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We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing…

Statistics Theory · Mathematics 2008-12-18 A. W. van der Vaart , J. H. van Zanten

Mixture model-based frameworks are very popular for statistical inference in clustering. While convenient for producing probabilistic estimates of cluster assignments and uncertainty, they are prone to misspecification, which can lead to…

Statistics Theory · Mathematics 2026-05-15 Yu Zheng , Leo L. Duan , Arkaprava Roy

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne

As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the…

Machine Learning · Statistics 2013-03-26 Rajarshi Guhaniyogi , David B. Dunson

We propose a class of structured diffusion models, in which the prior distribution is chosen as a mixture of Gaussians, rather than a standard Gaussian distribution. The specific mixed Gaussian distribution, as prior, can be chosen to…

Machine Learning · Computer Science 2024-10-28 Nanshan Jia , Tingyu Zhu , Haoyu Liu , Zeyu Zheng

A method for implicit variable selection in mixture of experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariates. Robust class membership predictors are identified using a…

Econometrics · Economics 2019-01-15 Gregor Zens

This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…

Statistics Theory · Mathematics 2010-01-13 Yuan Liao , Wenxin Jiang

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Applications · Statistics 2015-09-28 Lei Gong , James M. Flegal , Stephen R. Spindler , Patricia L. Mote

Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the…

Methodology · Statistics 2012-07-02 Ian Porteous , Alexander T. Ihler , Padhraic Smyth , Max Welling

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…

Machine Learning · Statistics 2020-07-17 Avinava Dubey , Michael Minyi Zhang , Eric P. Xing , Sinead A. Williamson

Robust Bayesian linear regression is a classical but essential statistical tool. Although novel robustness properties of posterior distributions have been proved recently under a certain class of error distributions, their sufficient…

Methodology · Statistics 2025-09-23 Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa

In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…

Methodology · Statistics 2020-11-30 Adel Bedoui , Ori Rosen

Probabilistic mixture models are recognized as effective tools for unsupervised outlier detection owing to their interpretability and global characteristics. Among these, Dirichlet process mixture models stand out as a strong alternative to…

Machine Learning · Computer Science 2024-07-26 Dongwook Kim , Juyeon Park , Hee Cheol Chung , Seonghyun Jeong

We explore the estimation of generalized additive models using basis expansion in conjunction with Bayesian model selection. Although Bayesian model selection is useful for regression splines, it has traditionally been applied mainly to…

Methodology · Statistics 2024-09-02 Gyeonghun Kang , Seonghyun Jeong

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…

Machine Learning · Statistics 2018-11-09 Maryam Fatemi , Karl Granström , Lennart Svensson , Francisco J. R. Ruiz , Lars Hammarstrand

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli

The Bayesian lasso is well-known as a Bayesian alternative for Lasso. Although the advantage of the Bayesian lasso is capable of full probabilistic uncertain quantification for parameters, the corresponding posterior distribution can be…

Methodology · Statistics 2022-07-06 Jun Kawakami , Shintaro Hashimoto

The Dirichlet Process Gaussian Mixture Model (DPGMM) is often used to cluster data when the number of clusters is unknown. One main DPGMM inference paradigm relies on sampling. Here we consider a known state-of-art sampler (proposed by…

Machine Learning · Computer Science 2022-03-28 Vlad Winter , Or Dinari , Oren Freifeld

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

Count data with zero inflation and large outliers are ubiquitous in many scientific applications. However, posterior analysis under a standard statistical model, such as Poisson or negative binomial distribution, is sensitive to such…

Methodology · Statistics 2024-05-09 Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa