Related papers: Nonparametric Bayes modeling with sample survey we…
It is shown that a simple Dirichlet process mixture of multivariate normals offers Bayesian density estimation with adaptive posterior convergence rates. Toward this, a novel sieve for non-parametric mixture densities is explored, and its…
A key problem in statistical modeling is model selection, how to choose a model at an appropriate level of complexity. This problem appears in many settings, most prominently in choosing the number ofclusters in mixture models or the number…
The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…
Statistical agencies and other institutions collect data under the promise to protect the confidentiality of respondents. When releasing microdata samples, the risk that records can be identified must be assessed. To this aim, a widely…
Multiple imputation provides an effective way to handle missing data. When several possible models are under consideration for the data, the multiple imputation is typically performed under a single-best model selected from the candidate…
The integration of data from multiple sources is increasingly used to achieve larger sample sizes and enhance population diversity. Our previous work established that, under random sampling from the same underlying population, integrating…
Spectral clustering views the similarity matrix as a weighted graph, and partitions the data by minimizing a graph-cut loss. Since it minimizes the across-cluster similarity, there is no need to model the distribution within each cluster.…
In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…
We consider the problem of clustering grouped data with possibly non-exchangeable groups whose dependencies can be characterized by a known directed acyclic graph. To allow the sharing of clusters among the non-exchangeable groups, we…
We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does…
We propose a Monte Carlo algorithm to sample from high dimensional probability distributions that combines Markov chain Monte Carlo and importance sampling. We provide a careful theoretical analysis, including guarantees on robustness to…
Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…
This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…
In this work, we present a new random sampling method for data streams where the probability of an element's inclusion in the sample is proportional to a weight associated with that element. Our method is based on sampling with replacement,…
We propose a nonparametric bootstrap procedure for two-phase stratified sampling without replacement. In this design, a weighted likelihood estimator is known to have smaller asymptotic variance than under the convenient assumption of…
In this paper we consider the problem of dynamic clustering, where cluster memberships may change over time and clusters may split and merge over time, thus creating new clusters and destroying existing ones. We propose a Bayesian…
In longitudinal studies, it is not uncommon to make multiple attempts to collect a measurement after baseline. Recording whether these attempts are successful provides useful information for the purposes of assessing missing data…
Many modern data analysis problems involve inferences from streaming data. However, streaming data is not easily amenable to the standard probabilistic modeling approaches, which assume that we condition on finite data. We develop…
Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…
We address the weighting problem in voluntary samples under a nonignorable sample selection model. Under the assumption that the sample selection model is correctly specified, we can compute a consistent estimator of the model parameter and…