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This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…

Statistics Theory · Mathematics 2007-06-13 Luis E. Nieto-Barajas , Igor Prunster , Stephen G. Walker

Assessing homogeneity of distributions is an old problem that has received considerable attention, especially in the nonparametric Bayesian literature. To this effect, we propose the semi-hierarchical Dirichlet process, a novel hierarchical…

Methodology · Statistics 2021-06-17 Mario Beraha , Alessandra Guglielmi , Fernando A. Quintana

In real world machine learning applications, testing data may contain some meaningful new categories that have not been seen in labeled training data. To simultaneously recognize new data categories and assign most appropriate category…

Machine Learning · Computer Science 2019-10-11 Changying Du , Fuzhen Zhuang , Jia He , Qing He , Guoping Long

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

We consider an array of random variables, taking values in a complete and separable metric space, that exhibits a kind of symmetry which we call row exchangeability. Given such an array, a natural model for Bayesian nonparametric inference…

Statistics Theory · Mathematics 2025-10-10 Evan Donald , Jason Swanson

We consider the problem of clustering grouped data with possibly non-exchangeable groups whose dependencies can be characterized by a known directed acyclic graph. To allow the sharing of clusters among the non-exchangeable groups, we…

This paper shows how the variational Bayes method provides a computational efficient technique in the context of hierarchical modelling using Dirichlet process priors, in particular without requiring conjugate prior assumption. It shows,…

Computation · Statistics 2013-09-23 Hui Zhao , Paul Marriott

Modern applications routinely collect high-dimensional data, leading to statistical models having more parameters than there are samples available. A common solution is to impose sparsity in parameter estimation, often using penalized…

Methodology · Statistics 2025-07-08 Paolo Onorati , David B. Dunson , Antonio Canale

Bayesian hierarchical modeling is a natural framework to effectively integrate data and borrow information across groups. In this paper, we address problems related to density estimation and identifying clusters across related groups, by…

Methodology · Statistics 2025-10-29 Huizi Zhang , Sara Wade , Natalia Bochkina

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

We extend classic characterisations of posterior distributions under Dirichlet process and gamma random measures priors to a dynamic framework. We consider the problem of learning, from indirect observations, two families of time-dependent…

Statistics Theory · Mathematics 2016-11-23 Omiros Papaspiliopoulos , Matteo Ruggiero , Dario Spanò

The cooperative hierarchical structure is a common and significant data structure observed in, or adopted by, many research areas, such as: text mining (author-paper-word) and multi-label classification (label-instance-feature). Renowned…

Machine Learning · Computer Science 2017-07-19 Junyu Xuan , Jie Lu , Guangquan Zhang , Richard Yi Da Xu

In many cases it makes sense to model a relationship symmetrically, not implying any particular directionality. Consider the classical example of a recommendation system where the rating of an item by a user should symmetrically be…

Artificial Intelligence · Computer Science 2012-07-02 Zhao Xu , Volker Tresp , Kai Yu , Hans-Peter Kriegel

We describe a procedure to introduce general dependence structures on a set of Dirichlet processes. Dependence can be in one direction to define a time series or in two directions to define spatial dependencies. More directions can also be…

Methodology · Statistics 2021-10-18 Luis E. Nieto-Barajas

We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…

Statistics Theory · Mathematics 2010-02-26 Minjung Kyung , Jeff Gill , George Casella

Bayesian nonparametric hierarchical priors are highly effective in providing flexible models for latent data structures exhibiting sharing of information within and across groups. In this work, we focus on latent feature allocation models,…

Statistics Theory · Mathematics 2024-09-05 Lancelot Fitzgerald James , Juho Lee , Abhinav Pandey

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

Machine Learning · Statistics 2014-11-05 Yordan P. Raykov , Alexis Boukouvalas , Max A. Little

We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and…

Machine Learning · Statistics 2018-07-16 Andrew R. Lawrence , Carl Henrik Ek , Neill D. F. Campbell

Micro and survey datasets often contain private information about individuals, like their health status, income or political preferences. Previous studies have shown that, even after data anonymization, a malicious intruder could still be…

Applications · Statistics 2024-08-26 Marco Battiston , Lorenzo Rimella

One of the most used priors in Bayesian clustering is the Dirichlet prior. It can be expressed as a Chinese Restaurant Process. This process allows nonparametric estimation of the number of clusters when partitioning datasets. Its key…

Machine Learning · Computer Science 2021-04-27 Gaël Poux-Médard , Julien Velcin , Sabine Loudcher