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Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over…

Machine Learning · Statistics 2017-08-18 Christoph Carl Kling

We develop a Bayesian framework for tackling the supervised clustering problem, the generic problem encountered in tasks such as reference matching, coreference resolution, identity uncertainty and record linkage. Our clustering model is…

Machine Learning · Computer Science 2009-07-07 Hal Daumé , Daniel Marcu

Dirichlet process mixture models (DPMM) play a central role in Bayesian nonparametrics, with applications throughout statistics and machine learning. DPMMs are generally used in clustering problems where the number of clusters is not known…

Machine Learning · Statistics 2020-10-20 Chiao-Yu Yang , Eric Xia , Nhat Ho , Michael I. Jordan

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

Statistics Theory · Mathematics 2007-08-22 Stephen G. Walker , Antonio Lijoi , Igor Prünster

We consider the problem of drawing samples from posterior distributions formed under a Dirichlet prior and a truncated multinomial likelihood, by which we mean a Multinomial likelihood function where we condition on one or more counts being…

Methodology · Statistics 2012-09-04 Matthew James Johnson , Alan S. Willsky

In the Bayesian analysis of contingency table data, the selection of a prior distribution for either the log-linear parameters or the cell probabilities parameter is a major challenge. Though the conjugate prior on cell probabilities has…

Statistics Theory · Mathematics 2007-06-13 Jinnan Liu , Helene Massam

Model checking procedures are considered based on the use of the Dirichlet process and relative belief. This combination is seen to lead to some unique advantages for this problem. In particular, it avoids double use of the data and…

Methodology · Statistics 2016-06-28 Luai Al-Labadi , Michael Evans

We consider the specification of prior distributions for Bayesian model comparison, focusing on regression-type models. We propose a particular joint specification of the prior distribution across models so that sensitivity of posterior…

Methodology · Statistics 2012-07-25 Petros Dellaportas , Jonathan J. Forster , Ioannis Ntzoufras

Probability distributions supported on the simplex enjoy a wide range of applications across statistics and machine learning. Recently, a novel family of such distributions has been discovered: the continuous categorical. This family enjoys…

Combining the outputs of multiple classifiers or experts into a single probabilistic classification is a fundamental task in machine learning with broad applications from classifier fusion to expert opinion pooling. Here we present a…

Machine Learning · Computer Science 2021-11-24 Susanne Trick , Constantin A. Rothkopf

Assigning weights to a large pool of objects is a fundamental task in a wide variety of applications. In this article, we introduce the concept of structured high-dimensional probability simplexes, in which most components are zero or near…

Methodology · Statistics 2022-09-19 Huiming Lin , Meng Li

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

The Schl\"omilch integral, a generalization of the Dirichlet integral on the simplex, and related probability distributions are reviewed. A distribution that unifies several generalizations of the Dirichlet distribution is presented, with…

Probability · Mathematics 2022-11-03 David D. K. Chow

We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues…

Statistics Theory · Mathematics 2011-01-10 Peter Orbanz

Discrete random probability measures and the exchangeable random partitions they induce are key tools for addressing a variety of estimation and prediction problems in Bayesian inference. Indeed, many popular nonparametric priors, such as…

Statistics Theory · Mathematics 2015-03-03 P. De Blasi , S. Favaro , A. Lijoi , R. H. Mena , I. Pruenster , M. Ruggiero

The study of properties of mean functionals of random probability measures is an important area of research in the theory of Bayesian nonparametric statistics. Many results are now known for random Dirichlet means, but little is known,…

Statistics Theory · Mathematics 2010-02-24 Lancelot F. James , Antonio Lijoi , Igor Prünster

An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…

Statistics Theory · Mathematics 2010-10-11 Lancelot F. James

In Bayesian statistics, the choice of prior distribution is often debatable, especially if prior knowledge is limited or data are scarce. In imprecise probability, sets of priors are used to accurately model and reflect prior knowledge.…

Methodology · Statistics 2016-10-25 Gero Walter , Frank P. A. Coolen

The Hierarchical Dirichlet process is a discrete random measure serving as an important prior in Bayesian non-parametrics. It is motivated with the study of groups of clustered data. Each group is modelled through a level two Dirichlet…

Probability · Mathematics 2022-10-25 Shui Feng

In this paper, we present two classes of Bayesian approaches to the two-sample problem. Our first class of methods extends the Bayesian t-test to include all parametric models in the exponential family and their conjugate priors. Our second…

Machine Learning · Computer Science 2009-06-23 Karsten M. Borgwardt , Zoubin Ghahramani