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This paper is concerned with the online estimation of a nonlinear dynamic system from a series of noisy measurements. The focus is on cases wherein outliers are present in-between normal noises. We assume that the outliers follow an unknown…

Computation · Statistics 2019-05-14 Bin Liu

We study a new parametric approach for hidden discrete-time diffusion models. This method is based on contrast minimization and deconvolution and leads to estimate a large class of stochastic models with nonlinear drift and nonlinear…

Statistics Theory · Mathematics 2017-01-01 Salima El Kolei , Florian Pelgrin

Diffusion models have shown remarkable performance on many generative tasks. Despite recent success, most diffusion models are restricted in that they only allow linear transformation of the data distribution. In contrast, broader family of…

Machine Learning · Computer Science 2024-06-04 Grigory Bartosh , Dmitry Vetrov , Christian A. Naesseth

Ensembles of networks arise in various fields where multiple independent networks are observed on the same set of nodes, for example, a collection of brain networks constructed on the same brain regions for different individuals. However,…

Methodology · Statistics 2022-01-21 Sa Ren , Xue Wang , Peng Liu , Jian Zhang

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

In medical research, often, genomic or proteomic data are collected, with measurements frequently subject to uncertainties or errors, making it crucial to accurately separate the signals of the genes or proteins, respectively, from the…

Methodology · Statistics 2025-06-03 Akin Anarat , Jean Krutmann , Holger Schwender

Understanding the how the distribution of an economic outcome, such as income, changes with respect to space and covariates is a key concern for policy makers. To address this, we develop a Bayesian nonparametric model, the Normalised…

Methodology · Statistics 2026-04-28 Ziyou Wang , Jim Griffin , Maria Kalli

We introduce a new approach to probabilistic unsupervised learning based on the recognition-parametrised model (RPM): a normalised semi-parametric hypothesis class for joint distributions over observed and latent variables. Under the key…

Machine Learning · Computer Science 2023-04-21 William I. Walker , Hugo Soulat , Changmin Yu , Maneesh Sahani

We propose a nonparametric Bayesian probabilistic latent variable model for multi-view anomaly detection, which is the task of finding instances that have inconsistent views. With the proposed model, all views of a non-anomalous instance…

Machine Learning · Statistics 2014-11-14 Tomoharu Iwata , Makoto Yamada

The voter model is a classical interacting particle system, modelling how global consensus is formed by local imitation. We analyse the time to consensus for a particular family of voter models when the underlying structure is a scale-free…

Probability · Mathematics 2024-01-11 John Fernley

This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…

Methodology · Statistics 2023-02-08 Chong Zhong , Jin Yang , Junshan Shen , Catherine Liu , Zhaohai Li

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

Mixed Membership Models (MMMs) are a popular family of latent structure models for complex multivariate data. Instead of forcing each subject to belong to a single cluster, MMMs incorporate a vector of subject-specific weights…

Methodology · Statistics 2023-02-16 Yuqi Gu , Elena A. Erosheva , Gongjun Xu , David B. Dunson

We present a framework for learning disentangled and interpretable jointly continuous and discrete representations in an unsupervised manner. By augmenting the continuous latent distribution of variational autoencoders with a relaxed…

Machine Learning · Statistics 2018-10-23 Emilien Dupont

We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…

Statistics Theory · Mathematics 2018-07-06 Johannes T. N. Krebs

A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…

Statistics Theory · Mathematics 2026-04-21 Nils Lid Hjort

Through Diffusion Models (DMs), we have made significant advances in generating high-quality images. Our exploration of these models delves deeply into their core operational principles by systematically investigating key aspects across…

Machine Learning · Computer Science 2024-02-22 Karam Ghanem , Danilo Bzdok

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…

Machine Learning · Statistics 2012-12-03 Sinead A. Williamson , Avinava Dubey , Eric P. Xing

Deep latent variable models (DLVMs) are designed to learn meaningful representations in an unsupervised manner, such that the hidden explanatory factors are interpretable by independent latent variables (aka disentanglement). The…

Machine Learning · Computer Science 2025-01-28 Surojit Saha , Sarang Joshi , Ross Whitaker

Conditional density estimation (CDE) is the task of estimating the probability of an event conditioned on some inputs. A neural network (NN) can also be used to compute the output distribution for continuous-domain, which can be viewed as…

Machine Learning · Computer Science 2021-12-30 Bing Chen , Mazharul Islam , Jisuo Gao , Lin Wang