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Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients…

Machine Learning · Statistics 2017-12-29 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

Traditional Bayesian random partition models assume that the size of each cluster grows linearly with the number of data points. While this is appealing for some applications, this assumption is not appropriate for other tasks such as…

Methodology · Statistics 2020-04-07 Brenda Betancourt , Giacomo Zanella , Rebecca C. Steorts

We propose a randomized greedy search algorithm to find a point estimate for a random partition based on a loss function and posterior Monte Carlo samples. Given the large size and awkward discrete nature of the search space, the…

Methodology · Statistics 2021-05-11 David B. Dahl , Devin J. Johnson , Peter Mueller

We use statistical mechanics to study model-based Bayesian data clustering. In this approach, each partition of the data into clusters is regarded as a microscopic system state, the negative data log-likelihood gives the energy of each…

Disordered Systems and Neural Networks · Physics 2019-11-19 Alexander Mozeika , Anthony CC Coolen

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

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

The major problem in information theoretic analysis of neural responses and other biological data is the reliable estimation of entropy--like quantities from small samples. We apply a recently introduced Bayesian entropy estimator to…

Data Analysis, Statistics and Probability · Physics 2009-09-29 Ilya Nemenman , William Bialek , Rob de Ruyter van Steveninck

Conventional survival analysis approaches estimate risk scores or individualized time-to-event distributions conditioned on covariates. In practice, there is often great population-level phenotypic heterogeneity, resulting from (unknown)…

Machine Learning · Statistics 2020-03-03 Paidamoyo Chapfuwa , Chunyuan Li , Nikhil Mehta , Lawrence Carin , Ricardo Henao

Bayesian modelling allows for the quantification of predictive uncertainty which is crucial in safety-critical applications. Yet for many machine learning (ML) algorithms, it is difficult to construct or implement their Bayesian…

Machine Learning · Statistics 2024-10-22 Ziyu Wang , Chris Holmes

Subclassification estimators are one of the methods used to estimate causal effects of interest using the propensity score. This method is more stable compared to other weighting methods, such as inverse probability weighting estimators, in…

Methodology · Statistics 2024-10-22 Shunichiro Orihara , Tomotaka Momozaki

This paper deals with nonparametric estimation of conditional den-sities in mixture models in the case when additional covariates are available. The proposed approach consists of performing a prelim-inary clustering algorithm on the…

Statistics Theory · Mathematics 2015-02-09 Stéphane Auray , Nicolas Klutchnikoff , Laurent Rouvière

Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…

Methodology · Statistics 2018-09-25 Leo L Duan , Alexander L Young , Akihiko Nishimura , David B Dunson

The inclusion of a fragmentation mechanism in population balance equations introduces complex interactions that make the analytical or even computational treatment much more difficult than for the pure aggregation case. This is specially…

Disordered Systems and Neural Networks · Physics 2022-03-14 Arturo Berrones-Santos , Luis Benavides-Vázquez , Elisa Schaeffer , Javier Almaguer

Discrete mixture models are routinely used for density estimation and clustering. While conducting inferences on the cluster-specific parameters, current frequentist and Bayesian methods often encounter problems when clusters are placed too…

Methodology · Statistics 2012-09-21 Francesca Petralia , Vinayak Rao , David B. Dunson

It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical…

Methodology · Statistics 2020-06-24 Yajuan Si , Natesh S. Pillai , Andrew Gelman

In this paper, we study a class of non-parametric density estimators under Bayesian settings. The estimators are piecewise constant functions on binary partitions. We analyze the concentration rate of the posterior distribution under a…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

Estimating the entropy rate of discrete time series is a challenging problem with important applications in numerous areas including neuroscience, genomics, image processing and natural language processing. A number of approaches have been…

Methodology · Statistics 2023-03-22 Ioannis Papageorgiou , Ioannis Kontoyiannis

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…

Statistics Theory · Mathematics 2022-03-18 Ilsang Ohn , Lizhen Lin

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier
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