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A method for implicit variable selection in mixture of experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariates. Robust class membership predictors are identified using a…

Econometrics · Economics 2019-01-15 Gregor Zens

Phase diagrams serve as a highly informative tool for materials design, encapsulating information about the phases that a material can manifest under specific conditions. In this work, we develop a method in which Bayesian inference is…

Materials Science · Physics 2023-09-06 Timofei Miryashkin , Olga Klimanova , Vladimir Ladygin , Alexander Shapeev

There is an increasingly rich literature about Bayesian nonparametric models for clustering functional observations. However, most of the recent proposals rely on infinite-dimensional characterizations that might lead to overly complex…

Methodology · Statistics 2019-07-05 Tommaso Rigon

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David R. Wolf , David H. Wolpert

Count data take on non-negative integer values and are challenging to properly analyze using standard linear-Gaussian methods such as linear regression and principal components analysis. Generalized linear models enable direct modeling of…

Methodology · Statistics 2020-01-14 F. William Townes

Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables…

Methodology · Statistics 2013-01-14 Jared S. Murray , David B. Dunson , Lawrence Carin , Joseph E. Lucas

This article proposes a mixture modeling approach to estimating cluster-wise conditional distributions in clustered (grouped) data. We adapt the mixture-of-experts model to the latent distributions, and propose a model in which each…

Methodology · Statistics 2019-09-10 Shonosuke Sugasawa , Genya Kobayashi , Yuki Kawakubo

We consider nonparametric estimation of a mixed discrete-continuous distribution under anisotropic smoothness conditions and possibly increasing number of support points for the discrete part of the distribution. For these settings, we…

Statistics Theory · Mathematics 2018-06-21 Andriy Norets , Justinas Pelenis

By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…

Probability · Mathematics 2025-12-11 Fraser Daly

Using Kalman techniques, it is possible to perform optimal estimation in linear Gaussian state-space models. We address here the case where the noise probability density functions are of unknown functional form. A flexible Bayesian…

Statistics Theory · Mathematics 2009-11-13 François Caron , Manuel Davy , Arnaud Doucet , Emmanuel Duflos , Philippe Vanheeghe

We propose a new methodology to detect zero-inflation and overdispersion based on the comparison of the expected sample extremes among convexly ordered distributions. The method is very flexible and includes tests for the proportion of…

Methodology · Statistics 2008-09-25 A. Baillo , J. Carcamo , J. R. Berrendero

This article attempts to offer some perspectives on Bayesian inference for finite population quantities when the units in the population are assumed to exhibit complex dependencies. Beginning with an overview of Bayesian hierarchical…

Methodology · Statistics 2025-09-15 Sudipto Banerjee

We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…

Machine Learning · Statistics 2025-04-03 Daniel Frisch , Uwe D. Hanebeck

This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and…

Applications · Statistics 2009-07-29 Marie-Pierre Etienne , Eric Parent , Benoit Hugues , Bernier Jacques

We consider a finite mixture of Gaussian regression model for high- dimensional data, where the number of covariates may be much larger than the sample size. We propose to estimate the unknown conditional mixture density by a maximum…

Statistics Theory · Mathematics 2014-09-05 Emilie Devijver

By extrapolating the explicit formula of the zero-bias distribution occurring in the context of Stein's method, we construct characterization identities for a large class of absolutely continuous univariate distributions. Instead of trying…

Statistics Theory · Mathematics 2021-02-26 Steffen Betsch , Bruno Ebner

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with…

Methodology · Statistics 2011-11-04 Raydonal Ospina , Silvia L. P. Ferrari

Modeling insurance claim amounts and classifying claims into different risk levels are critical yet challenging tasks. Traditional predictive models for insurance claims often overlook the valuable information embedded in claim…

Applications · Statistics 2024-10-08 Yanxi Hou , Xiaolan Xia , Guangyuan Gao

We develop a structural framework for modeling and inferring unobserved heterogeneity in dynamic panel-data models. Unlike methods treating clustering as a descriptive device, we model heterogeneity as arising from a latent clustering…

Econometrics · Economics 2025-10-29 Jean-Pierre Florens , Anna Simoni

Gene-gene interactions are often regarded as playing significant roles in influencing variabilities of complex traits. Although much research has been devoted to this area, to date a comprehensive statistical model that addresses the…

Applications · Statistics 2018-04-18 Durba Bhattacharya , Sourabh Bhattacharya
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