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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

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 propose Dirichlet Process Mixture (DPM) models for prediction and cluster-wise variable selection, based on two choices of shrinkage baseline prior distributions for the linear regression coefficients, namely the Horseshoe prior and…

Methodology · Statistics 2021-02-26 Dawei Ding , George Karabatsos

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

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

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

Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models…

Statistics Theory · Mathematics 2018-06-22 Łukasz Rajkowski

Although discrete mixture modeling has formed the backbone of the literature on Bayesian density estimation, there are some well known disadvantages. We propose an alternative class of priors based on random nonlinear functions of a uniform…

Statistics Theory · Mathematics 2015-03-19 Suprateek Kundu , David B. Dunson

Density estimation represents one of the most successful applications of Bayesian nonparametrics. In particular, Dirichlet process mixtures of normals are the gold standard for density estimation and their asymptotic properties have been…

Statistics Theory · Mathematics 2015-07-02 Antonio Canale , Pierpaolo De Blasi

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

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

In binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive…

Machine Learning · Computer Science 2012-09-27 Ruefei He , Jonathan Shapiro

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

We show that rate-adaptive multivariate density estimation can be performed using Bayesian methods based on Dirichlet mixtures of normal kernels with a prior distribution on the kernel's covariance matrix parameter. We derive sufficient…

Statistics Theory · Mathematics 2013-08-22 Weining Shen , Surya T. Tokdar , Subhashis Ghosal

In many applications, a finite mixture is a natural model, but it can be difficult to choose an appropriate number of components. To circumvent this choice, investigators are increasingly turning to Dirichlet process mixtures (DPMs), and…

Statistics Theory · Mathematics 2013-09-03 Jeffrey W. Miller , Matthew T. Harrison

Location-scale Dirichlet process mixtures of Gaussians (DPM-G) have proved extremely useful in dealing with density estimation and clustering problems in a wide range of domains. Motivated by an astronomical application, in this work we…

Methodology · Statistics 2020-07-14 Julyan Arbel , Riccardo Corradin , Bernardo Nipoti

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 models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. Prior specification is, however, relatively…

Methodology · Statistics 2021-10-27 Ryan Giordano , Runjing Liu , Michael I. Jordan , Tamara Broderick

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

Dirichlet process mixture model (DPMM) is a popular Bayesian nonparametric model. In this paper, we apply this model to weighted data and then estimate the un-weighted distribution from the corresponding weighted distribution using the…

Computation · Statistics 2018-12-12 Soghra Bohlourihajjar , Soleiman Khazaei
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