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A Bayesian method of moments/instrumental variable (BMOM/IV) approach is developed and applied in the analysis of the important mean and multiple regression models. Given a single set of data, it is shown how to obtain posterior and…

bayes-an · Physics 2008-02-03 Arnold Zellner

Finite mixture models are statistical models which appear in many problems in statistics and machine learning. In such models it is assumed that data are drawn from random probability measures, called mixture components, which are…

Machine Learning · Statistics 2022-04-05 Robert A. Vandermeulen , Clayton D. Scott

We study the rates of convergence of the posterior distribution for Bayesian density estimation with Dirichlet mixtures of normal distributions as the prior. The true density is assumed to be twice continuously differentiable. The bandwidth…

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

This paper presents a general framework for the estimation of regression models with circular covariates, where the conditional distribution of the response given the covariate can be specified through a parametric model. The estimation of…

Methodology · Statistics 2023-06-06 María Alonso-Pena , Irène Gijbels , Rosa M. Crujeiras

We develop a nonparametric Bayesian modeling approach to ordinal regression based on priors placed directly on the discrete distribution of the ordinal responses. The prior probability models are built from a structured mixture of…

Methodology · Statistics 2024-03-25 Jizhou Kang , Athanasios Kottas

Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. Here we propose the use of this semiparametric framework for testing symmetry about…

Methodology · Statistics 2012-04-23 Silvia Bacci , Francesco Bartolucci

Accurately estimating data density is crucial for making informed decisions and modeling in various fields. This paper presents a novel nonparametric density estimation procedure that utilizes bivariate penalized spline smoothing over…

Methodology · Statistics 2024-10-29 Kunal Das , Shan Yu , Guannan Wang , Li Wang

This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…

Methodology · Statistics 2022-09-09 Michel H. Montoril , Leandro T. Correia , Helio S. Migon

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

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…

Methodology · Statistics 2019-11-14 Qi Gao , Randy C. S. Lai , Thomas C. M. Lee , Yao Li

The normal compositional model (NCM) has been extensively used in hyperspectral unmixing. However, most of the previous research has focused on estimation of endmembers and/or their variability. Also, little work has employed spatial…

Computer Vision and Pattern Recognition · Computer Science 2016-11-23 Yuan Zhou , Anand Rangarajan , Paul Gader

By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…

Statistics Theory · Mathematics 2016-08-16 François Roueff , Tobias Rydén

We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods,…

Probability · Mathematics 2016-08-15 Roberto Fernández , Pablo A. Ferrari , Nancy L. Garcia

This paper develops a nonparametric density estimator with parametric overtones. Suppose $f(x,\theta)$ is some family of densities, indexed by a vector of parameters $\theta$. We define a local kernel smoothed likelihood function which for…

Methodology · Statistics 2026-04-22 Nils Lid Hjort , M. C. Jones

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

We are concerned in clustering continuous data sets subject to non-ignorable missingness. We perform clustering with a specific semi-parametric mixture, under the assumption of conditional independence given the component. The mixture model…

Methodology · Statistics 2021-07-20 Marie Du Roy de Chaumaray , Matthieu Marbac

Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…

Machine Learning · Computer Science 2026-03-12 Vardaan Tekriwal , Mark D. Risser , Hengrui Luo , Marcus M. Noack

In this article, we propose a class of semiparametric mixture regression models with single-index. We argue that many recently proposed semiparametric/nonparametric mixture regression models can be considered special cases of the proposed…

Methodology · Statistics 2016-10-04 Sijia Xiang , Weixin Yao

In recent years, diffusion models, and more generally score-based deep generative models, have achieved remarkable success in various applications, including image and audio generation. In this paper, we view diffusion models as an implicit…

Statistics Theory · Mathematics 2026-02-12 Hyeok Kyu Kwon , Dongha Kim , Ilsang Ohn , Minwoo Chae

Completely random measures (CRMs) are fundamental to Bayesian nonparametric models, with applications in clustering, feature allocation, and network analysis. A key quantity of interest is the Laplace exponent, whose asymptotic behavior…

Statistics Theory · Mathematics 2025-05-20 Valentin Kilian , Benjamin Guedj , François Caron