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Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…
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…
This study presents a semi-nonparametric Latent Class Choice Model (LCCM) with a flexible class membership component. The proposed model formulates the latent classes using mixture models as an alternative approach to the traditional random…
Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with…
The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…
Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…
In the past few years, deep generative models, such as generative adversarial networks \autocite{GAN}, variational autoencoders \autocite{vaepaper}, and their variants, have seen wide adoption for the task of modelling complex data…
The Metropolis-Hastings algorithm allows one to sample asymptotically from any probability distribution $\pi$. There has been recently much work devoted to the development of variants of the MH update which can handle scenarios where such…
As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…
Modal regression has emerged as a flexible alternative to classical regression models when the conditional mean or median are unable to adequately capture the underlying relation between a response and a predictor variable. This approach is…
We present a novel technique for amortized posterior estimation using Normalizing Flows trained with likelihood-weighted importance sampling. This approach allows for the efficient inference of theoretical parameters in high-dimensional…
A two-class mixture model, where the density of one of the components is known, is considered. We address the issue of the nonparametric adaptive estimation of the unknown probability density of the second component. We propose a randomly…
Density estimation represents one of the most successful applications of Bayesian nonparametrics. In particular, Dirichlet process mixtures of normals are the gold standard for density estimation and their asymptotic properties have been…
Choosing the number of mixture components remains an elusive challenge. Model selection criteria can be either overly liberal or conservative and return poorly-separated components of limited practical use. We formalize non-local priors…
We introduce PMODE (Partitioned Mixture Of Density Estimators), a general and modular framework for mixture modeling with both parametric and nonparametric components. PMODE builds mixtures by partitioning the data and fitting separate…
Denoising diffusion models have recently emerged as the predominant paradigm for generative modelling on image domains. In addition, their extension to Riemannian manifolds has facilitated a range of applications across the natural…
Nonparametric estimation of a mixing density based on observations from the corresponding mixture is a challenging statistical problem. This paper surveys the literature on a fast, recursive estimator based on the predictive recursion…
Density deconvolution is the task of estimating a probability density function given only noise-corrupted samples. We can fit a Gaussian mixture model to the underlying density by maximum likelihood if the noise is normally distributed, but…
Employing nonparametric methods for density estimation has become routine in Bayesian statistical practice. Models based on discrete nonparametric priors such as Dirichlet Process Mixture (DPM) models are very attractive choices due to…