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Dirichlet distribution and Dirichlet process as its infinite dimensional generalization are primarily used conjugate prior of categorical and multinomial distributions in Bayesian statistics. Extensions have been proposed to broaden…

Methodology · Statistics 2014-12-05 Xuenan Feng

In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…

Statistics Theory · Mathematics 2017-10-11 Alexander Terenin , David Draper

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

Gibbs type priors have been shown to be natural generalizations of Dirichlet process (DP) priors used for intricate applications of Bayesian nonparametric methods. This includes applications to mixture models and to species sampling models…

Statistics Theory · Mathematics 2023-08-29 Lancelot F. James

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…

Methodology · Statistics 2024-05-14 María Xosé Rodríguez-Álvarez , Vanda Inácio , Nadja Klein

The requirement-driven performance evaluation of a black-box cyber-physical system (CPS) that utilizes machine learning methods has proven to be an effective way to assess the quality of the CPS. However, the distributional evaluation of…

Systems and Control · Electrical Eng. & Systems 2024-09-02 Ryohei Oura , Yuji Ito

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

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

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

Motivated by the statistical evaluation of complex computer models, we deal with the issue of objective prior specification for the parameters of Gaussian processes. In particular, we derive the Jeffreys-rule, independence Jeffreys and…

Statistics Theory · Mathematics 2007-06-13 Rui Paulo

Consider a Dirichlet process mixture model (DPM) with random precision parameter $\alpha$, inducing $K_n$ clusters over $n$ observations through its latent random partition. Our goal is to specify the prior distribution…

Methodology · Statistics 2025-06-03 Carlo Vicentini , Ian Hyla Jermyn

Dependent Dirichlet processes (DDP) have been widely applied to model data from distributions over collections of measures which are correlated in some way. On the other hand, in recent years, increasing research efforts in machine learning…

Machine Learning · Computer Science 2021-06-17 Xiaoli Li

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…

Probability · Mathematics 2007-05-23 Shui Feng

In his 1986 book, Aitchison explains that compositional data is regularly mishandled in statistical analyses, a pattern that continues to this day. The Dirichlet Type I distribution is a multivariate distribution commonly used to model a…

Statistics Theory · Mathematics 2018-04-06 Sean van der Merwe , Daan de Waal

Learning the cumulative distribution function (CDF) of an outcome variable conditional on a set of features remains challenging, especially in high-dimensional settings. Conditional transformation models provide a semi-parametric approach…

Machine Learning · Computer Science 2021-10-05 Philipp F. M. Baumann , Torsten Hothorn , David Rügamer

We use a numerical-analytic technique to construct a sequence of successive approximations to the solution of a system of fractional differential equations, subject to Dirichlet boundary conditions. We prove the uniform convergence of the…

Numerical Analysis · Mathematics 2022-09-05 Kateryna Marynets , Dona Pantova

We introduce a novel varying-weight dependent Dirichlet process (DDP) model that extends a recently developed semi-parametric generalized linear model (SPGLM) by adding a nonparametric Bayesian prior on the baseline distribution of the GLM.…

Methodology · Statistics 2025-03-31 Entejar Alam , Paul J. Rathouz , Peter Mueller

Typical IRT rating-scale models assume that the rating category threshold parameters are the same over examinees. However, it can be argued that many rating data sets violate this assumption. To address this practical psychometric problem,…

Methodology · Statistics 2013-03-22 Ken Akira Fujimoto , George Karabatsos

We obtain the posterior distribution of a random process conditioned on observing the empirical frequencies of a finite sample path. We find under a rather broad assumption on the "dependence structure" of the process, {\em c.f.}…

Probability · Mathematics 2022-03-02 Wenqing Hu , Hong Qian