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Objective prior distributions represent an important tool that allows one to have the advantages of using the Bayesian framework even when information about the parameters of a model is not available. The usual objective approaches work off…

Methodology · Statistics 2018-09-25 Fabrizio Leisen , Cristiano Villa , Stephen G. Walker

Bayesian likelihood-free inference, which is used to perform Bayesian inference when the likelihood is intractable, enjoys an increasing number of important scientific applications. However, many aspects of a Bayesian analysis become more…

Methodology · Statistics 2022-02-22 Atlanta Chakraborty , David J. Nott , Michael Evans

We present a Bayesian mixture model for estimating the joint distribution of mixed ordinal, nominal, and continuous data conditional on a set of fixed variables. The model uses multivariate normal and categorical mixture kernels for the…

Methodology · Statistics 2016-07-14 Maria DeYoreo , Jerome P. Reiter

There is a growing interest in learning how the distribution of a response variable changes with a set of predictors. Bayesian nonparametric dependent mixture models provide a flexible approach to address this goal. However, several…

Computation · Statistics 2020-05-06 Tommaso Rigon , Daniele Durante

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

Methodology · Statistics 2022-10-27 Qinglong Tian , Colin Lewis-Beck , Jarad Niemi , William Meeker

Informally, "Information Inconsistency" is the property that has been observed in many Bayesian hypothesis testing and model selection procedures whereby the Bayesian conclusion does not become definitive when the data seems to become…

Statistics Theory · Mathematics 2017-10-27 Joris Mulder , James O. Berger , Víctor Peña , M. J. Bayarri

We consider a novel paradigm for Bayesian testing of hypotheses and Bayesian model comparison. Our alternative to the traditional construction of posterior probabilities that a given hypothesis is true or that the data originates from a…

Methodology · Statistics 2019-01-01 Kaniav Kamary , Kerrie Mengersen , Christian P. Robert , Judith Rousseau

Clustering multivariate binary data is of interest in many scientific fields, including ecology, biomedicine, and social policy. Beyond heuristic clustering algorithms, such data can be modelled using multivariate Bernoulli mixture models.…

Methodology · Statistics 2026-04-24 Luisa Ferrari , Maria Franco Villoria , Garritt L. Page , Alex Laini

Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating…

Machine Learning · Computer Science 2017-07-11 Andres Masegosa , Thomas D. Nielsen , Helge Langseth , Dario Ramos-Lopez , Antonio Salmeron , Anders L. Madsen

In this work we study the problem of inferring a discrete probability distribution using both expert knowledge and empirical data. This is an important issue for many applications where the scarcity of data prevents a purely empirical…

Machine Learning · Computer Science 2020-01-08 Rémi Besson , Erwan Le Pennec , Stéphanie Allassonnière

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

Statistics Theory · Mathematics 2024-09-05 Samyajoy Pal , Christian Heumann , M. Subbiah

In some contexts, mixture models can fit certain variables well at the expense of others in ways beyond the analyst's control. For example, when the data include some variables with non-trivial amounts of missing values, the mixture model…

Methodology · Statistics 2016-09-06 Maria DeYoreo , Jerome P. Reiter , D. Sunshine Hillygus

Prior specification for nonparametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. Realistically, a statistician is unlikely to have informed opinions…

Methodology · Statistics 2012-05-01 David C. Kessler , Peter D. Hoff , David B. Dunson

The use of hierarchical mixture priors with shared atoms has recently flourished in the Bayesian literature for partially exchangeable data. Leveraging on nested levels of mixtures, these models allow the estimation of a two-layered data…

Methodology · Statistics 2024-06-21 Laura D'Angelo , Francesco Denti

Although discrete mixture modeling has formed the backbone of the literature on Bayesian density estimation, there are some well known disadvantages. We propose an alternative class of priors based on random nonlinear functions of a uniform…

Statistics Theory · Mathematics 2015-03-19 Suprateek Kundu , David B. Dunson

Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over…

Machine Learning · Statistics 2017-08-18 Christoph Carl Kling

Following the critical review of Seaman et al. (2012), we reflect on what is presumably the most essential aspect of Bayesian statistics, namely the selection of a prior density. In some cases, Bayesian inference remains fairly stable under…

Methodology · Statistics 2014-07-23 Kaniav Kamary , Christian P. Robert

When two nested models are compared, using a Bayes factor, from an objective standpoint, two seemingly conflicting issues emerge at the time of choosing parameter priors under the two models. On the one hand, for moderate sample sizes, the…

Methodology · Statistics 2013-10-03 Guido Consonni , Jonathan J. Forster , Luca La Rocca

Previous Bayesian evaluations of the Conway-Maxwell-Poisson (COM-Poisson) distribution have little discussion of non- and weakly-informative priors for the model. While only considering priors with such limited information restricts…

Methodology · Statistics 2023-12-01 Mark J. Meyer , Amia Graye , Kimberly F. Sellers

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

Methodology · Statistics 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami