Related papers: Nonparametric hierarchical Bayesian quantiles
Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…
We discuss non-parametric density estimation and regression for astrophysics problems. In particular, we show how to compute non-parametric confidence intervals for the location and size of peaks of a function. We illustrate these ideas…
We consider nonparametric Bayesian estimation of a probability density $p$ based on a random sample of size $n$ from this density using a hierarchical prior. The prior consists, for instance, of prior weights on the regularity of the…
We seek to conduct statistical inference for a large collection of primary parameters, each with its own nuisance parameters. Our approach is partially Bayesian, in that we treat the primary parameters as fixed while we model the nuisance…
Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…
In population studies, it is standard to sample data via designs in which the population is divided into strata, with the different strata assigned different probabilities of inclusion. Although there have been some proposals for including…
In this paper, we develop a graphical modeling framework for the inference of networks across multiple sample groups and data types. In medical studies, this setting arises whenever a set of subjects, which may be heterogeneous due to…
The simultaneous estimation of multiple unknown parameters lies at heart of a broad class of important problems across science and technology. Currently, the state-of-the-art performance in the such problems is achieved by nonparametric…
The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…
We consider nonparametric sequential hypothesis testing problem when the distribution under the null hypothesis is fully known but the alternate hypothesis corresponds to some other unknown distribution with some loose constraints. We…
Statistical inference with nonresponse is quite challenging, especially when the response mechanism is nonignorable. In this case, the validity of statistical inference depends on untestable correct specification of the response model. To…
Robust statistical data modelling under potential model mis-specification often requires leaving the parametric world for the nonparametric. In the latter, parameters are infinite dimensional objects such as functions, probability…
Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…
The increasing availability of multiple network data has highlighted the need for statistical models for heterogeneous populations of networks. A convenient framework makes use of metrics to measure similarity between networks. In this…
We estimate the quantum state of a light beam from results of quantum homodyne tomography noisy measurements performed on identically prepared quantum systems. We propose two Bayesian nonparametric approaches. The first approach is based on…
In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior on the set of all bivariate spherically symmetric…
A Bayesian nonparametric estimator to entropy is proposed. The derivation of the new estimator relies on using the Dirichlet process and adapting the well-known frequentist estimators of Vasicek (1976) and Ebrahimi, Pflughoeft and Soofi…
Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…
Using nonparametric methods has been increasingly explored in Bayesian hierarchical modeling as a way to increase model flexibility. Although the field shows a lot of promise, inference in many models, including Hierachical Dirichlet…
We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…