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In recent years, we have seen a handful of work on inference algorithms over non-stationary data streams. Given their flexibility, Bayesian non-parametric models are a good candidate for these scenarios. However, reliable streaming…

Machine Learning · Statistics 2022-10-14 Ioar Casado , Aritz Pérez

In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value estimation. The proposed model is simple and flexible…

Machine Learning · Statistics 2013-04-03 Jairo Fuquene

Bayesian nonparametric mixture models are common for modeling complex data. While these models are well-suited for density estimation, recent results proved posterior inconsistency of the number of clusters when the true number of…

Statistics Theory · Mathematics 2024-05-31 Louise Alamichel , Daria Bystrova , Julyan Arbel , Guillaume Kon Kam King

Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…

Methodology · Statistics 2024-05-14 María Xosé Rodríguez-Álvarez , Vanda Inácio , Nadja Klein

We introduce a new nonlinear model for classification, in which we model the joint distribution of response variable, y, and covariates, x, non-parametrically using Dirichlet process mixtures. We keep the relationship between y and x linear…

Statistics Theory · Mathematics 2007-05-23 Babak Shahbaba , Radford M. Neal

It is shown that a simple Dirichlet process mixture of multivariate normals offers Bayesian density estimation with adaptive posterior convergence rates. Toward this, a novel sieve for non-parametric mixture densities is explored, and its…

Statistics Theory · Mathematics 2011-11-18 Surya T. Tokdar

The recently developed semi-parametric generalized linear model (SPGLM) offers more flexibility as compared to the classical GLM by including the baseline or reference distribution of the response as an additional parameter in the model.…

Methodology · Statistics 2024-04-09 Entejar Alam , Peter Müller , Paul J. Rathouz

Recent years have witnessed a surge in the number of large language models (LLMs), yet efficiently managing and utilizing these vast resources remains a significant challenge. In this work, we explore how to learn compact representations of…

Artificial Intelligence · Computer Science 2025-10-02 Jianhao Chen , Chenxu Wang , Gengrui Zhang , Peng Ye , Lei Bai , Wei Hu , Yuzhong Qu , Shuyue Hu

While reinforcement learning (RL) algorithms are achieving state-of-the-art performance in various challenging tasks, they can easily encounter catastrophic forgetting or interference when faced with lifelong streaming information. In the…

Machine Learning · Computer Science 2022-05-24 Zhi Wang , Chunlin Chen , Daoyi Dong

The dirichletprocess package provides software for creating flexible Dirichlet process objects. Users can perform nonparametric Bayesian analysis using Dirichlet processes without the need to program their own inference algorithms. Instead,…

Computation · Statistics 2026-05-05 Gordon J. Ross , Dean Markwick , Priyanshu Tiwari

Although fundamental to the advancement of Machine Learning, the classic evaluation metrics extracted from the confusion matrix, such as precision and F1, are limited. Such metrics only offer a quantitative view of the models' performance,…

Item response theory (IRT) is a popular modeling paradigm for measuring subject latent traits and item properties according to discrete responses in tests or questionnaires. There are very limited discussions on heterogeneity pattern…

Applications · Statistics 2020-06-02 Guanyu Hu , Zhihua Ma , Insu Paek

Mixtures of multivariate normal inverse Gaussian (MNIG) distributions can be used to cluster data that exhibit features such as skewness and heavy tails. However, for cluster analysis, using a traditional finite mixture model framework,…

Methodology · Statistics 2020-05-13 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

The purpose of this paper is to provide guidelines for empirical researchers who use a class of bivariate threshold crossing models with dummy endogenous variables. A common practice employed by the researchers is the specification of the…

Econometrics · Economics 2019-03-06 Sukjin Han , Sungwon Lee

Item Response Theory (IRT) aims to assess latent abilities of respondents based on the correctness of their answers in aptitude test items with different difficulty levels. In this paper, we propose the $\beta^3$-IRT model, which models…

Machine Learning · Statistics 2019-06-04 Yu Chen , Telmo Silva Filho , Ricardo B. C. Prudêncio , Tom Diethe , Peter Flach

Item response theory (IRT) models are a class of statistical models used to describe the response behaviors of individuals to a set of items having a certain number of options. They are adopted by researchers in social science, particularly…

Computation · Statistics 2014-04-16 Angelo Mazza , Antonio Punzo , Brian McGuire

To improve the predictability of complex computational models in the experimentally-unknown domains, we propose a Bayesian statistical machine learning framework utilizing the Dirichlet distribution that combines results of several…

Methodology · Statistics 2023-11-06 Vojtech Kejzlar , Léo Neufcourt , Witold Nazarewicz

We propose a structural equation model, which reduces to a multidimensional latent class item response theory model, for the analysis of binary item responses with non-ignorable missingness. The missingness mechanism is driven by two sets…

Methodology · Statistics 2014-10-21 Silvia Bacci , Francesco Bartolucci

To avoid specification of the error distribution in a regression model, we propose a general nonparametric scale mixture model for the error distribution. For fitting such mixtures, the predictive recursion method is a simple and…

Methodology · Statistics 2015-09-03 Ryan Martin , Zhen Han

Bayesian non-parametric methods based on Dirichlet process mixtures have seen tremendous success in various domains and are appealing in being able to borrow information by clustering samples that share identical parameters. However, such…

Methodology · Statistics 2022-07-04 Suprateek Kundu , Joshua Lukemire