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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

Bayesian graphical models have been shown to be a powerful tool for discovering uncertainty and causal structure from real-world data in many application fields. Current inference methods primarily follow different kinds of trade-offs…

Machine Learning · Computer Science 2018-02-20 Daniel Rugeles , Zhen Hai , Gao Cong , Manoranjan Dash

Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…

Methodology · Statistics 2023-09-26 Ryan Martin

In some applied scenarios, the availability of complete data is restricted, often due to privacy concerns; only aggregated, robust and inefficient statistics derived from the data are made accessible. These robust statistics are not…

Methodology · Statistics 2024-02-23 Antoine Luciano , Christian P. Robert , Robin J. Ryder

We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Aad van der Vaart

An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…

Statistics Theory · Mathematics 2023-07-04 Sadegh Chegini , Mahmoud Zarepour

This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailor-made to address inferential questions arising in a wide range of…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James

We study nonparametric Bayesian statistical inference for the parameters governing a pure jump process of the form $$Y_t = \sum_{k=1}^{N(t)} Z_k,~~~ t \ge 0,$$ where $N(t)$ is a standard Poisson process of intensity $\lambda$, and $Z_k$ are…

Statistics Theory · Mathematics 2019-10-02 Richard Nickl , Jakob Söhl

This paper introduces a Bayesian nonparametric approach to frequency recovery from lossy-compressed discrete data, leveraging all information contained in a sketch obtained through random hashing. By modeling the data points as random…

Statistics Theory · Mathematics 2024-06-05 Mario Beraha , Stefano Favaro , Matteo Sesia

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable…

Methodology · Statistics 2025-05-20 Sean O'Hagan , Veronika Ročková

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Normalized random measures with independent increments represent a large class of Bayesian nonaprametric priors and are widely used in the Bayesian nonparametric framework. In this paper, we provide the posterior consistency analysis for…

Statistics Theory · Mathematics 2023-03-24 Junxi Zhang , Yaozhong Hu

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

We consider the statistical linear inverse problem of making inference on an unknown source function in an elliptic partial differential equation from noisy observations of its solution. We employ nonparametric Bayesian procedures based on…

Statistics Theory · Mathematics 2024-07-26 Matteo Giordano

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

Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian…

Methodology · Statistics 2017-11-29 Wentao Li , Paul Fearnhead

Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern datasets where nearby points repel each other. Such…

Statistics Theory · Mathematics 2016-04-28 Frédéric Lavancier , Jesper Møller , Ege Rubak

The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the…

Methodology · Statistics 2021-07-14 Yuta Hamaguchi , Hisashi Noma , Kengo Nagashima , Tomohide Yamada , Toshi A. Furukawa

Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…

Computation · Statistics 2017-03-01 Maria Lomeli

Due to their great flexibility, nonparametric Bayes methods have proven to be a valuable tool for discovering complicated patterns in data. The term "nonparametric Bayes" suggests that these methods inherit model-free operating…

Methodology · Statistics 2013-04-15 Peter D. Hoff
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