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This article is motivated by challenges in conducting Bayesian inferences on unknown discrete distributions, with a particular focus on count data. To avoid the computational disadvantages of traditional mixture models, we develop a novel…

Methodology · Statistics 2025-11-12 Davide Agnoletto , Tommaso Rigon , David B. Dunson

The Dirichlet-multinomial (DM) distribution plays a fundamental role in modern statistical methodology development and application. Recently, the DM distribution and its variants have been used extensively to model multivariate count data…

Methodology · Statistics 2023-02-27 Matthew D. Koslovsky

In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…

Statistics Theory · Mathematics 2017-12-14 Elisabeth Gassiat , Judith Rousseau , Elodie Vernet

We present a nonparametric Bayesian joint model for multivariate continuous and categorical variables, with the intention of developing a flexible engine for multiple imputation of missing values. The model fuses Dirichlet process mixtures…

Applications · Statistics 2015-10-14 Jared S. Murray , Jerome P. Reiter

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

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

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

Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…

Methodology · Statistics 2026-03-06 Yilei Zhang , Yun Wei , Aritra Guha , XuanLong Nguyen

We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…

Methodology · Statistics 2017-08-02 Leonardo Egidi , Francesco Pauli , Nicola Torelli

In Bayesian multilevel models, the data are structured in interconnected groups, and their posteriors borrow information from one another due to prior dependence between latent parameters. However, little is known about the behaviour of the…

Statistics Theory · Mathematics 2025-09-25 Marta Catalano , Hugo Lavenant , Francesco Mascari

Data sets for statistical analysis become extremely large even with some difficulty of being stored on one single machine. Even when the data can be stored in one machine, the computational cost would still be intimidating. We propose a…

Methodology · Statistics 2020-02-18 Ya Su

In theory, Bayesian nonparametric (BNP) models are well suited to streaming data scenarios due to their ability to adapt model complexity with the observed data. Unfortunately, such benefits have not been fully realized in practice;…

Machine Learning · Statistics 2015-04-22 Alex Tank , Nicholas J. Foti , Emily B. Fox

Within a Bayesian framework, a comprehensive investigation of mixtures of finite mixtures (MFMs), i.e., finite mixtures with a prior on the number of components, is performed. This model class has applications in model-based clustering as…

Methodology · Statistics 2025-09-15 Sylvia Frühwirth-Schnatter , Gertraud Malsiner-Walli , Bettina Grün

Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. Prior specification is, however, relatively…

Methodology · Statistics 2021-10-27 Ryan Giordano , Runjing Liu , Michael I. Jordan , Tamara Broderick

The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…

Methodology · Statistics 2021-01-25 Mark Girolami , Eky Febrianto , Ge Yin , Fehmi Cirak

We present a Bayesian mixture model for estimating the joint distribution of mixed ordinal, nominal, and continuous data conditional on a set of fixed variables. The model uses multivariate normal and categorical mixture kernels for the…

Methodology · Statistics 2016-07-14 Maria DeYoreo , Jerome P. Reiter

We present three methodological improvements of the "SCK CEN approach" for Bayesian inference of the radionuclide inventory in radioactive waste drums, from radiological measurements. First we resort to the Dirichlet distribution for the…

Data Analysis, Statistics and Probability · Physics 2022-12-08 Eric Laloy , Bart Rogiers , An Bielen , Alessandro Borella , Sven Boden

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable…

Methodology · Statistics 2025-05-20 Sean O'Hagan , Veronika Ročková

Infinite mixture models are commonly used for clustering. One can sample from the posterior of mixture assignments by Monte Carlo methods or find its maximum a posteriori solution by optimization. However, in some problems the posterior is…

Machine Learning · Computer Science 2013-11-26 Işık Barış Fidaner , Ali Taylan Cemgil

Analyzing data collected from multiple sources to estimate common and heterogeneous structures through a hierarchical model is a central task in Bayesian inference, and to this end, Bayesian factor models are one of the most widely used…

Methodology · Statistics 2026-03-04 Naoki Awaya , Keisuke Sasaki , Genya Kobayashi , Shonosuke Sugasawa