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The Dirichlet Process Mixture Model (DPMM) is a Bayesian non-parametric approach widely used for density estimation and clustering. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels…

Methodology · Statistics 2022-02-09 Wei Jing , Michail Papathomas , Silvia Liverani

Consider a Dirichlet process mixture model (DPM) with random precision parameter $\alpha$, inducing $K_n$ clusters over $n$ observations through its latent random partition. Our goal is to specify the prior distribution…

Methodology · Statistics 2025-06-03 Carlo Vicentini , Ian Hyla Jermyn

Dirichlet Process Mixture (DPM) models have been increasingly employed to specify random partition models that take into account possible patterns within the covariates. Furthermore, to deal with large numbers of covariates, methods for…

Applications · Statistics 2016-11-01 William Barcella , Maria De Iorio , Gianluca Baio

Neural networks are the cornerstone of modern machine learning, yet can be difficult to interpret, give overconfident predictions and are vulnerable to adversarial attacks. Bayesian neural networks (BNNs) provide some alleviation of these…

Machine Learning · Statistics 2026-02-24 August Arnstad , Leiv Rønneberg , Geir Storvik

Dirichlet process mixture (DPM) models are widely used for semiparametric Bayesian analysis in educational and behavioral research, yet specifying the concentration parameter remains a critical barrier. Default hyperpriors often impose…

Methodology · Statistics 2026-02-09 JoonHo Lee

A natural Bayesian approach for mixture models with an unknown number of components is to take the usual finite mixture model with Dirichlet weights, and put a prior on the number of components---that is, to use a mixture of finite mixtures…

Methodology · Statistics 2015-02-24 Jeffrey W. Miller , Matthew T. Harrison

For data assumed to come from a finite mixture with an unknown number of components, it has become common to use Dirichlet process mixtures (DPMs) not only for density estimation, but also for inferences about the number of components. The…

Statistics Theory · Mathematics 2013-01-15 Jeffrey W. Miller , Matthew T. Harrison

Dirichlet process mixture models (DPMM) play a central role in Bayesian nonparametrics, with applications throughout statistics and machine learning. DPMMs are generally used in clustering problems where the number of clusters is not known…

Machine Learning · Statistics 2020-10-20 Chiao-Yu Yang , Eric Xia , Nhat Ho , Michael I. Jordan

We present a Dirichlet process mixture model over discrete incomplete rankings and study two Gibbs sampling inference techniques for estimating posterior clusterings. The first approach uses a slice sampling subcomponent for estimating…

Machine Learning · Computer Science 2012-03-19 Marina Meila , Harr Chen

Dirichlet Process Mixtures (DPMs) are a popular class of statistical models to perform density estimation and clustering. However, when the data available have a distribution evolving over time, such models are inadequate. We introduce here…

Methodology · Statistics 2012-06-26 Francois Caron , Manuel Davy , Arnaud Doucet

This paper introduces Dirichlet process mixtures of block $g$ priors for model selection and prediction in linear models. These priors are extensions of traditional mixtures of $g$ priors that allow for differential shrinkage for various…

Methodology · Statistics 2026-05-13 Anupreet Porwal , Abel Rodriguez

Thanks to the reparameterization trick, deep latent Gaussian models have shown tremendous success recently in learning latent representations. The ability to couple them however with nonparamet-ric priors such as the Dirichlet Process (DP)…

Machine Learning · Statistics 2020-07-28 Amine Echraibi , Joachim Flocon-Cholet , Stéphane Gosselin , Sandrine Vaton

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng

The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general…

Machine Learning · Statistics 2018-10-18 Faicel Chamroukhi , Marius Bartcus , Hervé Glotin

Enriched Dirichlet process mixture (EDPM) models are Bayesian nonparametric models which can be used for nonparametric regression and conditional density estimation and which overcome a key disadvantage of jointly modeling the response and…

Computation · Statistics 2023-05-03 Natalie Burns , Michael J. Daniels

Shrinkage priors are a popular Bayesian paradigm to handle sparsity in high-dimensional regression. Still limited, however, is a flexible class of shrinkage priors to handle grouped sparsity, where covariates exhibit some natural grouping…

Methodology · Statistics 2025-12-16 Eric Yanchenko , Kaoru Irie , Shonosuke Sugasawa

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

Machine Learning · Statistics 2014-11-05 Yordan P. Raykov , Alexis Boukouvalas , Max A. Little

In the realm of unsupervised learning, Bayesian nonparametric mixture models, exemplified by the Dirichlet Process Mixture Model (DPMM), provide a principled approach for adapting the complexity of the model to the data. Such models are…

Machine Learning · Computer Science 2022-04-20 Or Dinari , Raz Zamir , John W. Fisher , Oren Freifeld

We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We…

Machine Learning · Statistics 2010-07-16 Lauren A. Hannah , David M. Blei , Warren B. Powell

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
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