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We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…

Statistics Theory · Mathematics 2024-06-04 Denis Belomestny , Frank van der Meulen , Peter Spreij

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

Statistics Theory · Mathematics 2007-06-13 Marc A. Coram

Bayesian nonparametric inferential procedures based on Markov chain Monte Carlo marginal methods typically yield point estimates in the form of posterior expectations. Though very useful and easy to implement in a variety of statistical…

Statistics Theory · Mathematics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti

Many important stochastic counting models can be written as general birth-death processes (BDPs). BDPs are continuous-time Markov chains on the non-negative integers and can be used to easily parameterize a rich variety of probability…

Methodology · Statistics 2014-07-28 Forrest W. Crawford , Marc A. Suchard

The Information bottleneck method is an unsupervised non-parametric data organization technique. Given a joint distribution P(A,B), this method constructs a new variable T that extracts partitions, or clusters, over the values of A that are…

Machine Learning · Computer Science 2013-01-14 Nir Friedman , Ori Mosenzon , Noam Slonim , Naftali Tishby

We introduce a Bayesian nonparametric regression model for data with multiway (tensor) structure, motivated by an application to periodontal disease (PD) data. Our outcome is the number of diseased sites measured over four different tooth…

Applications · Statistics 2019-02-01 Eric F. Lock , Dipankar Bandyopadhyay

Motivated by the fundamental problem of measuring species diversity, this paper introduces the concept of a cluster structure to define an exchangeable cluster probability function that governs the joint distribution of a random count and…

Methodology · Statistics 2014-10-14 Mingyuan Zhou , Stephen G Walker

We study a special case of the problem of statistical learning without the i.i.d. assumption. Specifically, we suppose a learning method is presented with a sequence of data points, and required to make a prediction (e.g., a classification)…

Machine Learning · Computer Science 2018-05-22 Steve Hanneke , Liu Yang

Integration over non-negative integrands is a central problem in machine learning (e.g. for model averaging, (hyper-)parameter marginalisation, and computing posterior predictive distributions). Bayesian Quadrature is a probabilistic…

Machine Learning · Statistics 2018-12-05 Ed Wagstaff , Saad Hamid , Michael Osborne

The information bottleneck (IB) method is a feasible defense solution against adversarial attacks in deep learning. However, this method suffers from the spurious correlation, which leads to the limitation of its further improvement of…

Machine Learning · Computer Science 2022-10-27 Huan Hua , Jun Yan , Xi Fang , Weiquan Huang , Huilin Yin , Wancheng Ge

Bayesian optimization (BO) is an efficient framework for solving black-box optimization problems with expensive function evaluations. This paper addresses the BO problem setting for combinatorial spaces (e.g., sequences and graphs) that…

Machine Learning · Computer Science 2022-02-07 Aryan Deshwal , Syrine Belakaria , Janardhan Rao Doppa

We propose a general nonparametric Bayesian framework for binary regression, which is built from modeling for the joint response-covariate distribution. The observed binary responses are assumed to arise from underlying continuous random…

Methodology · Statistics 2016-09-06 Maria DeYoreo , Athanasios Kottas

We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…

Methodology · Statistics 2021-06-10 Chunyi Zhao , Athanasios Kottas

Nonparametric models are versatile, albeit computationally expensive, tool for modeling mixture models. In this paper, we introduce spectral methods for the two most popular nonparametric models: the Indian Buffet Process (IBP) and the…

Machine Learning · Computer Science 2017-04-04 Hsiao-Yu Fish Tung , Chao-Yuan Wu , Manzil Zaheer , Alexander J. Smola

We show that the stick-breaking construction of the beta process due to Paisley, et al. (2010) can be obtained from the characterization of the beta process as a Poisson process. Specifically, we show that the mean measure of the underlying…

Statistics Theory · Mathematics 2012-04-20 John Paisley , David Blei , Michael I. Jordan

Quantum physics has revealed many interesting formal properties associated with the algebra of two operators, A and B, satisfying the partial commutation relation AB-BA=1. This study surveys the relationships between classical combinatorial…

Combinatorics · Mathematics 2015-03-17 Pawel Blasiak , Philippe Flajolet

In many application areas, data are collected on a categorical response and high-dimensional categorical predictors, with the goals being to build a parsimonious model for classification while doing inferences on the important predictors.…

Methodology · Statistics 2013-01-22 Yun Yang , David B. Dunson

We develop a Bayesian nonparametric (BNP) approach to evaluate the causal effect of treatment in a randomized trial where a nonterminal event may be censored by a terminal event, but not vice versa (i.e., semi-competing risks). Based on the…

Methodology · Statistics 2019-07-23 Yanxun Xu , Daniel Scharfstein , Peter Müller , Michael Daniels

The goal of this article is to expand on the relationship between random matrix and multiplicative chaos theories using the integrability properties of the circular beta-ensembles. We give a comprehensive proof of the multiplicative chaos…

Probability · Mathematics 2024-07-30 Gaultier Lambert , Joseph Najnudel

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

Computation · Statistics 2012-01-19 Ajay Jasra , Nikolas Kantas