Related papers: A constructive definition of the beta process
We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the boundary is sticky. The construction covers…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
We introduce a new dynamical system for sequentially observed multivariate count data. This model is based on the gamma--Poisson construction---a natural choice for count data---and relies on a novel Bayesian nonparametric prior that ties…
Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. However, due to the flexibility of these models,…
We introduce a new, relatively simple, line-breaking construction of the $\alpha$-stable tree which realises its random finite-dimensional distributions. This is a direct analogue of Aldous' line-breaking construction of the Brownian…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
Hierarchical beta process has found interesting applications in recent years. In this paper we present a modified hierarchical beta process prior with applications to hierarchical modeling of multiple data sources. The novel use of the…
We define a family of probability distributions for random count matrices with a potentially unbounded number of rows and columns. The three distributions we consider are derived from the gamma-Poisson, gamma-negative binomial, and…
Beta process is the standard nonparametric Bayesian prior for latent factor model. In this paper, we derive a structured mean-field variational inference algorithm for a beta process non-negative matrix factorization (NMF) model with…
Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models…
We study fundamental properties of the gamma process and their relation to various topics such as Poisson-Dirichlet measures and stable processes. We prove the quasi-invariance of the gamma process with respect to a large group of linear…
We show that the $\operatorname{Sine}_{\beta}$ point process, defined as the scaling limit of the Circular Beta Ensemble when the dimension goes to infinity, and generalizing the determinantal sine-kernel process, is rigid in the sense of…
Stick-breaking has a long history and is one of the most popular procedures for constructing random discrete distributions in Statistics and Machine Learning. In particular, due to their intuitive construction and computational tractability…
The Bernoulli sieve is a version of the classical `balls-in-boxes' occupancy scheme, in which random frequencies of infinitely many boxes are produced by a multiplicative renewal process, also known as the residual allocation model or…
We study the Sine$_\beta$ process introduced in [B. Valk\'o and B. Vir\'ag. Invent. math. (2009)] when the inverse temperature $\beta$ tends to 0. This point process has been shown to be the scaling limit of the eigenvalues point process in…
In this paper we prove an algebraic criterion which characterizes singular quasi-bi-hamiltonian structures constructed on the lines of a general, simple, new formal procedure proposed by the authors. This procedure shows that for the…
Given a nondeterministic finite-state automaton (NFA), we aim to estimate the size of an equivalent deterministic finite-state automaton (DFA). We demonstrate that computing the state complexity of an NFA within polynomial precision is…
Double-clamped bistable buckled beams, as the most elegant bistable mechanisms, demonstrate great versatility in various fields, such as robotics, energy harvesting, and MEMS. However, their design is always hindered by time-consuming and…
We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…
In this paper we prove an algebraic criterion which characterizes singular quasi-bi-hamiltonian structures constructed on the lines of a general, simple, new formal procedure proposed by the authors. This procedure shows that for the…