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In this paper, we consider objective Bayesian inference of the generalized exponential distribution using the independence Jeffreys prior and validate the propriety of the posterior distribution under a family of structured priors. We…

Methodology · Statistics 2023-09-26 Aojun Li , Keying Ye , Min Wang

Bayesian models provide recursive inference naturally because they can formally reconcile new data and existing scientific information. However, popular use of Bayesian methods often avoids priors that are based on exact posterior…

Methodology · Statistics 2019-04-29 Mevin B. Hooten , Devin S. Johnson , Brian M. Brost

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

Statistics Theory · Mathematics 2020-09-09 Aziz LMoudden , Éric Marchand

We exploit a suitable moment-based characterization of the mixture of Poisson distribution for developing Bayesian inference for the unknown size of a finite population whose units are subject to multiple occurrences during an enumeration…

Methodology · Statistics 2018-06-19 Danilo Alunni Fegatelli , Luca Tardella

In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…

Methodology · Statistics 2020-11-30 Adel Bedoui , Ori Rosen

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits…

Statistics Theory · Mathematics 2012-02-21 Francesco Bartolucci , Luisa Scaccia , Alessio Farcomeni

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Inference of latent feature models in the Bayesian nonparametric setting is generally difficult, especially in high dimensional settings, because it usually requires proposing features from some prior distribution. In special cases, where…

Machine Learning · Statistics 2022-06-14 Michael Minyi Zhang , Sinead A. Williamson , Fernando Perez-Cruz

In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…

Methodology · Statistics 2017-08-21 Flávio B Gonçalves , Marcos O. Prates , Victor H. Lachos

This paper addresses the problem of separating spectral sources which are linearly mixed with unknown proportions. The main difficulty of the problem is to ensure the full additivity (sum-to-one) of the mixing coefficients and…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Said Moussaoui , Jean-Yves Tourneret , Cedric Carteret

Recently developed techniques have made it possible to quickly learn accurate probability density functions from data in low-dimensional continuous space. In particular, mixtures of Gaussians can be fitted to data very quickly using an…

Machine Learning · Computer Science 2013-01-18 Scott Davies , Andrew Moore

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

Full Bayesian posteriors are rarely analytically tractable, which is why real-world Bayesian inference heavily relies on approximate techniques. Approximations generally differ from the true posterior and require diagnostic tools to assess…

Machine Learning · Statistics 2022-03-08 Luca Rendsburg , Agustinus Kristiadi , Philipp Hennig , Ulrike von Luxburg

Bayesian methods have become a popular way to incorporate prior knowledge and a notion of uncertainty into machine learning models. At the same time, the complexity of modern machine learning makes it challenging to comprehend a model's…

Machine Learning · Computer Science 2021-09-09 Sarem Seitz

Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating…

Machine Learning · Computer Science 2017-07-11 Andres Masegosa , Thomas D. Nielsen , Helge Langseth , Dario Ramos-Lopez , Antonio Salmeron , Anders L. Madsen

The current standard Bayesian approach to model calibration, which assigns a Gaussian process prior to the discrepancy term, often suffers from issues of unidentifiability and computational complexity and instability. When the goal is to…

Methodology · Statistics 2019-09-13 Spencer Woody , Novin Ghaffari , Lauren Hund

Mixture models are a standard tool in statistical analyses, widely used for density modeling and model-based clustering. In this work, we propose a Bayesian mixture model with repulsion between mixture components. Such repulsion helps…

Methodology · Statistics 2026-02-24 Hanxi Sun , Boqian Zhang , Minhyeok Kim , Vinayak Rao

Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly modeled, e.g. random-intercept, random-slope models. A Bayesian analysis of…

Methodology · Statistics 2016-07-14 Ignacio Alvarez , Jarad Niemi , Matt Simpson

We explore the estimation of generalized additive models using basis expansion in conjunction with Bayesian model selection. Although Bayesian model selection is useful for regression splines, it has traditionally been applied mainly to…

Methodology · Statistics 2024-09-02 Gyeonghun Kang , Seonghyun Jeong

In the paper, we present a strategy for accelerating posterior inference for unknown inputs in time fractional diffusion models. In many inference problems, the posterior may be concentrated in a small portion of the entire prior support.…

Numerical Analysis · Mathematics 2017-07-03 Lijian Jiang , Na Ou