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The paper introduces the concept of a cluster structure to define a joint distribution of the sample size and its exchangeable random partitions. The cluster structure allows the probability distribution of the random partitions of a subset…

Methodology · Statistics 2013-10-08 Mingyuan Zhou

The Pitman-Yor process is a random probability distribution, that can be used as a prior distribution in a nonparametric Bayesian analysis. The process is of species sampling type and generates discrete distributions, which yield of the…

Statistics Theory · Mathematics 2021-12-10 S. E. M. P. Franssen , A. W. van der Vaart

Joint species distribution models are popular in ecology for modeling covariate effects on species occurrence, while characterizing cross-species dependence. Data consist of multivariate binary indicators of the occurrences of different…

Methodology · Statistics 2025-07-08 Federica Stolf , David B. Dunson

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

Statistical techniques used in air pollution modelling usually lack the possibility to understand which predictors affect air pollution in which functional form; and are not able to regress on exceedances over certain thresholds imposed by…

Methodology · Statistics 2021-05-25 Nadja Klein , Jorge Mateu

We describe a new method for evaluating Bayes factors. The key idea is to introduce a hypermodel in which the competing models are components of a mixture distribution. Inference for the mixing probabilities then yields estimates of the…

Methodology · Statistics 2016-02-16 Philip D. O'Neill , Theodore Kypraios

This paper introduces a general class of hierarchical nonparametric prior distributions. The random probability measures are constructed by a hierarchy of generalized species sampling processes with possibly non-diffuse base measures. The…

Methodology · Statistics 2018-03-16 Federico Bassetti , Roberto Casarin , Luca Rossini

In this paper we consider a Bayesian framework for making inferences about dynamical systems from ergodic observations. The proposed Bayesian procedure is based on the Gibbs posterior, a decision theoretic generalization of standard…

Statistics Theory · Mathematics 2019-01-28 Kevin McGoff , Sayan Mukherjee , Andrew Nobel

A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…

Methodology · Statistics 2015-09-03 Jim E. Griffin , Fabrizio Leisen

Model-based clustering is a powerful tool that is often used to discover hidden structure in data by grouping observational units that exhibit similar response values. Recently, clustering methods have been developed that permit…

Methodology · Statistics 2025-06-24 Sally Paganin , Garritt L. Page , Fernando Andrés Quintana

Nonparametric Bayesian approaches based on Gaussian processes have recently become popular in the empirical learning community. They encompass many classical methods of statistics, like Radial Basis Functions or various splines, and are…

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

We describe an adaptation of the simulated annealing algorithm to nonparametric clustering and related probabilistic models. This new algorithm learns nonparametric latent structure over a growing and constantly churning subsample of…

Machine Learning · Statistics 2019-10-25 Fritz Obermeyer , Jonathan Glidden , Eric Jonas

The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…

Methodology · Statistics 2019-07-04 Peyman Jalali , Kshitij Khare , George Michailidis

We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain…

Machine Learning · Computer Science 2012-07-02 Frank Wood , Thomas Griffiths , Zoubin Ghahramani

The unseen-species problem assumes $n\geq1$ samples from a population of individuals belonging to different species, possibly infinite, and calls for estimating the number $K_{n,m}$ of hitherto unseen species that would be observed if…

Methodology · Statistics 2025-01-28 Claudia Contardi , Emanuele Dolera , Stefano Favaro

This paper presents objective priors for robust Bayesian estimation against outliers based on divergences. The minimum $\gamma$-divergence estimator is well-known to work well estimation against heavy contamination. The robust Bayesian…

Methodology · Statistics 2021-02-03 Tomoyuki Nakagawa , Shintaro Hashimoto

Catalytic prior distributions provide general, easy-to-use, and interpretable specifications of prior distributions for Bayesian analysis. They are particularly beneficial when the observed data are inadequate to stably estimate a complex…

Methodology · Statistics 2023-09-25 Dongming Huang , Feicheng Wang , Donald B. Rubin , S. C. Kou

Bayesian methods are increasingly applied in these days in the theory and practice of statistics. Any Bayesian inference depends on a likelihood and a prior. Ideally one would like to elicit a prior from related sources of information or…

Methodology · Statistics 2011-08-11 Malay Ghosh

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

The cumulative shrinkage process is an increasing shrinkage prior that can be employed within models in which additional terms are supposed to play a progressively negligible role. A natural application is to Gaussian factor models, where…

Computation · Statistics 2020-08-13 Sirio Legramanti