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Probabilistic finite mixture models are widely used for unsupervised clustering. These models can often be improved by adapting them to the topology of the data. For instance, in order to classify spatially adjacent data points similarly,…

Computer Vision and Pattern Recognition · Computer Science 2022-02-09 Jonathan Vacher , Claire Launay , Ruben Coen-Cagli

Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated…

Methodology · Statistics 2015-12-15 Davide Ferrari , Chao Zheng

This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…

Statistics Theory · Mathematics 2007-06-13 Luis E. Nieto-Barajas , Igor Prunster , Stephen G. Walker

Hierarchical models are versatile tools for joint modeling of data sets arising from different, but related, sources. Fully Bayesian inference may, however, become computationally prohibitive if the source-specific data models are complex,…

Computation · Statistics 2016-05-06 Ritabrata Dutta , Paul Blomstedt , Samuel Kaski

Bayesian nonparametric mixture models are common for modeling complex data. While these models are well-suited for density estimation, recent results proved posterior inconsistency of the number of clusters when the true number of…

Statistics Theory · Mathematics 2024-05-31 Louise Alamichel , Daria Bystrova , Julyan Arbel , Guillaume Kon Kam King

The hierarchical Dirichlet process is the cornerstone of Bayesian nonparametric multilevel models. Its generative model can be described through a set of latent variables, commonly referred to as tables within the popular restaurant…

Statistics Theory · Mathematics 2025-05-06 Marta Catalano , Claudio Del Sole

Detecting associations between microbial compositions and sample characteristics is one of the most important tasks in microbiome studies. Most of the existing methods apply univariate models to single microbial species separately, with…

How to include censored data in a statistical analysis is a recur-rent issue in statistics. In multivariate extremes, the dependence structure of large observations can be characterized in terms of a non parametric angular measure, while…

Methodology · Statistics 2014-12-03 Anne Sabourin

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…

Statistics Theory · Mathematics 2015-03-17 Edoardo M. Airoldi , Thiago Costa , Federico Bassetti , Fabrizio Leisen , Michele Guindani

We propose a technique for increasing the efficiency of gradient-based inference and learning in Bayesian networks with multiple layers of continuous latent vari- ables. We show that, in many cases, it is possible to express such models in…

Machine Learning · Computer Science 2013-06-05 Diederik P Kingma

Dirichlet process mixtures are flexible non-parametric models, particularly suited to density estimation and probabilistic clustering. In this work we study the posterior distribution induced by Dirichlet process mixtures as the sample size…

Statistics Theory · Mathematics 2022-11-29 Filippo Ascolani , Antonio Lijoi , Giovanni Rebaudo , Giacomo Zanella

When using mixture models it may be the case that the modeller has a-priori beliefs or desires about what the components of the mixture should represent. For example, if a mixture of normal densities is to be fitted to some data, it may be…

Methodology · Statistics 2011-07-28 Matthew Sperrin

The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…

Methodology · Statistics 2019-07-04 Peyman Jalali , Kshitij Khare , George Michailidis

Bhattacharya et al. (2015, Journal of the American Statistical Association 110(512): 1479-1490) introduce a novel prior, the Dirichlet-Laplace (DL) prior, and propose a Markov chain Monte Carlo (MCMC) method to simulate posterior draws…

There is an increasingly rich literature about Bayesian nonparametric models for clustering functional observations. However, most of the recent proposals rely on infinite-dimensional characterizations that might lead to overly complex…

Methodology · Statistics 2019-07-05 Tommaso Rigon

Bayesian deep learning approaches assume model parameters to be latent random variables and infer posterior distributions to quantify uncertainty, increase safety and trust, and prevent overconfident and unpredictable behavior. However,…

Machine Learning · Computer Science 2023-07-13 Jihao Andreas Lin , Joe Watson , Pascal Klink , Jan Peters

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 rich literature proposing methods and establishing asymptotic properties of Bayesian variable selection methods for parametric models, with a particular focus on the normal linear regression model and an increasing emphasis on…

Statistics Theory · Mathematics 2011-08-16 Suprateek Kundu , David B. Dunson

Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…

Machine Learning · Computer Science 2015-07-06 Behnam Babagholami-Mohamadabadi , Sejong Yoon , Vladimir Pavlovic

A sparse Dirichlet prior is proposed for estimating the abundance vector of hyperspectral images with a nonlinear mixing model. This sparse prior is led to an unmixing procedure in a semi-supervised scenario in which exact materials are…

Signal Processing · Electrical Eng. & Systems 2018-03-08 Fahime Amiri , Mohammad Hossein Kahaei