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Mean shift is a simple interactive procedure that gradually shifts data points towards the mode which denotes the highest density of data points in the region. Mean shift algorithms have been effectively used for data denoising, mode…

Machine Learning · Computer Science 2021-05-11 Saptarshi Chakraborty , Debolina Paul , Swagatam Das

Nested sampling is a powerful approach to Bayesian inference ultimately limited by the computationally demanding task of sampling from a heavily constrained probability distribution. An effective algorithm in its own right, Hamiltonian…

Data Analysis, Statistics and Probability · Physics 2015-03-02 M. J. Betancourt

Nested sampling (NS) computes parameter posterior distributions and makes Bayesian model comparison computationally feasible. Its strengths are the unsupervised navigation of complex, potentially multi-modal posteriors until a well-defined…

Computation · Statistics 2023-07-11 Johannes Buchner

Quality by design in pharmaceutical manufacturing hinges on computational methods and tools that are capable of accurate quantitative prediction of the design space. This paper investigates Bayesian approaches to design space…

We introduce a modified model of random walk, and then develop two novel clustering algorithms based on it. In the algorithms, each data point in a dataset is considered as a particle which can move at random in space according to the…

Machine Learning · Computer Science 2008-10-31 Qiang Li , Yan He , Jing-ping Jiang

Bayesian model-based clustering is a widely applied procedure for discovering groups of related observations in a dataset. These approaches use Bayesian mixture models, estimated with MCMC, which provide posterior samples of the model…

Methodology · Statistics 2018-09-24 Ketong Wang , Michael D. Porter

Clustering is widely studied in statistics and machine learning, with applications in a variety of fields. As opposed to classical algorithms which return a single clustering solution, Bayesian nonparametric models provide a posterior over…

Methodology · Statistics 2019-02-11 Sara Wade , Zoubin Ghahramani

We introduce dynamic nested sampling: a generalisation of the nested sampling algorithm in which the number of "live points" varies to allocate samples more efficiently. In empirical tests the new method significantly improves calculation…

Computation · Statistics 2019-08-27 Edward Higson , Will Handley , Mike Hobson , Anthony Lasenby

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

Stochastic sampling based trackers have shown good performance for abrupt motion tracking so that they have gained popularity in recent years. However, conventional methods tend to use a two-stage sampling paradigm, in which the search…

Computer Vision and Pattern Recognition · Computer Science 2015-03-11 Tianfei Zhou , Yao Lu , Feng Lv , Huijun Di , Qingjie Zhao , Jian Zhang

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

In performing a Bayesian analysis, two difficult problems often emerge. First, in estimating the parameters of some model for the data, the resulting posterior distribution may be multi-modal or exhibit pronounced (curving) degeneracies.…

Instrumentation and Methods for Astrophysics · Physics 2013-12-20 F. Feroz , J. Skilling

We present a stochastic version of the mean-shift clustering algorithm. In this stochastic version a randomly chosen sequence of data points move according to partial gradient ascent steps of the objective function. Theoretical results…

Machine Learning · Computer Science 2025-11-13 Itshak Lapidot , Yann Sepulcre , Tom Trigano

Bayesian inference with nested sampling requires a likelihood-restricted prior sampling method, which draws samples from the prior distribution that exceed a likelihood threshold. For high-dimensional problems, Markov Chain Monte Carlo…

Computation · Statistics 2023-02-13 Johannes Buchner

Bayesian inference involves two main computational challenges. First, in estimating the parameters of some model for the data, the posterior distribution may well be highly multi-modal: a regime in which the convergence to stationarity of…

Instrumentation and Methods for Astrophysics · Physics 2019-12-10 F. Feroz , M. P. Hobson , E. Cameron , A. N. Pettitt

The paper presents a novel approach for unsupervised techniques in the field of clustering. A new method is proposed to enhance existing literature models using the proper Bayesian bootstrap to improve results in terms of robustness and…

Machine Learning · Statistics 2024-09-16 Federico Maria Quetti , Silvia Figini , Elena ballante

We introduce a novel technique within the Nested Sampling framework to enhance efficiency of the computation of Bayesian evidence, a critical component in scientific data analysis. In higher dimensions, Nested Sampling relies on Markov…

Instrumentation and Methods for Astrophysics · Physics 2023-12-19 Joshua G. Albert

In many modern applications, there is interest in analyzing enormous data sets that cannot be easily moved across computers or loaded into memory on a single computer. In such settings, it is very common to be interested in clustering.…

Computation · Statistics 2020-05-15 Hanyu Song , Yingjian Wang , David B. Dunson

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

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

Computation · Statistics 2020-05-07 Yuan Fang , Dimitris Karlis , Sanjeena Subedi
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