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In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…

Statistics Theory · Mathematics 2017-10-11 Alexander Terenin , David Draper

We consider a random variable $Y$ and approximations $Y\_n$, defined on the same probability space with values in the same measurable space as $Y$. We are interested in situations where the approximations $Y\_n$ allow to define a Dirichlet…

Functional Analysis · Mathematics 2007-05-23 Nicolas Bouleau

In this paper, we study the conditional Dirichlet process (cDP) when a functional of a random distribution is specified. Specifically, we apply the cDP to the functional condition model, a nonparametric model in which a finite-dimensional…

Statistics Theory · Mathematics 2025-06-23 Jaeyong Lee , Kwangmin Lee , Jaegui Lee , Seongil Jo

In this paper considering the transformation $X=\frac{Y}{1+Y}$, where $Y \sim\text{Lindley}(\theta)$, we propose the unit-Lindley distribution and investigate some of its mathematical properties. A important fact associated with this new…

Methodology · Statistics 2018-01-09 J. Mazucheli , A. F. B. Menezes , S. Chakraborty

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

Dirichlet process (DP) mixture models provide a flexible Bayesian framework for density estimation. Unfortunately, their flexibility comes at a cost: inference in DP mixture models is computationally expensive, even when conjugate…

Machine Learning · Computer Science 2009-07-13 Hal Daumé

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

Methodology · Statistics 2023-01-12 Barry C. Arnold , Indranil Ghosh

In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently…

Machine Learning · Computer Science 2020-02-04 Zhanyu Ma , Yuping Lai

Recent decades have seen an interest in prediction problems for which Bayesian methodology has been used ubiquitously. Sampling from or approximating the posterior predictive distribution in a Bayesian model allows one to make inferential…

Machine Learning · Statistics 2017-09-12 Giri Gopalan

In this paper, we consider Bayesian inference on a class of multivariate median and the multivariate quantile functionals of a joint distribution using a Dirichlet process prior. Since, unlike univariate quantiles, the exact posterior…

Statistics Theory · Mathematics 2021-06-03 Indrabati Bhattacharya , Subhashis Ghosal

For data assumed to come from a finite mixture with an unknown number of components, it has become common to use Dirichlet process mixtures (DPMs) not only for density estimation, but also for inferences about the number of components. The…

Statistics Theory · Mathematics 2013-01-15 Jeffrey W. Miller , Matthew T. Harrison

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

Compositional data are met in many different fields, such as economics, archaeometry, ecology, geology and political sciences. Regression where the dependent variable is a composition is usually carried out via a log-ratio transformation of…

Methodology · Statistics 2017-06-08 Michail Tsagris , Connie Stewart

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d larger than 1), are named Dirichlet when their step lengths are distributed according to a Dirichlet law. The latter continuous…

Statistical Mechanics · Physics 2015-03-24 Gerard Le Caer

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

Statistics Theory · Mathematics 2020-09-09 Aziz LMoudden , Éric Marchand

Dirichlet distributions are probability measures on the unit simplex. They are often used as prior distributions in modeling categorical data, such as in topic analysis of text data. Motivated by this application, we consider Monte Carlo…

Methodology · Statistics 2026-04-07 Ayeong Lee

The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

Statistical Finance · Quantitative Finance 2008-12-02 Federico Bassetti

Consider a distributed detection problem in which the underlying distributions of the observations are unknown; instead of these distributions, noisy versions of empirically observed statistics are available to the fusion center. These…

Information Theory · Computer Science 2020-02-13 Haiyun He , Lin Zhou , Vincent Y. F. Tan

The multinomial and related distributions have long been used to model categorical, count-based data in fields ranging from bioinformatics to natural language processing. Commonly utilized variants include the standard multinomial and the…

Machine Learning · Statistics 2020-06-16 Steven Michael Lakin , Zaid Abdo