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There is a growing interest in the estimation of the number of unseen features, mostly driven by biological applications. A recent work brought out a peculiar property of the popular completely random measures (CRMs) as prior models in…

Methodology · Statistics 2022-02-22 Federico Camerlenghi , Stefano Favaro , Lorenzo Masoero , Tamara Broderick

We consider priors for several nonparametric Bayesian models which use finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

Completely random measures (CRMs) and their normalizations are a rich source of Bayesian nonparametric priors. Examples include the beta, gamma, and Dirichlet processes. In this paper we detail two major classes of sequential CRM…

Statistics Theory · Mathematics 2020-05-11 Trevor Campbell , Jonathan H. Huggins , Jonathan P. How , Tamara Broderick

The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

Statistics Theory · Mathematics 2014-07-03 Antonio Lijoi , Bernardo Nipoti , Igor Prünster

In this paper we present decomposable priors, a family of priors over structure and parameters of tree belief nets for which Bayesian learning with complete observations is tractable, in the sense that the posterior is also decomposable and…

Machine Learning · Computer Science 2013-01-18 Marina Meila , Tommi S. Jaakkola

We introduce a novel Bayesian estimator for the class proportion in an unlabeled dataset, based on the targeted learning framework. Our procedure requires the specification of a prior (and outputs a posterior) only for the target of…

Methodology · Statistics 2019-11-26 Iván Díaz , Oleksander Savenkov , Hooman Kamel

We propose a novel spike and slab prior specification with scaled beta prime marginals for the importance parameters of regression coefficients to allow for general effect selection within the class of structured additive distributional…

Methodology · Statistics 2020-06-30 Nadja Klein , Manuel Carlan , Thomas Kneib , Stefan Lang , Helga Wagner

Given an observed sample from a population of individuals belonging to species, "species-sampling" problems (SSPs) call for estimating some features of the unknown species composition of additional unobservable samples from the same…

Statistics Theory · Mathematics 2024-04-30 Cecilia Balocchi , Stefano Favaro , Zacharie Naulet

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a {novel and probabilistically coherent…

Statistics Theory · Mathematics 2015-03-17 Edoardo M. Airoldi , Thiago Costa , Federico Bassetti , Fabrizio Leisen , Michele Guindani

In machine learning, it is commonly assumed that training and test data share the same population distribution. However, this assumption is often violated in practice because the sample selection bias may induce the distribution shift from…

Machine Learning · Computer Science 2020-06-09 Kun Kuang , Hengtao Zhang , Fei Wu , Yueting Zhuang , Aijun Zhang

Using instruments comprising ordered responses to items are ubiquitous for studying many constructs of interest. However, using such an item response format may lead to items with response categories infrequently endorsed or unendorsed…

Methodology · Statistics 2024-05-02 R. Noah Padgett , Grant B. Morgan , Tim Lomas

We consider a class of non-conjugate priors as a mixing family of distributions for a parameter (e.g., Poisson or gamma rate, inverse scale or precision of an inverse-gamma, inverse variance of a normal distribution) of an exponential…

Methodology · Statistics 2019-01-25 Dexter Cahoy , Joseph Sedransk

We introduce a new approach to prediction in graphical models with latent-shift adaptation, i.e., where source and target environments differ in the distribution of an unobserved confounding latent variable. Previous work has shown that as…

Machine Learning · Statistics 2023-06-26 William I. Walker , Arthur Gretton , Maneesh Sahani

Transfer learning has recently shown significant performance across various tasks involving deep neural networks. In these transfer learning scenarios, the prior distribution for downstream data becomes crucial in Bayesian model averaging…

Machine Learning · Computer Science 2024-03-13 Hyungi Lee , Giung Nam , Edwin Fong , Juho Lee

A central theme in the field of survey statistics is estimating population-level quantities through data coming from potentially non-representative samples of the population. Multilevel Regression and Poststratification (MRP), a model-based…

Methodology · Statistics 2020-07-17 Yuxiang Gao , Lauren Kennedy , Daniel Simpson , Andrew Gelman

Neural Processes (NPs) are a rapidly evolving class of models designed to directly model the posterior predictive distribution of stochastic processes. Originally developed as a scalable alternative to Gaussian Processes (GPs), which are…

Machine Learning · Computer Science 2026-04-20 Daniel Jenson , Jhonathan Navott , Mengyan Zhang , Makkunda Sharma , Elizaveta Semenova , Seth Flaxman

We demonstrate how to calculate posteriors for general CRM-based priors and likelihoods for Bayesian nonparametric models. We further show how to represent Bayesian nonparametric priors as a sequence of finite draws using a size-biasing…

Statistics Theory · Mathematics 2016-04-25 Tamara Broderick , Ashia C. Wilson , Michael I. Jordan

Posterior sampling allows exploitation of prior knowledge on the environment's transition dynamics to improve the sample efficiency of reinforcement learning. The prior is typically specified as a class of parametric distributions, the…

Machine Learning · Computer Science 2024-04-09 Mirco Mutti , Riccardo De Santi , Marcello Restelli , Alexander Marx , Giorgia Ramponi

The aim of the paper is to provide an exact approach for generating a Poisson process sampled from a hierarchical CRM, without having to instantiate the infinitely many atoms of the random measures. We use completely random measures~(CRM)…

Statistics Theory · Mathematics 2016-06-03 Gaurav Pandey , Ambedkar Dukkipati
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