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We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…

Machine Learning · Statistics 2016-11-10 Rajesh Ranganath , David Blei

One of the goals of probabilistic inference is to decide whether an empirically observed distribution is compatible with a candidate Bayesian network. However, Bayesian networks with hidden variables give rise to highly non-trivial…

Machine Learning · Statistics 2014-10-14 R. Chaves , L. Luft , T. O. Maciel , D. Gross , D. Janzing , B. Schölkopf

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

Bayesian paradigm takes advantage of well fitting complicated survival models and feasible computing in survival analysis owing to the superiority in tackling the complex censoring scheme, compared with the frequentist paradigm. In this…

Methodology · Statistics 2021-09-10 Chong Zhong , Zhihua Ma , Junshan Shen , Catherine Liu

Bayesian network models with latent variables are widely used in statistics and machine learning. In this paper we provide a complete algebraic characterization of Bayesian network models with latent variables when the observed variables…

Statistics Theory · Mathematics 2022-12-20 Robin J. Evans

Nested Sampling is a method for computing the Bayesian evidence, also called the marginal likelihood, which is the integral of the likelihood with respect to the prior. More generally, it is a numerical probabilistic quadrature rule. The…

Computation · Statistics 2023-10-09 Jonas Latz , Doris Schneider , Philipp Wacker

Products manufactured from the same batch or utilized in the same region often exhibit correlated lifetime observations due to the latent heterogeneity caused by the influence of shared but unobserved covariates. The unavailable…

Methodology · Statistics 2021-07-15 Xuxue Sun , Mingyang Li

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

Diffusion models rely on a high-dimensional latent space of initial noise seeds, yet it remains unclear whether this space contains sufficient structure to predict properties of the generated samples, such as their classes. In this work, we…

Machine Learning · Computer Science 2026-02-09 Wei Wei , Yizhou Zeng , Kuntian Chen , Sophie Langer , Mariia Seleznova , Hung-Hsu Chou

In Bayesian multilevel models, the data are structured in interconnected groups, and their posteriors borrow information from one another due to prior dependence between latent parameters. However, little is known about the behaviour of the…

Statistics Theory · Mathematics 2025-09-25 Marta Catalano , Hugo Lavenant , Francesco Mascari

We introduce a novel varying-weight dependent Dirichlet process (DDP) model that extends a recently developed semi-parametric generalized linear model (SPGLM) by adding a nonparametric Bayesian prior on the baseline distribution of the GLM.…

Methodology · Statistics 2025-03-31 Entejar Alam , Paul J. Rathouz , Peter Mueller

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

Methodology · Statistics 2022-02-28 Rosario Barone , Andrea Tancredi

Bayesian networks are a widely-used class of probabilistic graphical models capable of representing symmetric conditional independence between variables of interest using the topology of the underlying graph. For categorical variables, they…

Machine Learning · Statistics 2022-10-07 Gherardo Varando , Federico Carli , Manuele Leonelli

The recently introduced nested sampling algorithm allows the direct and efficient calculation of the partition function of atomistic systems. We demonstrate its applicability to condensed phase systems with periodic boundary conditions by…

Statistical Mechanics · Physics 2014-01-09 Lívia B. Pártay , Albert P. Bartók , Gábor Csányi

The paper is concerned with constructing pairwise dependence between $m$ random density functions each of which is modeled as a mixture of Dirichlet process model. The key to this is how to create dependencies between random Dirichlet…

Statistics Theory · Mathematics 2015-10-27 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Instrumentation and Methods for Astrophysics · Physics 2024-09-24 Alexander J. Dittmann

A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…

Statistics Theory · Mathematics 2007-06-13 Man-Wai Ho

Multivariate distributions often carry latent structures that are difficult to identify and estimate, and which better reflect the data generating mechanism than extrinsic structures exhibited simply by the raw data. In this paper, we…

Methodology · Statistics 2025-04-16 Bryon Aragam , Ruiyi Yang

Multi-scale problems, where variables of interest evolve in different time-scales and live in different state-spaces, can be found in many fields of science. Here, we introduce a new recursive methodology for Bayesian inference that aims at…

Computation · Statistics 2024-07-08 Sara Pérez-Vieites , Harold Molina-Bulla , Joaquin Miguez

The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…

Statistics Theory · Mathematics 2015-02-16 Peter Orbanz , Daniel M. Roy