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Random walks of n steps taken into independent uniformly random directions in a d-dimensional Euclidean space (d larger than 1), are named Dirichlet when their step lengths are distributed according to a Dirichlet law. The latter continuous…

Statistical Mechanics · Physics 2015-03-24 Gerard Le Caer

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

Machine Learning · Statistics 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani

In this paper, we provide an explicit probability distribution for classification purposes. It is derived from the Bayesian nonparametric mixture of Dirichlet process model, but with suitable modifications which remove unsuitable aspects of…

Applications · Statistics 2009-05-05 Ruth Fuentes-Garcia , Ramses H Mena , Stephen G Walker

Flexible regression methods where interest centres on the way that the whole distribution of a response vector changes with covariates are very useful in some applications. A recently developed technique in this regard uses the…

Computation · Statistics 2016-03-01 Meng Hwee Victor Ong , David J. Nott , Ajay Jasra

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…

Probability · Mathematics 2007-05-23 Shui Feng

Regression models are used in a wide range of applications providing a powerful scientific tool for researchers from different fields. Linear, or simple parametric, models are often not sufficient to describe complex relationships between…

Machine Learning · Statistics 2021-11-24 Aliaksandr Hubin , Geir Storvik , Florian Frommlet

Gene-gene interactions are often regarded as playing significant roles in influencing variabilities of complex traits. Although much research has been devoted to this area, to date a comprehensive statistical model that addresses the…

Applications · Statistics 2018-04-18 Durba Bhattacharya , Sourabh Bhattacharya

In Bayesian multilevel models, the data are structured in interconnected groups, and their posteriors borrow information from one another due to prior dependence between latent parameters. However, little is known about the behaviour of the…

Statistics Theory · Mathematics 2025-09-25 Marta Catalano , Hugo Lavenant , Francesco Mascari

In longitudinal studies, it is not uncommon to make multiple attempts to collect a measurement after baseline. Recording whether these attempts are successful provides useful information for the purposes of assessing missing data…

Methodology · Statistics 2023-05-10 Michael J. Daniels , Minji Lee , Wei Feng

The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

Statistics Theory · Mathematics 2014-07-03 Antonio Lijoi , Bernardo Nipoti , Igor Prünster

We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Aad van der Vaart

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

Methodology · Statistics 2025-02-04 Yidong Zhou , Hans-Georg Müller

Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…

Machine Learning · Computer Science 2023-12-19 Inga Strümke , Helge Langseth

Many existing approaches for generating predictions in settings with distribution shift model distribution shifts as adversarial or low-rank in suitable representations. In various real-world settings, however, we might expect shifts to…

Machine Learning · Statistics 2023-10-31 Kirk Bansak , Elisabeth Paulson , Dominik Rothenhäusler

We introduce a generic class of dynamic nonlinear heterogeneous parameter models that incorporate individual and time fixed effects in both the intercept and slope. These models are subject to the incidental parameter problem, in that the…

Econometrics · Economics 2026-01-27 Xuan Leng , Jiaming Mao , Yutao Sun

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

We consider the reduction of parametric families of linear dynamical systems having an affine parameter dependence that differ from one another by a low-rank variation in the state matrix. Usual approaches for parametric model reduction…

Numerical Analysis · Mathematics 2019-12-25 Christopher Beattie , Serkan Gugercin , Zoran Tomljanovic

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 study the convergence rates of empirical Bayes posterior distributions for nonparametric and high-dimensional inference. We show that as long as the hyperparameter set is discrete, the empirical Bayes posterior distribution induced by…

Statistics Theory · Mathematics 2020-09-10 Fengshuo Zhang , Chao Gao

`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we…

Machine Learning · Statistics 2013-02-04 Barnabas Poczos , Alessandro Rinaldo , Aarti Singh , Larry Wasserman