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Bhattacharya (2021b) has introduced a novel methodology for generating iid realizations from any target distribution on the Euclidean space, irrespective of dimensionality. In this article, our purpose is two-fold. We first extend the…

Methodology · Statistics 2021-12-16 Sourabh Bhattacharya

Intractable posterior distributions of parameters with intractable normalizing constants depending upon the parameters are known as doubly intractable posterior distributions. The terminology itself indicates that obtaining Bayesian…

Computation · Statistics 2021-12-16 Sourabh Bhattacharya

We propose a novel methodology for drawing iid realizations from any target distribution on the Euclidean space with arbitrary dimension. No assumption of compact support is necessary for the validity of our theory and method. Our idea is…

Computation · Statistics 2026-02-24 Sourabh Bhattacharya

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

Machine Learning · Statistics 2014-11-05 Yordan P. Raykov , Alexis Boukouvalas , Max A. Little

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

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

Increasingly complex datasets pose a number of challenges for Bayesian inference. Conventional posterior sampling based on Markov chain Monte Carlo can be too computationally intensive, is serial in nature and mixes poorly between posterior…

Machine Learning · Statistics 2019-08-27 Edwin Fong , Simon Lyddon , Chris Holmes

The hierarchical Dirichlet process (HDP) has become an important Bayesian nonparametric model for grouped data, such as document collections. The HDP is used to construct a flexible mixed-membership model where the number of components is…

Machine Learning · Statistics 2012-01-10 Chong Wang , David M. Blei

In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently…

Machine Learning · Computer Science 2020-02-04 Zhanyu Ma , Yuping Lai

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

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

This paper concerns the use of Markov chain Monte Carlo methods for posterior sampling in Bayesian nonparametric mixture models with normalized random measure priors. Making use of some recent posterior characterizations for the class of…

Methodology · Statistics 2013-10-03 Stefano Favaro , Yee Whye Teh

We present a Dirichlet process mixture model over discrete incomplete rankings and study two Gibbs sampling inference techniques for estimating posterior clusterings. The first approach uses a slice sampling subcomponent for estimating…

Machine Learning · Computer Science 2012-03-19 Marina Meila , Harr Chen

We consider the estimation of Dirichlet Process Mixture Models (DPMMs) in distributed environments, where data are distributed across multiple computing nodes. A key advantage of Bayesian nonparametric models such as DPMMs is that they…

Machine Learning · Statistics 2017-09-20 Ruohui Wang , Dahua Lin

We consider the problem of drawing samples from posterior distributions formed under a Dirichlet prior and a truncated multinomial likelihood, by which we mean a Multinomial likelihood function where we condition on one or more counts being…

Methodology · Statistics 2012-09-04 Matthew James Johnson , Alan S. Willsky

The hierarchical Dirichlet process is the cornerstone of Bayesian nonparametric multilevel models. Its generative model can be described through a set of latent variables, commonly referred to as tables within the popular restaurant…

Statistics Theory · Mathematics 2025-05-06 Marta Catalano , Claudio Del Sole

Probabilistic mixture models are recognized as effective tools for unsupervised outlier detection owing to their interpretability and global characteristics. Among these, Dirichlet process mixture models stand out as a strong alternative to…

Machine Learning · Computer Science 2024-07-26 Dongwook Kim , Juyeon Park , Hee Cheol Chung , Seonghyun Jeong

Dirichlet process mixtures are flexible non-parametric models, particularly suited to density estimation and probabilistic clustering. In this work we study the posterior distribution induced by Dirichlet process mixtures as the sample size…

Statistics Theory · Mathematics 2022-11-29 Filippo Ascolani , Antonio Lijoi , Giovanni Rebaudo , Giacomo Zanella

Time series data may exhibit clustering over time and, in a multiple time series context, the clustering behavior may differ across the series. This paper is motivated by the Bayesian non--parametric modeling of the dependence between the…

Statistics Theory · Mathematics 2011-09-23 Federico Bassetti , Roberto Casarin , Fabrizio Leisen

To identify novel dynamic patterns of gene expression, we develop a statistical method to cluster noisy measurements of gene expression collected from multiple replicates at multiple time points, with an unknown number of clusters. We…

Applications · Statistics 2013-12-02 Audrey Qiuyan Fu , Steven Russell , Sarah J. Bray , Simon Tavaré
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