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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

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

One of the main research areas in Bayesian Nonparametrics is the proposal and study of priors which generalize the Dirichlet process. Here we exploit theoretical properties of Poisson random measures in order to provide a comprehensive…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James , Antonio Lijoi , Igor Pruenster

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

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

Conjugate pairs of distributions over infinite dimensional spaces are prominent in statistical learning theory, particularly due to the widespread adoption of Bayesian nonparametric methodologies for a host of models and applications. Much…

Machine Learning · Computer Science 2016-01-12 Robert Finn , Brian Kulis

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable…

Methodology · Statistics 2025-05-20 Sean O'Hagan , Veronika Ročková

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

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

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

In this paper, we describe a Bayesian nonparametric approach to make inference for a bivariate spherically symmetric distribution. We consider a Dirichlet invariant process prior on the set of all bivariate spherically symmetric…

Statistics Theory · Mathematics 2018-08-02 Reyhaneh Hosseini , Mahmoud Zarepour

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

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

We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…

Statistics Theory · Mathematics 2023-04-12 Surya T. Tokdar , Ryan Martin

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

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

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

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

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

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
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