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Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density $f_0$ of its jump sizes, as well as of its intensity $\lambda_0.$ We take a Bayesian approach to the problem and…

Statistics Theory · Mathematics 2023-02-27 Shota Gugushvili , Frank van der Meulen , Peter Spreij

Modern manufacturing systems often experience multiple and unpredictable failure behaviors, yet most existing prognostic models assume a fixed, known set of failure modes with labeled historical data. This assumption limits the use of…

Applications · Statistics 2026-02-24 Kani Fu , Sanduni S Disanayaka Mudiyanselage , Chunli Dai , Minhee Kim

We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…

Applications · Statistics 2017-10-03 Christos Merkatas , Konstantinos Kaloudis , Spyridon J. Hatjispyros

We introduce a novel bivariate copula model able to capture both the central and tail dependence of the joint probability distribution. Model that can capture the dependence structure within the joint tail have important implications in…

Methodology · Statistics 2025-08-01 Maria Concepción Ausín , Maria Kalli

In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the…

Methodology · Statistics 2012-07-05 Antonio Punzo

Mixed membership models, or partial membership models, are a flexible unsupervised learning method that allows each observation to belong to multiple clusters. In this paper, we propose a Bayesian mixed membership model for functional data.…

Model-based clustering is widely-used in a variety of application areas. However, fundamental concerns remain about robustness. In particular, results can be sensitive to the choice of kernel representing the within-cluster data density.…

Machine Learning · Statistics 2019-06-27 Leo L Duan , David B Dunson

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Machine Learning · Statistics 2019-10-29 Christian Soize , Roger Ghanem

We consider the problem of clustering grouped data with possibly non-exchangeable groups whose dependencies can be characterized by a known directed acyclic graph. To allow the sharing of clusters among the non-exchangeable groups, we…

Cluster sampling is common in survey practice, and the corresponding inference has been predominantly design-based. We develop a Bayesian framework for cluster sampling and account for the design effect in the outcome modeling. We consider…

Methodology · Statistics 2020-06-24 Susanna Makela , Yajuan Si , Andrew Gelman

We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…

Methodology · Statistics 2018-04-17 Kangrui Wang , Dalia Chakrabarty

Compositional data, representing proportions constrained to the simplex, arise in diverse fields such as geosciences, ecology, genomics, and microbiome research. Existing nonparametric density estimation methods often rely on…

Methodology · Statistics 2025-10-10 Jiajin Xie , Yong Wang , Eduardo García-Portugués

This paper demonstrates the advantages of sharing information about unknown features of covariates across multiple model components in various nonparametric regression problems including multivariate, heteroscedastic, and semi-continuous…

Methodology · Statistics 2019-06-11 Antonio R. Linero , Debajyoti Sinha , Stuart R. Lipsitz

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…

Methodology · Statistics 2022-09-13 Martin Jankowiak

Rating procedure is crucial in many applied fields (e.g., educational, clinical, emergency). It implies that a rater (e.g., teacher, doctor) rates a subject (e.g., student, doctor) on a rating scale. Given raters variability, several…

Methodology · Statistics 2026-01-14 Giuseppe Mignemi , Ioanna Manolopoulou

Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…

Statistics Theory · Mathematics 2015-06-08 Shota Gugushvili , Frank van der Meulen , Peter Spreij

Understanding the association between dietary patterns and health outcomes, such as the cancer risk, is crucial to inform public health guidelines and shaping future dietary interventions. However, dietary intake data present several…

Methodology · Statistics 2025-10-10 Blake Hansen , Dafne Zorzetto , Valeria Edefonti , Roberta De Vito

Clustering is commonly performed as an initial analysis step for uncovering structure in 'omics datasets, e.g. to discover molecular subtypes of disease. The high-throughput, high-dimensional nature of these datasets means that they provide…

Methodology · Statistics 2023-03-02 Paul D. W. Kirk , Filippo Pagani , Sylvia Richardson

Bayesian Additive Regression Trees (BART) is a flexible machine learning algorithm capable of capturing nonlinearities between an outcome and covariates and interaction among covariates. We extend BART to a semiparametric regression…

Applications · Statistics 2018-06-13 Bret Zeldow , Vincent Lo Re , Jason Roy
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