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We propose a Bayesian nonparametric mixture model for prediction- and information extraction tasks with an efficient inference scheme. It models categorical-valued time series that exhibit dynamics from multiple underlying patterns (e.g.…

Machine Learning · Statistics 2017-06-21 Jan Reubold , Thorsten Strufe , Ulf Brefeld

We consider statistical inference in the density estimation model using a tree-based Bayesian approach, with Optional P\'olya trees as prior distribution. We derive near-optimal convergence rates for corresponding posterior distributions…

Statistics Theory · Mathematics 2021-10-12 Ismaël Castillo , Thibault Randrianarisoa

Positive dependencies have been compared in the literature under rather strong assumptions such as equality of conditional distributions, exchangeability, or stationarity. We establish supermodular ordering results for distributions that…

Statistics Theory · Mathematics 2025-11-11 Jonathan Ansari , Moritz Ritter

Phylogenetic and discrete-trait evolutionary inference depend heavily on an appropriate characterization of the underlying character substitution process. In this paper, we present random-effects substitution models that extend common…

Modern approaches to perform Bayesian variable selection rely mostly on the use of shrinkage priors. That said, an ideal shrinkage prior should be adaptive to different signal levels, ensuring that small effects are ruled out, while keeping…

Methodology · Statistics 2024-11-14 Santiago Marin , Bronwyn Loong , Anton H. Westveld

Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models is challenging. We propose to combine bivariate max-stable…

Methodology · Statistics 2024-12-25 Shuang Hu , Zuoxiang Peng , Johan Segers

Discrete Bayesian nonparametric models whose expectation is a convex linear combination of a point mass at some point of the support and a diffuse probability distribution allow to incorporate strong prior information, while still being…

Statistics Theory · Mathematics 2021-07-22 Antonio Canale , Antonio Lijoi , Bernardo Nipoti , Igor Prünster

Up to now, the nonparametric analysis of multidimensional continuous-time Markov processes has focussed strongly on specific model choices, mostly related to symmetry of the semigroup. While this approach allows to study the performance of…

Statistics Theory · Mathematics 2022-11-04 Niklas Dexheimer , Claudia Strauch , Lukas Trottner

Although exchangeable processes from Bayesian nonparametrics have been used as a generating mechanism for random partition models, we deviate from this paradigm to explicitly incorporate clustering information in the formulation of our…

Methodology · Statistics 2024-10-28 David B. Dahl , Richard L. Warr , Thomas P. Jensen

In this article, we develop a new class of multivariate distributions adapted for count data, called Tree P\'olya Splitting. This class results from the combination of a univariate distribution and singular multivariate distributions along…

Statistics Theory · Mathematics 2025-01-30 Samuel Valiquette , Jean Peyhardi , Éric Marchand , Gwladys Toulemonde , Frédéric Mortier

Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov chain if the transition probability…

Statistics Theory · Mathematics 2015-10-01 Grigory Alexandrovich , Hajo Holzmann , Anna Leister

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Rooted bifurcating trees are mathematical objects used to model evolutionary relationships and arise naturally in both coalescent theory and phylogenetics. Recent numerical representations of tree topologies, known as F-matrices, allow for…

This work studies the variation in Kullback-Leibler divergence between random draws from some popular nonparametric processes and their baseline measure. In particular we focus on the Dirichlet process, the P\'olya tree and the frequentist…

Methodology · Statistics 2014-11-25 James Watson , Luis Nieto-Barajas , Chris Holmes

In many modern applications, including analysis of gene expression and text documents, the data are noisy, high-dimensional, and unordered--with no particular meaning to the given order of the variables. Yet, successful learning is often…

Methodology · Statistics 2008-07-25 Ann B. Lee , Boaz Nadler , Larry Wasserman

The paper studies an improved estimate for the rate of convergence for nonlinear homogeneous discrete-time Markov chains. These processes are nonlinear in terms of the distribution law. Hence, the transition kernels are dependent on the…

Probability · Mathematics 2021-05-21 Aleksandr Shchegolev

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

This work proposes a new machine learning (ML)-based paradigm aiming to enhance the computational efficiency of non-equilibrium reacting flow simulations while ensuring compliance with the underlying physics. The framework combines…

Computational Physics · Physics 2023-09-25 Ivan Zanardi , Simone Venturi , Marco Panesi

Battery performance datasets are typically non-normal and multicollinear. Extrapolating such datasets for model predictions needs attention to such characteristics. This study explores the impact of data normality in building machine…

Machine Learning · Computer Science 2021-11-05 Shovan Chowdhury , Yuxiao Lin , Boryann Liaw , Leslie Kerby

We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…

Methodology · Statistics 2025-01-03 Katherine Tsai , Mladen Kolar , Sanmi Koyejo