English
Related papers

Related papers: From Partial Exchangeability to Predictive Probabi…

200 papers

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

Bayesian neural networks (BNNs) can account for both aleatoric and epistemic uncertainty. However, in BNNs the priors are often specified over the weights which rarely reflects true prior knowledge in large and complex neural network…

Machine Learning · Computer Science 2023-01-25 Vishnu Raj , Tianyu Cui , Markus Heinonen , Pekka Marttinen

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

The recently developed semi-parametric generalized linear model (SPGLM) offers more flexibility as compared to the classical GLM by including the baseline or reference distribution of the response as an additional parameter in the model.…

Methodology · Statistics 2024-04-09 Entejar Alam , Peter Müller , Paul J. Rathouz

The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

Statistics Theory · Mathematics 2014-07-03 Antonio Lijoi , Bernardo Nipoti , Igor Prünster

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…

Computation · Statistics 2013-07-11 Yuao Hu , Kaifeng Zhao , Heng Lian

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Methodology · Statistics 2025-10-27 Kenyon Ng , Weichang Yu , Howard D. Bondell

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

The Bayesian Logic (BLOG) language was recently developed for defining first-order probability models over worlds with unknown numbers of objects. It handles important problems in AI, including data association and population estimation.…

Artificial Intelligence · Computer Science 2012-07-09 Peter Carbonetto , Jacek Kisynski , Nando de Freitas , David L Poole

Many scientific and industrial processes produce data that is best analysed as vectors of relative values, often called compositions or proportions. The Dirichlet distribution is a natural distribution to use for composition or proportion…

Methodology · Statistics 2020-04-15 Sean van der Merwe

We introduce a Bayesian framework for inference with a supervised version of the Gaussian process latent variable model. The framework overcomes the high correlations between latent variables and hyperparameters by using an unbiased pseudo…

Machine Learning · Statistics 2018-03-29 Charles Gadd , Sara Wade , Akeel Shah , Dimitris Grammatopoulos

We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…

Statistics Theory · Mathematics 2024-06-04 Denis Belomestny , Frank van der Meulen , Peter Spreij

Biological data objects often have both of the following features: (i) they are functions rather than single numbers or vectors, and (ii) they are correlated due to phylogenetic relationships. In this paper we give a flexible statistical…

Quantitative Methods · Quantitative Biology 2012-12-20 Nick S. Jones , John Moriarty

We introduce a novel Bayesian estimator for the class proportion in an unlabeled dataset, based on the targeted learning framework. Our procedure requires the specification of a prior (and outputs a posterior) only for the target of…

Methodology · Statistics 2019-11-26 Iván Díaz , Oleksander Savenkov , Hooman Kamel

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

We present a novel Bayesian nonparametric regression model for covariates X and continuous, real response variable Y. The model is parametrized in terms of marginal distributions for Y and X and a regression function which tunes the…

Methodology · Statistics 2015-06-25 Tristan Gray-Davies , Chris Holmes , Francois Caron

In this paper we consider the current status continuous mark model where, if the event takes place before an inspection time $T$ a "continuous mark" variable is observed as well. A Bayesian nonparametric method is introduced for estimating…

Statistics Theory · Mathematics 2021-03-16 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

Using an asymmetric Laplace distribution, which provides a mechanism for Bayesian inference of quantile regression models, we develop a fully Bayesian approach to fitting single-index models in conditional quantile regression. In this work,…

Computation · Statistics 2015-03-19 Yuao Hua , Robert B. Gramacy , Heng Lian

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni