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Modeling large dependent datasets in modern time series analysis is a crucial research area. One effective approach to handle such datasets is to transform the observations into density functions and apply statistical methods for further…

Methodology · Statistics 2025-07-23 Yinzhi Wang , Yingqiu Zhu , Ben-Chang Shia , Lei Qin

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

We present a structured additive regression approach to model conditional densities given scalar covariates, where only samples of the conditional distributions are observed. This links our approach to distributional regression models for…

Methodology · Statistics 2025-10-17 Eva-Maria Maier , Alexander Fottner , Sonja Greven , Almond Stöcker

A common problem in natural sciences is the comparison of competing models in the light of observed data. Bayesian model comparison provides a statistically sound framework for this comparison based on the evidence each model provides for…

Machine Learning · Statistics 2022-03-23 Jan Boelts

With the recent growth in data availability and complexity, and the associated outburst of elaborate modelling approaches, model selection tools have become a lifeline, providing objective criteria to deal with this increasingly challenging…

Methodology · Statistics 2020-10-08 Alessandro Casa , Luca Scrucca , Giovanna Menardi

We introduce a family of multiscale stick-breaking mixture models for Bayesian nonparametric density estimation. The Bayesian nonparametric literature is dominated by single scale methods, exception made for P\`olya trees and allied…

Methodology · Statistics 2020-01-17 Marco Stefanucci , Antonio Canale

Density estimation for geospatial data ideally relies on precise geocoordinates, typically defined by longitude and latitude. However, such detailed information is often unavailable due to confidentiality constraints. As a result, analysts…

Applications · Statistics 2025-08-06 Michael Mühlbauer , Timo Schmid

This paper proposes a new Bayesian machine learning model that can be applied to large datasets arising in macroeconomics. Our framework sums over many simple two-component location mixtures. The transition between components is determined…

Econometrics · Economics 2023-12-05 Florian Huber

Identifying pure components in mixtures is a common yet challenging problem. The associated unmixing process requires the pure components, also known as endmembers, to be sufficiently spectrally distinct. Even with this requirement met,…

Data Analysis, Statistics and Probability · Physics 2023-11-16 Oliver Hoidn , Aashwin Mishra , Apurva Mehta

Bayesian methods are a popular choice for statistical inference in small-data regimes due to the regularization effect induced by the prior. In the context of density estimation, the standard nonparametric Bayesian approach is to target the…

Machine Learning · Statistics 2023-02-21 Sahra Ghalebikesabi , Chris Holmes , Edwin Fong , Brieuc Lehmann

Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…

Methodology · Statistics 2016-01-01 Kevin Lee , Lingzhou Xue

Bayesian mixture models are widely used for clustering of high-dimensional data with appropriate uncertainty quantification. However, as the dimension of the observations increases, posterior inference often tends to favor too many or too…

Methodology · Statistics 2022-11-22 Noirrit Kiran Chandra , Antonio Canale , David B. Dunson

The increasing availability of multiple network data has highlighted the need for statistical models for heterogeneous populations of networks. A convenient framework makes use of metrics to measure similarity between networks. In this…

Methodology · Statistics 2026-03-09 Francesco Barile , Simón Lunagómez , Bernardo Nipoti

We consider a non-parametric Bayesian model for conditional densities. The model is a finite mixture of normal distributions with covariate dependent multinomial logit mixing probabilities. A prior for the number of mixture components is…

Statistics Theory · Mathematics 2016-01-21 Andriy Norets , Debdeep Pati

In this paper, distributed Bayesian detection problems with unknown prior probabilities of hypotheses are considered. The sensors obtain observations which are conditionally dependent across sensors and their probability density functions…

Information Theory · Computer Science 2012-09-20 Xiaojing Shen , Pramod K. Varshney , Yunmin Zhu

Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…

Statistics Theory · Mathematics 2007-06-13 Marcus Hutter

Impact assessment of natural hazards requires the consideration of both extreme and non-extreme events. Extensive research has been conducted on the joint modeling of bulk and tail in univariate settings; however, the corresponding body of…

Methodology · Statistics 2026-03-31 Chenglei Hu , Ben Swallow , Daniela Castro-Camilo

This paper addresses the problem of detecting boundary points and estimating the sampling density of a dataset derived from a compact manifold with boundary, potentially in the presence of noise. We extend recent advances in doubly…

Statistics Theory · Mathematics 2026-04-03 Dhruv Kohli , Jesse He , Chester Holtz , Alexander Cloninger , Gal Mishne

This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…

Econometrics · Economics 2021-01-29 Yoonseok Lee , Yulong Wang

Joint modeling of multiview graphs with a common set of nodes between views and auxiliary predictors is an essential, yet less explored, area in statistical methodology. Traditional approaches often treat graphs in different views as…

Methodology · Statistics 2026-03-24 Sharmistha Guha , Jose Rodriguez-Acosta , Ivo Dinov