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

Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…

Statistics Theory · Mathematics 2015-06-08 Shota Gugushvili , Frank van der Meulen , Peter Spreij

A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft and Soofi…

Statistics Theory · Mathematics 2020-01-03 Luai Al-Labadi , Viskakh Patel , Kasra Vakiloroayaei , Clement Wan

We give yet another example of the usefulness of working with marginals of multivariate Gibbs distributions (Cerquetti, 2013) in deriving Bayesian nonparametric estimators under Gibbs priors in species sampling problems. Here in particular…

Methodology · Statistics 2013-12-23 Annalisa Cerquetti
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