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Density estimation represents one of the most successful applications of Bayesian nonparametrics. In particular, Dirichlet process mixtures of normals are the gold standard for density estimation and their asymptotic properties have been…

Statistics Theory · Mathematics 2015-07-02 Antonio Canale , Pierpaolo De Blasi

In this paper, we introduce a new distribution regression model for probability distributions. This model is based on a Reproducing Kernel Hilbert Space (RKHS) regression framework, where universal kernels are built using Wasserstein…

Statistics Theory · Mathematics 2019-10-07 Thi Thien Trang Bui , J-M Loubes , Laurent Risser , Patricia Balaresque

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…

Statistics Theory · Mathematics 2019-01-17 Aritra Guha , Nhat Ho , XuanLong Nguyen

A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model…

Methodology · Statistics 2024-04-22 Sahil Bhola , Karthik Duraisamy

We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditional distributions and the corresponding Bayesian…

Probability · Mathematics 2008-08-22 Antonio Lijoi , Igor Prünster , Stephen G. Walker

Measuring conditional independence is one of the important tasks in statistical inference and is fundamental in causal discovery, feature selection, dimensionality reduction, Bayesian network learning, and others. In this work, we explore…

Statistics Theory · Mathematics 2020-08-18 Tianhong Sheng , Bharath K. Sriperumbudur

In recent years, there has been a growing demand to discern clusters of subjects in datasets characterized by a large set of features. Often, these clusters may be highly variable in size and present partial hierarchical structures. In this…

Methodology · Statistics 2024-07-01 Lorenzo Schiavon , Mattia Stival

There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…

Statistics Theory · Mathematics 2024-11-22 Sandra Fortini , Sonia Petrone

The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…

Machine Learning · Computer Science 2022-09-13 Paul Scharnhorst , Emilio T. Maddalena , Yuning Jiang , Colin N. Jones

Intelligent agents must be able to articulate its own uncertainty. In this work, we show that pre-trained sequence models are naturally capable of probabilistic reasoning over exchangeable data points -- forming informed beliefs and…

Machine Learning · Statistics 2024-12-02 Naimeng Ye , Hongseok Namkoong

We discuss Bayesian nonparametric procedures for the regression analysis of compositional responses, that is, data supported on a multivariate simplex. The procedures are based on a modified class of multivariate Bernstein polynomials and…

Methodology · Statistics 2021-08-31 Claudia Wehrhahn , Andrés F. Barrientos , Alejandro Jara

The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…

Statistics Theory · Mathematics 2015-02-16 Peter Orbanz , Daniel M. Roy

Exchangeability is a central notion in statistics and probability theory. The assumption that an infinite sequence of data points is exchangeable is at the core of Bayesian statistics. However, finite exchangeability as a statistical…

Artificial Intelligence · Computer Science 2014-04-24 Mathias Niepert , Guy Van den Broeck

To help understand various reproducing kernels used in applied sciences, we investigate the inclusion relation of two reproducing kernel Hilbert spaces. Characterizations in terms of feature maps of the corresponding reproducing kernels are…

Functional Analysis · Mathematics 2011-06-22 Haizhang Zhang , Liang Zhao

We propose a Bayesian framework for uncertainty quantification and comparison in brain connectivity graph analysis. Standard graph-based approaches typically rely on point estimates of correlation matrices, overlooking the uncertainty…

Methodology · Statistics 2026-05-29 Alice Chevaux , Julyan Arbel , Guillaume Kon Kam King , Sophie Achard

Reciprocity, or the tendency of individuals to mirror behavior, is a key measure that describes information exchange in a social network. Users in social networks tend to engage in different levels of reciprocal behavior. Differences in…

Machine Learning · Statistics 2023-08-22 Daniel Cirkovic , Tiandong Wang

Data dispersed across multiple files are commonly integrated through probabilistic linkage methods, where even minimal error rates in record matching can significantly contaminate subsequent statistical analyses. In regression problems, we…

Statistics Theory · Mathematics 2024-09-18 Abhisek Chakraborty , Saptati Datta

We present estimators for smooth Hilbert-valued parameters, where smoothness is characterized by a pathwise differentiability condition. When the parameter space is a reproducing kernel Hilbert space, we provide a means to obtain efficient,…

Statistics Theory · Mathematics 2023-09-28 Alex Luedtke , Incheoul Chung

We introduce a nonparametric algorithm to learn interaction kernels of mean-field equations for 1st-order systems of interacting particles. The data consist of discrete space-time observations of the solution. By least squares with…

Machine Learning · Statistics 2020-10-30 Quanjun Lang , Fei Lu

We propose a novel procedure for estimating and conducting inference on average marginal effects in partially linear instrumental regressions using Reproducing Kernel Hilbert Space methods. Our procedure relies on a single regularization…

Econometrics · Economics 2026-04-14 Lucas Girard , Elia Lapenta
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