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Related papers: Markov Stick-breaking Processes

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Our object of study is the general class of stick-breaking processes with exchangeable length variables. These generalize well-known Bayesian non-parametric priors in an unexplored direction. We give conditions to assure the respective…

Statistics Theory · Mathematics 2021-07-20 María F. Gil-Leyva , Ramsés H. Mena

A new class of nonparametric prior distributions, termed Beta-Binomial stick-breaking process, is proposed. By allowing the underlying length random variables to be dependent through a Beta marginals Markov chain, an appealing discrete…

Statistics Theory · Mathematics 2020-08-12 María F. Gil-Leyva , Ramsés H. Mena , Theodoros Nicoleris

For a long time, the Dirichlet process has been the gold standard discrete random measure in Bayesian nonparametrics. The Pitman--Yor process provides a simple and mathematically tractable generalization, allowing for a very flexible…

Statistics Theory · Mathematics 2020-01-08 Caroline Lawless , Julyan Arbel

Random discrete distributions, say $F,$ known as species sampling models, represent a rich class of models for classification and clustering, in Bayesian statistics and machine learning. They also arise in various areas of probability and…

Statistics Theory · Mathematics 2019-08-21 Lanelot F. James

Dirichlet processes and their extensions have reached a great popularity in Bayesian nonparametric statistics. They have also been introduced for spatial and spatio-temporal data, as a tool to analyze and predict surfaces. A popular…

Statistics Theory · Mathematics 2023-03-31 Clara Grazian

Markov chains provide a foundational framework for modeling sequential stochastic processes, with the transition probability matrix characterizing the dynamics of state evolution. While classical estimation methods such as maximum…

Methodology · Statistics 2025-07-11 Agamani Saha , Souvik Roy

The nonparametric view of Bayesian inference has transformed statistics and many of its applications. The canonical Dirichlet process and other more general families of nonparametric priors have served as a gateway to solve frontier…

Statistics Theory · Mathematics 2025-05-13 José A. Perusquía , Mario Diaz , Ramsés H. Mena

Many data are naturally modeled by an unobserved hierarchical structure. In this paper we propose a flexible nonparametric prior over unknown data hierarchies. The approach uses nested stick-breaking processes to allow for trees of…

Methodology · Statistics 2010-06-08 Ryan Prescott Adams , Zoubin Ghahramani , Michael I. Jordan

We introduce a family of multiscale stick-breaking mixture models for Bayesian nonparametric density estimation. The Bayesian nonparametric literature is dominated by single scale methods, exception made for P\`olya trees and allied…

Methodology · Statistics 2020-01-17 Marco Stefanucci , Antonio Canale

Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. Prior specification is, however, relatively…

Methodology · Statistics 2021-10-27 Ryan Giordano , Runjing Liu , Michael I. Jordan , Tamara Broderick

There is a growing interest in learning how the distribution of a response variable changes with a set of predictors. Bayesian nonparametric dependent mixture models provide a flexible approach to address this goal. However, several…

Computation · Statistics 2020-05-06 Tommaso Rigon , Daniele Durante

In [10], a `Markovian stick-breaking' process which generalizes the Dirichlet process $(\mu, \theta)$ with respect to a discrete base space ${\mathfrak X}$ was introduced. In particular, a sample from from the `Markovian stick-breaking'…

Statistics Theory · Mathematics 2021-08-25 William Lippitt , Sunder Sethuraman

Bayesian models based on the Dirichlet process and other stick-breaking priors have been proposed as core ingredients for clustering, topic modeling, and other unsupervised learning tasks. However, due to the flexibility of these models,…

Methodology · Statistics 2022-01-27 Ryan Giordano , Runjing Liu , Michael I. Jordan , Tamara Broderick

Discrete random probability measures are a key ingredient of Bayesian nonparametric inferential procedures. A sample generates ties with positive probability and a fundamental object of both theoretical and applied interest is the…

Statistics Theory · Mathematics 2021-01-20 Pierpaolo De Blasi , Ramsés H. Mena , Igor Prünster

While most Bayesian nonparametric models in machine learning have focused on the Dirichlet process, the beta process, or their variants, the gamma process has recently emerged as a useful nonparametric prior in its own right. Current…

Machine Learning · Statistics 2017-04-17 Anirban Roychowdhury , Brian Kulis

This work centers around results related to Proposition 21 of Pitman and Yor's (1997) paper on the two parameter Poisson Dirichlet distribution indexed by (\alpha,\theta) for 0<\alpha<1, also \alpha=0, and \theta>-\alpha, denoted…

Probability · Mathematics 2013-09-09 Lancelot F. James

Discrete random probability measures and the exchangeable random partitions they induce are key tools for addressing a variety of estimation and prediction problems in Bayesian inference. Indeed, many popular nonparametric priors, such as…

Statistics Theory · Mathematics 2015-03-03 P. De Blasi , S. Favaro , A. Lijoi , R. H. Mena , I. Pruenster , M. Ruggiero

In a general stochastic multistate promoter model of dynamic mRNA/protein interactions, we identify the stationary joint distribution of the promoter state, mRNA, and protein levels through an explicit `stick-breaking' construction of…

Statistics Theory · Mathematics 2021-08-26 William Lippitt , Sunder Sethuraman , Xueying Tang

In this paper we consider approximations to the popular Pitman-Yor process obtained by truncating the stick-breaking representation. The truncation is determined by a random stopping rule that achieves an almost sure control on the…

Statistics Theory · Mathematics 2019-07-16 Julyan Arbel , Pierpaolo De Blasi , Igor Pruenster

We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…

Methodology · Statistics 2016-02-10 Ramsés H. Mena , Matteo Ruggiero
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