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In this paper, we provide an explicit probability distribution for classification purposes. It is derived from the Bayesian nonparametric mixture of Dirichlet process model, but with suitable modifications which remove unsuitable aspects of…

Applications · Statistics 2009-05-05 Ruth Fuentes-Garcia , Ramses H Mena , Stephen G Walker

This paper studies posterior concentration behavior of the base probability measure of a Dirichlet measure, given observations associated with the sampled Dirichlet processes, as the number of observations tends to infinity. The base…

Statistics Theory · Mathematics 2016-03-25 XuanLong Nguyen

When analyzing data from multiple sources, it is often convenient to strike a careful balance between two goals: capturing the heterogeneity of the samples and sharing information across them. We introduce a novel framework to model a…

Methodology · Statistics 2026-03-02 Laura D'Angelo , Bernardo Nipoti , Andrea Ongaro

We discuss a Bayesian hierarchical copula model for clusters of financial time series. A similar approach has been developed in recent paper. However, the prior distributions proposed there do not always provide a proper posterior. In order…

Methodology · Statistics 2025-02-07 Paolo Onorati , Brunero Liseo

Models for distributions of shapes contained within images can be widely used in biomedical applications ranging from tumor tracking for targeted radiation therapy to classifying cells in a blood sample. Our focus is on hierarchical…

Methodology · Statistics 2015-03-20 Kelvin Gu , Debdeep Pati , David B. Dunson

Many modern data analysis problems involve inferences from streaming data. However, streaming data is not easily amenable to the standard probabilistic modeling approaches, which assume that we condition on finite data. We develop…

Machine Learning · Statistics 2015-07-23 James McInerney , Rajesh Ranganath , David M. Blei

The advances of next-generation sequencing technology have accelerated study of the microbiome and stimulated the high throughput profiling of metagenomes. The large volume of sequenced data has encouraged the rise of various studies for…

Methodology · Statistics 2019-04-30 Qiwei Li , Shuang Jiang , Andrew Y. Koh , Guanghua Xiao , Xiaowei Zhan

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

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

This work studies the variation in Kullback-Leibler divergence between random draws from some popular nonparametric processes and their baseline measure. In particular we focus on the Dirichlet process, the P\'olya tree and the frequentist…

Methodology · Statistics 2014-11-25 James Watson , Luis Nieto-Barajas , Chris Holmes

Models for categorical sequences typically assume exchangeable or first-order dependent sequence elements. These are common assumptions, for example, in models of computer malware traces and protein sequences. Although such simplifying…

Computation · Statistics 2026-03-17 Daniyar Ghani , Nicholas A. Heard , Francesco Sanna Passino

Mixture models are well-known for their versatility, and the Bayesian paradigm is a suitable platform for mixture analysis, particularly when the number of components is unknown. Bhattacharya (2008) introduced a mixture model based on the…

Statistics Theory · Mathematics 2018-11-19 Sabyasachi Mukhopadhyay , Sourabh Bhattacharya

A hierarchical Bayesian framework is introduced for developing tree-based mixture models for time series, partly motivated by applications in finance and forecasting. At the top level, meaningful discrete states are identified as…

Methodology · Statistics 2025-08-28 Ioannis Papageorgiou , Ioannis Kontoyiannis

Joint modeling of spatially-oriented dependent variables is commonplace in the environmental sciences, where scientists seek to estimate the relationships among a set of environmental outcomes accounting for dependence among these outcomes…

Methodology · Statistics 2021-03-22 Lu Zhang , Sudipto Banerjee , Andrew O. Finley

Understanding posterior contraction behavior in Bayesian hierarchical models is of fundamental importance, but progress in this question is relatively sparse in comparison to the theory of density estimation. In this paper, we study two…

Statistics Theory · Mathematics 2025-12-22 Dat Do , Sunrit Chakraborty , Jonathan Terhorst , XuanLong Nguyen

We propose and illustrate a hierarchical Bayesian approach for matching statistical records observed on different occasions. We show how this model can be profitably adopted both in record linkage problems and in capture--recapture setups,…

Applications · Statistics 2011-07-29 Andrea Tancredi , Brunero Liseo

We introduce a family of multiscale stick-breaking mixture models for Bayesian nonparametric density estimation. The Bayesian nonparametric literature is dominated by single scale methods, exception made for P\`olya trees and allied…

Methodology · Statistics 2020-01-17 Marco Stefanucci , Antonio Canale

Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predictive performance is heterogeneous in inputs, and we can…

Methodology · Statistics 2021-10-29 Yuling Yao , Gregor Pirš , Aki Vehtari , Andrew Gelman

We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using…

Machine Learning · Computer Science 2014-01-30 Vu Nguyen , Dinh Phung , XuanLong Nguyen , Svetha Venkatesh , Hung Hai Bui

We develop a new method to sample from posterior distributions in hierarchical models without using Markov chain Monte Carlo. This method, which is a variant of importance sampling ideas, is generally applicable to high-dimensional models…

Computation · Statistics 2015-03-19 Michael Braun , Paul Damien