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This paper presents an infinite variational autoencoder (VAE) whose capacity adapts to suit the input data. This is achieved using a mixture model where the mixing coefficients are modeled by a Dirichlet process, allowing us to integrate…

Machine Learning · Computer Science 2016-11-28 Ehsan Abbasnejad , Anthony Dick , Anton van den Hengel

Dirichlet process mixture models (DPMM) are a cornerstone of Bayesian non-parametrics. While these models free from choosing the number of components a-priori, computationally attractive variational inference often reintroduces the need to…

Machine Learning · Computer Science 2017-01-16 Arnim Bleier

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

Finite mixture models are flexible methods that are commonly used for model-based clustering. A recent focus in the model-based clustering literature is to highlight the difference between the number of components in a mixture model and the…

Methodology · Statistics 2023-08-03 Garritt L. Page , Massimo Ventrucci , Maria Franco-Villoria

We provide novel probabilistic portrayals of two multivariate models designed to handle zero-inflation in count-compositional data. We develop a new unifying framework that represents both as finite mixture distributions. One of these…

Methodology · Statistics 2026-03-31 André F. B. Menezes , Andrew C. Parnell , Keefe Murphy

Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…

Machine Learning · Statistics 2025-03-13 Forough Fazeliasl , Michael Minyi Zhang , Bei Jiang , Linglong Kong

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Machine Learning · Statistics 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

The Dirichlet-multinomial (DM) distribution plays a fundamental role in modern statistical methodology development and application. Recently, the DM distribution and its variants have been used extensively to model multivariate count data…

Methodology · Statistics 2023-02-27 Matthew D. Koslovsky

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

We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a…

Machine Learning · Statistics 2017-02-17 Yunbo Ouyang , Feng Liang

Copula-based methods provide a flexible approach to build missing data imputation models of multivariate data of mixed types. However, the choice of copula function is an open question. We consider a Bayesian nonparametric approach by using…

Methodology · Statistics 2019-10-15 Jiali Wang , Anton Westveld , Bronwyn Loong , Alan Welsh

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

We develop methods for efficient amortized approximate Bayesian inference over posterior distributions of probabilistic clustering models, such as Dirichlet process mixture models. The approach is based on mapping distributed,…

Machine Learning · Statistics 2018-11-27 Ari Pakman , Liam Paninski

We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…

Machine Learning · Statistics 2026-05-26 Mohammadreza Ahmadypour , Tara Javidi , Farinaz Koushanfar

Variational inference (VI) is a popular method for approximating intractable posterior distributions in Bayesian inference and probabilistic machine learning. In this paper, we introduce a general framework for quantifying the statistical…

Statistics Theory · Mathematics 2025-07-18 Chenyang Zhong , Sumit Mukherjee , Bodhisattva Sen

Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspects. First, VI methods approximate the posterior distribution…

Numerical Analysis · Mathematics 2023-02-23 Yingzhi Xia , Qifeng Liao , Jinglai Li

We present a nonparametric Bayesian joint model for multivariate continuous and categorical variables, with the intention of developing a flexible engine for multiple imputation of missing values. The model fuses Dirichlet process mixtures…

Applications · Statistics 2015-10-14 Jared S. Murray , Jerome P. Reiter

In recent years, we have seen a handful of work on inference algorithms over non-stationary data streams. Given their flexibility, Bayesian non-parametric models are a good candidate for these scenarios. However, reliable streaming…

Machine Learning · Statistics 2022-10-14 Ioar Casado , Aritz Pérez

In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value estimation. The proposed model is simple and flexible…

Machine Learning · Statistics 2013-04-03 Jairo Fuquene

Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…

Methodology · Statistics 2024-05-14 María Xosé Rodríguez-Álvarez , Vanda Inácio , Nadja Klein