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In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…

Statistics Theory · Mathematics 2020-05-04 Sucharita Roy , Sourabh Bhattacharya

This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailor-made to address inferential questions arising in a wide range of…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James

When random effects are correlated with sample design variables, the usual approach of employing individual survey weights (constructed to be inversely proportional to the unit survey inclusion probabilities) to form a pseudo-likelihood no…

Methodology · Statistics 2021-08-26 Terrance D. Savitsky , Matthew R. Williams

Discrete mixture models are one of the most successful approaches for density estimation. Under a Bayesian nonparametric framework, Dirichlet process location-scale mixture of Gaussian kernels is the golden standard, both having nice…

Methodology · Statistics 2013-12-02 Antonio Canale , Bruno Scarpa

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…

Machine Learning · Computer Science 2012-06-22 Changyou Chen , Nan Ding , Wray Buntine

We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…

Probability · Mathematics 2010-04-19 Nicolas Bouleau

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

Statistics Theory · Mathematics 2020-09-23 Kolyan Ray , Aad van der Vaart

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

We consider the high energy physics unfolding problem where the goal is to estimate the spectrum of elementary particles given observations distorted by the limited resolution of a particle detector. This important statistical inverse…

Applications · Statistics 2015-11-18 Mikael Kuusela , Victor M. Panaretos

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability…

Methodology · Statistics 2013-10-15 Mingyuan Zhou , Lawrence Carin

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

Machine Learning · Statistics 2019-06-10 Virginia Aglietti , Edwin V. Bonilla , Theodoros Damoulas , Sally Cripps

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…

Probability · Mathematics 2015-10-02 Matthias Schulte , Christoph Thaele

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…

Machine Learning · Statistics 2018-11-09 Maryam Fatemi , Karl Granström , Lennart Svensson , Francisco J. R. Ruiz , Lars Hammarstrand

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

Methodology · Statistics 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

Probability · Mathematics 2007-05-23 Dominic Schuhmacher

This paper proposes a model of interactions between two point processes, ruled by a reproduction function h, which is considered as the intensity of a Poisson process. In particular, we focus on the context of neurosciences to detect…

Statistics Theory · Mathematics 2014-03-07 Laure Sansonnet , Christine Tuleau-Malot

We introduce a density basis of the trigonometric polynomials that is suitable to mixture modelling. Statistical and geometric properties are derived, suggesting it as a circular analogue to the Bernstein polynomial densities. Nonparametric…

Methodology · Statistics 2019-02-26 Olivier Binette , Simon Guillotte
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