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A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…
We consider the problem of Bayesian density estimation on the positive semiline for possibly unbounded densities. We propose a hierarchical Bayesian estimator based on the gamma mixture prior which can be viewed as a location mixture. We…
There is a rich literature on Bayesian methods for density estimation, which characterize the unknown density as a mixture of kernels. Such methods have advantages in terms of providing uncertainty quantification in estimation, while being…
We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…
In this paper, we introduce a new four-parameter generalized version of the Gompertz model which is called Beta-Gompertz (BG) distribution. It includes some well-known lifetime distributions such as beta-exponential and generalized Gompertz…
A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…
A widely used method to create a continuous representation of a discrete data-set is regression analysis. When the regression model is not based on a mathematical description of the physics underlying the data, heuristic techniques play a…
Density level sets can be estimated using plug-in methods, excess mass algorithms or a hybrid of the two previous methodologies. The plug-in algorithms are based on replacing the unknown density by some nonparametric estimator, usually the…
We consider density estimators based on the nearest neighbors method applied to discrete point distibutions in spaces of arbitrary dimensionality. If the density is constant, the volume of a hypersphere centered at a random location is…
We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…
We introduce a novel and scalable Bayesian framework for multivariate-density-density regression (DDR), designed to model relationships between multivariate distributions. Our approach addresses the critical issue of distributions residing…
We propose Bayesian model averaging (BMA) as a method for postprocessing the results of model-based clustering. Given a number of competing models, appropriate model summaries are averaged, using the posterior model probabilities, instead…
Estimating the density of a continuous random variable X has been studied extensively in statistics, in the setting where n independent observations of X are given a priori and one wishes to estimate the density from that. Popular methods…
This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…
We discuss Bayesian nonparametric procedures for the regression analysis of compositional responses, that is, data supported on a multivariate simplex. The procedures are based on a modified class of multivariate Bernstein polynomials and…
We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…
We propose a Machine Learning approach for optimal macroeconomic density forecasting in a high-dimensional setting where the underlying model exhibits a known group structure. Our approach is general enough to encompass specific forecasting…
Clustered data is ubiquitous in a variety of scientific fields. In this paper, we propose a flexible and interpretable modeling approach, called grouped heterogenous mixture modeling, for clustered data, which models cluster-wise…
Unimodality constitutes a key property indicating grouping behavior of the data around a single mode of its density. We propose a method that partitions univariate data into unimodal subsets through recursive splitting around valley points…
A fundamental problem in numerical analysis and approximation theory is approximating smooth functions by polynomials. A much harder version under recent consideration is to enforce bounds constraints on the approximating polynomial. In…