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In the present paper new light is shed on the non-central extensions of the Dirichlet distribution. Due to several probabilistic and inferential properties and to the easiness of parameter interpretation, the Dirichlet distribution proves…

Statistics Theory · Mathematics 2021-08-02 Carlo Orsi

Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning…

Machine Learning · Computer Science 2026-01-27 Adrienne M. Propp , Jonas A. Actor , Elise Walker , Houman Owhadi , Nathaniel Trask , Daniel M. Tartakovsky

Sum-Product Networks (SPN) have recently emerged as a new class of tractable probabilistic graphical models. Unlike Bayesian networks and Markov networks where inference may be exponential in the size of the network, inference in SPNs is in…

Machine Learning · Computer Science 2016-07-19 Mazen Melibari , Pascal Poupart , Prashant Doshi , George Trimponias

Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample…

Machine Learning · Statistics 2024-11-11 Nicola Bariletto , Nhat Ho

Data-driven anomaly detection methods typically build a model for the normal behavior of the target system, and score each data instance with respect to this model. A threshold is invariably needed to identify data instances with high (or…

Machine Learning · Statistics 2019-10-09 Sreelekha Guggilam , S. M. Arshad Zaidi , Varun Chandola , Abani Patra

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

There is a rich literature proposing methods and establishing asymptotic properties of Bayesian variable selection methods for parametric models, with a particular focus on the normal linear regression model and an increasing emphasis on…

Statistics Theory · Mathematics 2011-08-16 Suprateek Kundu , David B. Dunson

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that…

Machine Learning · Computer Science 2023-10-31 Tianyu Pang , Cheng Lu , Chao Du , Min Lin , Shuicheng Yan , Zhijie Deng

Bayesian models that mix multiple Dirichlet prior parameters, called Multi-Dirichlet priors (MD) in this paper, are gaining popularity. Inferring mixing weights and parameters of mixed prior distributions seems tricky, as sums over…

Machine Learning · Statistics 2017-08-18 Christoph Carl Kling

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 present a probabilistic model for unsupervised alignment of high-dimensional time-warped sequences based on the Dirichlet Process Mixture Model (DPMM). We follow the approach introduced in (Kazlauskaite, 2018) of simultaneously…

Machine Learning · Statistics 2018-11-28 Ieva Kazlauskaite , Ivan Ustyuzhaninov , Carl Henrik Ek , Neill D. F. Campbell

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Methodology · Statistics 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

Dirichlet processes (DP) are widely applied in Bayesian nonparametric modeling. However, in their basic form they do not directly integrate dependency information among data arising from space and time. In this paper, we propose location…

Machine Learning · Statistics 2017-07-04 Shiliang Sun , John Paisley , Qiuyang Liu

Many modern data analysis problems involve inferences from streaming data. However, streaming data is not easily amenable to the standard probabilistic modeling approaches, which assume that we condition on finite data. We develop…

Machine Learning · Statistics 2015-07-23 James McInerney , Rajesh Ranganath , David M. Blei

Mixture Density Networks (MDNs) can be used to generate probability density functions of model parameters $\boldsymbol{\theta}$ given a set of observables $\mathbf{x}$. In some applications, training data are available only for discrete…

Data Analysis, Statistics and Probability · Physics 2021-08-18 Charles Burton , Spencer Stubbs , Peter Onyisi

Dependent Dirichlet processes (DDP) have been widely applied to model data from distributions over collections of measures which are correlated in some way. On the other hand, in recent years, increasing research efforts in machine learning…

Machine Learning · Computer Science 2021-06-17 Xiaoli Li

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 extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning, from indirect observations, two families of time-dependent…

Statistics Theory · Mathematics 2016-11-23 Omiros Papaspiliopoulos , Matteo Ruggiero , Dario Spanò

Denoising Diffusion Probabilistic Models (DDPMs) represent a contemporary class of generative models with exceptional qualities in both synthesis and maximizing the data likelihood. These models work by traversing a forward Markov Chain…

Machine Learning · Computer Science 2024-09-16 Hang Li , Wei Jin , Geri Skenderi , Harry Shomer , Wenzhuo Tang , Wenqi Fan , Jiliang Tang

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