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This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…

Probability · Mathematics 2021-02-17 Elvira Di Nardo , Federico Polito , Enrico Scalas

The Gamma-Dirichlet structure corresponds to the decomposition of the gamma process into the independent product of a gamma random variable and a Dirichlet process. This structure allows us to study the properties of the Dirichlet process…

Probability · Mathematics 2011-12-21 Shui Feng , Fang Xu

We give three characterizations of the Dirichlet-type spaces $D(\mu)$. First we characterize $D(\mu)$ in terms of a double integral and in terms of the mean oscillation in the Bergman metric, none of them involve the use of derivatives.…

Complex Variables · Mathematics 2013-04-23 Xiaosong Liu , Gerardo R. Chacón , Zengjian Lou

For an observed response that is composed by a set - or vector - of positive values that sum up to 1, the Dirichlet distribution (Bol'shev, 2018) is a helpful mathematical construction for the quantification of the data-generating mechanics…

Methodology · Statistics 2018-08-21 Holger Sennhenn-Reulen

Beta regression has been extensively used by statisticians and practitioners to model bounded continuous data and there is no strong and similar competitor having its main features. A class of normalized inverse-Gaussian (N-IG) process was…

Methodology · Statistics 2020-03-12 Wagner Barreto-Souza , Vinícius D. Mayrink , Alexandre B. Simas

Time series data may exhibit clustering over time and, in a multiple time series context, the clustering behavior may differ across the series. This paper is motivated by the Bayesian non--parametric modeling of the dependence between the…

Statistics Theory · Mathematics 2011-09-23 Federico Bassetti , Roberto Casarin , Fabrizio Leisen

We describe a procedure to introduce general dependence structures on a set of Dirichlet processes. Dependence can be in one direction to define a time series or in two directions to define spatial dependencies. More directions can also be…

Methodology · Statistics 2021-10-18 Luis E. Nieto-Barajas

We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…

Probability · Mathematics 2023-02-01 Servet Martínez , Javier Santibáñez

We describe singular diffusion in bounded subsets $\Omega$ of $\mathbb{R}^n$ by form methods and characterize the associated operator. We also prove positivity and contractivity of the corresponding semigroup. This results in a description…

Functional Analysis · Mathematics 2016-06-28 Uta Freiberg , Christian Seifert

We begin by reviewing some probabilistic results about the Dirichlet Process and its close relatives, focussing on their implications for statistical modelling and analysis. We then introduce a class of simple mixture models in which…

Methodology · Statistics 2010-03-23 Peter J. Green

This article presents a novel method to sampling on manifolds based on the Dirichlet distribution. The proposed strategy allows to completely respect the underlying manifold around which data is observed, and to do massive samplings with…

Machine Learning · Statistics 2021-08-13 Luan S Prado , Thiago G Ritto

The beta-Bernoulli process provides a Bayesian nonparametric prior for models involving collections of binary-valued features. A draw from the beta process yields an infinite collection of probabilities in the unit interval, and a draw from…

Methodology · Statistics 2011-09-16 Tamara Broderick , Michael I. Jordan , Jim Pitman

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

Statistics Theory · Mathematics 2007-08-22 Stephen G. Walker , Antonio Lijoi , Igor Prünster

The Poisson--Dirichlet distribution arises in many different areas. The parameter $\theta$ in the distribution is the scaled mutation rate of a population in the context of population genetics. The limiting case of $\theta$ approaching…

Probability · Mathematics 2008-11-12 Shui Feng , Fuqing Gao

We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…

Probability · Mathematics 2010-04-19 Nicolas Bouleau

The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…

Statistics Theory · Mathematics 2012-02-17 Wray Buntine , Marcus Hutter

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

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

Suppose that P_{\theta}(g) is a linear functional of a Dirichlet process with shape \theta H, where \theta >0 is the total mass and H is a fixed probability measure. This paper describes how one can use the well-known Bayesian prior to…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James

The hierarchical Dirichlet process is a discrete random measure used as a prior in Bayesian nonparametrics and motivated by the study of groups of clustered data. We study the asymptotic behavior of the power sum symmetric polynomials for…

Probability · Mathematics 2025-08-29 Shui Feng , J. E. Paguyo