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In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value estimation. The proposed model is simple and flexible…

Machine Learning · Statistics 2013-04-03 Jairo Fuquene

We present a Bayesian model for estimating the joint distribution of multivariate categorical data when units are nested within groups. Such data arise frequently in social science settings, for example, people living in households. The…

Methodology · Statistics 2016-10-31 Jingchen Hu , Jerome P. Reiter , Quanli Wang

Robust statistical data modelling under potential model mis-specification often requires leaving the parametric world for the nonparametric. In the latter, parameters are infinite dimensional objects such as functions, probability…

We develop a nonparametric Bayesian modeling approach to ordinal regression based on priors placed directly on the discrete distribution of the ordinal responses. The prior probability models are built from a structured mixture of…

Methodology · Statistics 2024-03-25 Jizhou Kang , Athanasios Kottas

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…

Methodology · Statistics 2021-04-23 Danilo Alvares , Francisco Javier Rubio

Datasets containing large samples of time-to-event data arising from several small heterogeneous groups are commonly encountered in statistics. This presents problems as they cannot be pooled directly due to their heterogeneity or analyzed…

Machine Learning · Statistics 2016-12-05 Alexandre Piché , Russell Steele , Ian Shrier , Stephanie Long

For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…

Methodology · Statistics 2023-08-01 Sara Wade , Vanda Inacio , Sonia Petrone

In population studies, it is standard to sample data via designs in which the population is divided into strata, with the different strata assigned different probabilities of inclusion. Although there have been some proposals for including…

Methodology · Statistics 2014-09-29 T. Kunihama , A. H. Herring , C. T. Halpern , D. B. Dunson

In this article, we introduce mixture representations for likelihood ratio ordered distributions. Essentially, the ratio of two probability densities, or mass functions, is monotone if and only if one can be expressed as a mixture of…

Methodology · Statistics 2023-10-30 Michael Jauch , Andrés F. Barrientos , Víctor Peña , David S. Matteson

We develop a Bayesian nonparametric autoregressive model applied to flexibly estimate general transition densities exhibiting nonlinear lag dependence. Our approach is related to Bayesian density regression using Dirichlet process mixtures,…

Methodology · Statistics 2023-02-14 Matthew Heiner , Athanasios Kottas

Finite mixture models are flexible methods that are commonly used for model-based clustering. A recent focus in the model-based clustering literature is to highlight the difference between the number of components in a mixture model and the…

Methodology · Statistics 2023-08-03 Garritt L. Page , Massimo Ventrucci , Maria Franco-Villoria

Bayesian nonparametric marginal methods are very popular since they lead to fairly easy implementation due to the formal marginalization of the infinite-dimensional parameter of the model. However, the straightforwardness of these methods…

Methodology · Statistics 2016-05-04 Julyan Arbel , Antonio Lijoi , Bernardo Nipoti

Clustering multivariate binary data is of interest in many scientific fields, including ecology, biomedicine, and social policy. Beyond heuristic clustering algorithms, such data can be modelled using multivariate Bernoulli mixture models.…

Methodology · Statistics 2026-04-24 Luisa Ferrari , Maria Franco Villoria , Garritt L. Page , Alex Laini

We propose a Bayesian nonparametric model for mixed-type bounded data, where some variables are compositional and others are interval-bounded. Compositional variables are non-negative and sum to a given constant, such as the proportion of…

Methodology · Statistics 2025-03-13 Rufeng Liu , Claudia Wehrhahn , Andrés F. Barrientos , Alejandro Jara

To improve the predictability of complex computational models in the experimentally-unknown domains, we propose a Bayesian statistical machine learning framework utilizing the Dirichlet distribution that combines results of several…

Methodology · Statistics 2023-11-06 Vojtech Kejzlar , Léo Neufcourt , Witold Nazarewicz

Item response theory (IRT) models typically rely on a normality assumption for subject-specific latent traits, which is often unrealistic in practice. Semiparametric extensions based on Dirichlet process mixtures offer a more flexible…

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

We consider the class of Erlang mixtures for the task of density estimation on the positive real line when the only available information is given as local moments, a histogram with potentially higher order moments in some bins. By…

Statistics Theory · Mathematics 2024-02-27 Oskar Laverny , Philippe Lambert

Detection heterogeneity is inherent to ecological data, arising from factors such as varied terrain or weather conditions, inconsistent sampling effort, or heterogeneity of individuals themselves. Incorporating additional covariates into a…

Applications · Statistics 2021-08-27 Daniel Turek , Claudia Wehrhahn , Olivier Gimenez

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