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Nested sampling is an efficient algorithm for the calculation of the Bayesian evidence and posterior parameter probability distributions. It is based on the step-by-step exploration of the parameter space by Monte Carlo sampling with a…

Computation · Statistics 2024-01-30 M. Trassinelli , Pierre Ciccodicola

Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…

Methodology · Statistics 2026-03-06 Yilei Zhang , Yun Wei , Aritra Guha , XuanLong Nguyen

In this publication, we combine two Bayesian non-parametric models: the Gaussian Process (GP) and the Dirichlet Process (DP). Our innovation in the GP model is to introduce a variation on the GP prior which enables us to model structured…

Machine Learning · Computer Science 2014-04-15 James Hensman , Magnus Rattray , Neil D. Lawrence

Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…

Computation · Statistics 2017-03-01 Maria Lomeli

In the framework of model-based clustering, a model, called multi-partitions clustering, allowing several latent class variables has been proposed. This model assumes that the distribution of the observed data can be factorized into several…

Methodology · Statistics 2023-01-09 Marie du Roy de Chaumaray , Vincent Vandewalle

One of the focal points of the modern literature on Bayesian nonparametrics has been the problem of clustering, or partitioning, where each data point is modeled as being associated with one and only one of some collection of groups called…

Statistics Theory · Mathematics 2013-10-02 Tamara Broderick , Michael I. Jordan , Jim Pitman

This paper presents a novel algorithm, based upon the dependent Dirichlet process mixture model (DDPMM), for clustering batch-sequential data containing an unknown number of evolving clusters. The algorithm is derived via a low-variance…

Machine Learning · Computer Science 2013-11-04 Trevor Campbell , Miao Liu , Brian Kulis , Jonathan P. How , Lawrence Carin

We consider the problem of model-based clustering in the presence of many correlated, mixed continuous and discrete variables, some of which may have missing values. Discrete variables are treated with a latent continuous variable approach…

We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature…

Computation · Statistics 2020-02-26 Yang Ni , Yuan Ji , Peter Mueller

Maximum likelihood estimates (MLEs) are asymptotically normally distributed, and this property is used in meta-analyses to test the heterogeneity of estimates, either for a single cluster or for several sub-groups. More recently, MLEs for…

Statistics Theory · Mathematics 2022-02-28 Anthony J. Webster

We propose a general statistical framework for clustering multiple time series that exhibit nonlinear dynamics into an a-priori-unknown number of sub-groups. Our motivation comes from neuroscience, where an important problem is to identify,…

Machine Learning · Statistics 2019-03-05 Alexander Lin , Yingzhuo Zhang , Jeremy Heng , Stephen A. Allsop , Kay M. Tye , Pierre E. Jacob , Demba Ba

There is a rich literature on Bayesian methods for density estimation, which characterize the unknown density as a mixture of kernels. Such methods have advantages in terms of providing uncertainty quantification in estimation, while being…

Methodology · Statistics 2024-04-10 Shounak Chattopadhyay , Antik Chakraborty , David B. Dunson

Statistical agencies and other institutions collect data under the promise to protect the confidentiality of respondents. When releasing microdata samples, the risk that records can be identified must be assessed. To this aim, a widely…

Applications · Statistics 2015-06-03 Cinzia Carota , Maurizio Filippone , Roberto Leombruni , Silvia Polettini

Variation in the evolutionary process across the sites of nucleotide sequence alignments is well established, and is an increasingly pervasive feature of datasets composed of gene regions sampled from multiple loci and/or different genomes.…

Populations and Evolution · Quantitative Biology 2014-09-04 Brian R. Moore , Jim McGuire , Fredrik Ronquist , John P. Huelsenbeck

To understand biological diversification, it is important to account for large-scale processes that affect the evolutionary history of groups of co-distributed populations of organisms. Such events predict temporally clustered divergences…

Populations and Evolution · Quantitative Biology 2014-08-11 Jamie R. Oaks

In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior on the set of all bivariate spherically symmetric…

Statistics Theory · Mathematics 2018-08-02 Reyhaneh Hosseini , Mahmoud Zarepour

Discrete random probability measures and the exchangeable random partitions they induce are key tools for addressing a variety of estimation and prediction problems in Bayesian inference. Indeed, many popular nonparametric priors, such as…

Statistics Theory · Mathematics 2015-03-03 P. De Blasi , S. Favaro , A. Lijoi , R. H. Mena , I. Pruenster , M. Ruggiero

There is an increasingly rich literature about Bayesian nonparametric models for clustering functional observations. However, most of the recent proposals rely on infinite-dimensional characterizations that might lead to overly complex…

Methodology · Statistics 2019-07-05 Tommaso Rigon

Probabilistic clustering models (or equivalently, mixture models) are basic building blocks in countless statistical models and involve latent random variables over discrete spaces. For these models, posterior inference methods can be…

Machine Learning · Statistics 2020-06-24 Ari Pakman , Yueqi Wang , Catalin Mitelut , JinHyung Lee , Liam Paninski

Dirichlet process (DP) mixture models provide a flexible Bayesian framework for density estimation. Unfortunately, their flexibility comes at a cost: inference in DP mixture models is computationally expensive, even when conjugate…

Machine Learning · Computer Science 2009-07-13 Hal Daumé
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