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Related papers: Auxiliary Variables for Multi-Dirichlet Priors

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Assigning weights to a large pool of objects is a fundamental task in a wide variety of applications. In this article, we introduce the concept of structured high-dimensional probability simplexes, in which most components are zero or near…

Methodology · Statistics 2022-09-19 Huiming Lin , Meng Li

The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is…

Machine Learning · Statistics 2012-01-10 Chong Wang , David M. Blei

Neural networks are the cornerstone of modern machine learning, yet can be difficult to interpret, give overconfident predictions and are vulnerable to adversarial attacks. Bayesian neural networks (BNNs) provide some alleviation of these…

Machine Learning · Statistics 2026-02-24 August Arnstad , Leiv Rønneberg , Geir Storvik

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

Machine Learning · Statistics 2014-11-05 Yordan P. Raykov , Alexis Boukouvalas , Max A. Little

Fitted probabilities from widely used Bayesian multinomial probit models can depend strongly on the choice of a base category, which is used to uniquely identify the parameters of the model. This paper proposes a novel identification…

Methodology · Statistics 2020-05-19 Lane F. Burgette , David Puelz , P. Richard Hahn

We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…

Methodology · Statistics 2017-08-02 Leonardo Egidi , Francesco Pauli , Nicola Torelli

When modeling the distribution of a set of data by a mixture of Gaussians, there are two possibilities: i) the classical one is using a set of parameters which are the proportions, the means and the variances; ii) the second is to consider…

Data Analysis, Statistics and Probability · Physics 2009-11-13 Ali Mohammad-Djafari

Dirichlet Process Mixture (DPM) models have been increasingly employed to specify random partition models that take into account possible patterns within the covariates. Furthermore, to deal with large numbers of covariates, methods for…

Applications · Statistics 2016-11-01 William Barcella , Maria De Iorio , Gianluca Baio

The Dirichlet distribution, also known as multivariate beta, is the most used to analyse frequencies or proportions data. Maximum likelihood is widespread for estimation of Dirichlet's parameters. However, for small sample sizes, the…

Methodology · Statistics 2021-03-04 Vincenzo Gioia , Euloge Clovis Kenne Pagui

We consider the problem of drawing samples from posterior distributions formed under a Dirichlet prior and a truncated multinomial likelihood, by which we mean a Multinomial likelihood function where we condition on one or more counts being…

Methodology · Statistics 2012-09-04 Matthew James Johnson , Alan S. Willsky

This paper deals with Bayesian inference of a mixture of Gaussian distributions. A novel formulation of the mixture model is introduced, which includes the prior constraint that each Gaussian component is always assigned a minimal number of…

Methodology · Statistics 2014-05-21 Colin J. Stoneking

In this paper, we present a novel approach to fitting mixture models based on estimating first the posterior distribution of the auxiliary variables that assign each observation to a group in the mixture. The posterior distributions of the…

Computation · Statistics 2017-12-29 Virgilio Gomez-Rubio

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

This paper introduces Dirichlet process mixtures of block $g$ priors for model selection and prediction in linear models. These priors are extensions of traditional mixtures of $g$ priors that allow for differential shrinkage for various…

Methodology · Statistics 2026-05-13 Anupreet Porwal , Abel Rodriguez

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

To improve the predictability of complex computational models in the experimentally-unknown domains, we propose a Bayesian statistical machine learning framework utilizing the Dirichlet distribution that combines results of several…

Methodology · Statistics 2023-11-06 Vojtech Kejzlar , Léo Neufcourt , Witold Nazarewicz

Directional data require specialized probability models because of the non-Euclidean and periodic nature of their domain. When a directional variable is observed jointly with linear variables, modeling their dependence adds an additional…

Methodology · Statistics 2022-12-22 Tong Zou , Hal S. Stern

Dependent Dirichlet processes (DDP) have been widely applied to model data from distributions over collections of measures which are correlated in some way. On the other hand, in recent years, increasing research efforts in machine learning…

Machine Learning · Computer Science 2021-06-17 Xiaoli Li

A new approach on the joint estimation of partially exchangeable observations is presented by constructing pairwise dependence between $m$ random density functions, each of which is modeled as a mixture of geometric stick breaking…

Within a Bayesian framework, a comprehensive investigation of mixtures of finite mixtures (MFMs), i.e., finite mixtures with a prior on the number of components, is performed. This model class has applications in model-based clustering as…

Methodology · Statistics 2025-09-15 Sylvia Frühwirth-Schnatter , Gertraud Malsiner-Walli , Bettina Grün