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We develop a structural framework for modeling and inferring unobserved heterogeneity in dynamic panel-data models. Unlike methods treating clustering as a descriptive device, we model heterogeneity as arising from a latent clustering…

Econometrics · Economics 2025-10-29 Jean-Pierre Florens , Anna Simoni

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

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

Methodology · Statistics 2013-03-07 Cinzia Viroli

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…

Methodology · Statistics 2023-05-10 Michael J. Daniels , Minji Lee , Wei Feng

We present an approach to model-based hierarchical clustering by formulating an objective function based on a Bayesian analysis. This model organizes the data into a cluster hierarchy while specifying a complex feature-set partitioning that…

Machine Learning · Computer Science 2013-01-18 Shivakumar Vaithyanathan , Byron E Dom

Mixed data refers to a type of data in which variables can be of multiple types, such as continuous, discrete, or categorical. This data is routinely collected in various fields, including healthcare and social sciences. A common goal in…

Methodology · Statistics 2025-05-22 Mauro Florez , Anna Gottard , Carrie McAdams , Michele Guindani , Marina Vannucci

We commonly assume that data are a homogeneous set of observations when learning the structure of Bayesian networks. However, they often comprise different data sets that are related but not homogeneous because they have been collected in…

Machine Learning · Statistics 2022-11-16 Marco Scutari , Christopher Marquis , Laura Azzimonti

For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…

Methodology · Statistics 2023-08-01 Sara Wade , Vanda Inacio , Sonia Petrone

We consider the problem of aggregating models learned from sequestered, possibly heterogeneous datasets. Exploiting tools from Bayesian nonparametrics, we develop a general meta-modeling framework that learns shared global latent structures…

Machine Learning · Statistics 2019-11-04 Mikhail Yurochkin , Mayank Agarwal , Soumya Ghosh , Kristjan Greenewald , Trong Nghia Hoang

We propose a Bayesian approach for model-based clustering of multivariate categorical data where variables are allowed to be associated within clusters and the number of clusters is unknown. The approach uses a two-layer mixture of finite…

Methodology · Statistics 2024-07-09 Gertraud Malsiner-Walli , Bettina Grün , Sylvia Frühwirth-Schnatter

The evolution of communities in dynamic (time-varying) network data is a prominent topic of interest. A popular approach to understanding these dynamic networks is to embed the dyadic relations into a latent metric space. While methods for…

Methodology · Statistics 2020-03-18 Joshua Daniel Loyal , Yuguo Chen

We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a…

Machine Learning · Statistics 2017-02-17 Yunbo Ouyang , Feng Liang

A model-based approach is developed for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family…

Methodology · Statistics 2024-07-02 Raffaele Argiento , Edoardo Filippi-Mazzola , Lucia Paci

Several approaches have been proposed in the literature for clustering multivariate ordinal data. These methods typically treat missing values as absent information, rather than recognizing them as valuable for profiling population…

Methodology · Statistics 2024-11-05 Alice Giampino , Antonio Canale , Bernardo Nipoti

We argue for the use of separate exchangeability as a modeling principle in Bayesian nonparametric (BNP) inference. Separate exchangeability is de facto widely applied in the Bayesian parametric case, e.g., it naturally arises in simple…

Methodology · Statistics 2025-07-29 Giovanni Rebaudo , Qiaohui Lin , Peter Mueller

We present a novel approach for estimating conditional probability tables, based on a joint, rather than independent, estimate of the conditional distributions belonging to the same table. We derive exact analytical expressions for the…

Machine Learning · Statistics 2020-08-05 L. Azzimonti , G. Corani , M. Zaffalon

In this article, we consider a non-parametric Bayesian approach to multivariate quantile regression. The collection of related conditional distributions of a response vector Y given a univariate covariate X is modeled using a Dependent…

Methodology · Statistics 2020-07-03 Indrabati Bhattacharya , Subhashis Ghosal

We discuss model and forecast combination in time series forecasting. A foundational Bayesian perspective based on agent opinion analysis theory defines a new framework for density forecast combination, and encompasses several existing…

Methodology · Statistics 2022-06-07 Kenichiro McAlinn , Mike West

The hierarchical Dirichlet process is the cornerstone of Bayesian nonparametric multilevel models. Its generative model can be described through a set of latent variables, commonly referred to as tables within the popular restaurant…

Statistics Theory · Mathematics 2025-05-06 Marta Catalano , Claudio Del Sole

An informative sampling design leads to the selection of units whose inclusion probabilities are correlated with the response variable of interest. Model inference performed on the resulting observed sample will be biased for the population…

Methodology · Statistics 2018-06-29 Matthew R. Williams , Terrance D. Savitsky