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In Bayesian inference for mixture models with an unknown number of components, a finite mixture model is usually employed that assumes prior distributions for mixing weights and the number of components. This model is called a mixture of…

Methodology · Statistics 2025-12-25 Fumiya Iwashige , Shintaro Hashimoto

Bayesian models offer great flexibility for clustering applications---Bayesian nonparametrics can be used for modeling infinite mixtures, and hierarchical Bayesian models can be utilized for sharing clusters across multiple data sets. For…

Machine Learning · Computer Science 2012-06-15 Brian Kulis , Michael I. Jordan

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

In many modern applications, there is interest in analyzing enormous data sets that cannot be easily moved across computers or loaded into memory on a single computer. In such settings, it is very common to be interested in clustering.…

Computation · Statistics 2020-05-15 Hanyu Song , Yingjian Wang , David B. Dunson

In mixture modeling and clustering applications, the number of components and clusters is often not known. A stick-breaking mixture model, such as the Dirichlet process mixture model, is an appealing construction that assumes infinitely…

Methodology · Statistics 2024-03-05 Cheng Zeng , Jeffrey W. Miller , Leo L. Duan

The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong…

Statistics Theory · Mathematics 2024-10-14 Pietro Coretto , Christian Hennig

The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…

Applications · Statistics 2019-05-17 Arrigo Coen , Beatriz Godínez-Chaparro

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

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…

Machine Learning · Statistics 2012-12-03 Sinead A. Williamson , Avinava Dubey , Eric P. Xing

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

We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…

Statistics Theory · Mathematics 2023-04-12 Surya T. Tokdar , Ryan Martin

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 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…

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

The two most extended density-based approaches to clustering are surely mixture model clustering and modal clustering. In the mixture model approach, the density is represented as a mixture and clusters are associated to the different…

Machine Learning · Statistics 2016-09-16 José E. Chacón

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

We develop a structural framework for modeling and inferring unobserved heterogeneity in dynamic panel-data models. Unlike methods treating clustering as a descriptive device, we model heterogeneity as arising from a latent clustering…

Econometrics · Economics 2025-10-29 Jean-Pierre Florens , Anna Simoni

Mixture models are commonly used in applications with heterogeneity and overdispersion in the population, as they allow the identification of subpopulations. In the Bayesian framework, this entails the specification of suitable prior…

Methodology · Statistics 2023-06-21 Andrea Cremaschi , Timothy M. Wertz , Maria De Iorio

With the widespread success of deep neural networks in science and technology, it is becoming increasingly important to quantify the uncertainty of the predictions produced by deep learning. In this paper, we introduce a new method that…

Machine Learning · Computer Science 2019-08-15 Qingyang Wu , He Li , Lexin Li , Zhou Yu

This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…

Statistics Theory · Mathematics 2007-08-22 Stephen G. Walker , Antonio Lijoi , Igor Prünster