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We argue for the use of separate exchangeability as a modeling principle in Bayesian nonparametric (BNP) inference. Separate exchangeability is de facto widely applied in the Bayesian parametric case, e.g., it naturally arises in simple…

Methodology · Statistics 2025-07-29 Giovanni Rebaudo , Qiaohui Lin , Peter Mueller

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…

Statistics Theory · Mathematics 2018-01-17 Federico Camerlenghi , David B. Dunson , Antonio Lijoi , Igor Prünster , Abel Rodríguez

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models…

Machine Learning · Statistics 2012-11-21 Nicholas J. Foti , Sinead Williamson

In this paper, we study the conditional Dirichlet process (cDP) when a functional of a random distribution is specified. Specifically, we apply the cDP to the functional condition model, a nonparametric model in which a finite-dimensional…

Statistics Theory · Mathematics 2025-06-23 Jaeyong Lee , Kwangmin Lee , Jaegui Lee , Seongil Jo

A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…

Statistics Theory · Mathematics 2026-04-21 Nils Lid Hjort

In this article, we consider a non-parametric Bayesian approach to multivariate quantile regression. The collection of related conditional distributions of a response vector Y given a univariate covariate X is modeled using a Dependent…

Methodology · Statistics 2020-07-03 Indrabati Bhattacharya , Subhashis Ghosal

Nonparametric mixture models based on the Dirichlet process are an elegant alternative to finite models when the number of underlying components is unknown, but inference in such models can be slow. Existing attempts to parallelize…

Machine Learning · Statistics 2012-12-03 Sinead A. Williamson , Avinava Dubey , Eric P. Xing

The study of properties of mean functionals of random probability measures is an important area of research in the theory of Bayesian nonparametric statistics. Many results are now known for random Dirichlet means, but little is known,…

Statistics Theory · Mathematics 2010-02-24 Lancelot F. James , Antonio Lijoi , Igor Prünster

In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior on the set of all bivariate spherically symmetric…

Statistics Theory · Mathematics 2018-08-02 Reyhaneh Hosseini , Mahmoud Zarepour

The Nested Dirichlet Distribution (NDD) provides a flexible alternative to the Dirichlet distribution for modeling compositional data, relaxing constraints on component variances and correlations through a hierarchical tree structure. While…

Methodology · Statistics 2026-01-16 Jacob A. Turner , Monnie McGee , Bianca A. Luedeker

In real-world Bayesian inference applications, prior assumptions regarding the parameters of interest may be unrepresentative of their actual values for a given dataset. In particular, if the likelihood is concentrated far out in the wings…

Computation · Statistics 2018-11-01 Xi Chen , Mike Hobson , Saptarshi Das , Paul Gelderblom

Dirichlet Process(DP) is a Bayesian non-parametric prior for infinite mixture modeling, where the number of mixture components grows with the number of data items. The Hierarchical Dirichlet Process (HDP), is an extension of DP for grouped…

Machine Learning · Statistics 2015-09-02 Lavanya Sita Tekumalla , Priyanka Agrawal , Indrajit Bhattacharya

In this paper, we provide an explicit probability distribution for classification purposes. It is derived from the Bayesian nonparametric mixture of Dirichlet process model, but with suitable modifications which remove unsuitable aspects of…

Applications · Statistics 2009-05-05 Ruth Fuentes-Garcia , Ramses H Mena , Stephen G Walker

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

Computation · Statistics 2015-01-15 Brendon J. Brewer

The hierarchical Dirichlet process is the cornerstone of Bayesian nonparametric multilevel models. Its generative model can be described through a set of latent variables, commonly referred to as tables within the popular restaurant…

Statistics Theory · Mathematics 2025-05-06 Marta Catalano , Claudio Del Sole

The two parameter Poisson-Dirichlet Process (PDP), a generalisation of the Dirichlet Process, is increasingly being used for probabilistic modelling in discrete areas such as language technology, bioinformatics, and image analysis. There is…

Statistics Theory · Mathematics 2012-02-17 Wray Buntine , Marcus Hutter

Nested nonparametric processes are vectors of random probability measures widely used in the Bayesian literature to model the dependence across distinct, though related, groups of observations. These processes allow a two-level clustering,…

Methodology · Statistics 2024-10-10 Federico Camerlenghi , Riccardo Corradin , Andrea Ongaro

Directional data require specialized probability models because of the non-Euclidean and periodic nature of their domain. When a directional variable is observed jointly with linear variables, modeling their dependence adds an additional…

Methodology · Statistics 2022-12-22 Tong Zou , Hal S. Stern

An important functional of Poisson random measure is the negative binomial process (NBP). We use NBP to introduce a generalized Poisson-Kingman distribution and its corresponding random discrete probability measure. This random discrete…

Statistics Theory · Mathematics 2023-07-04 Sadegh Chegini , Mahmoud Zarepour
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