Related papers: dirichletprocess: An R Package for Fitting Complex…
Employing nonparametric methods for density estimation has become routine in Bayesian statistical practice. Models based on discrete nonparametric priors such as Dirichlet Process Mixture (DPM) models are very attractive choices due to…
We develop a sequential low-complexity inference procedure for Dirichlet process mixtures of Gaussians for online clustering and parameter estimation when the number of clusters are unknown a-priori. We present an easily computable, closed…
Traditional applications of latent class models (LCMs) often focus on scenarios where a set of unobserved classes are well-defined and easily distinguishable. However, in numerous real-world applications, these classes are weakly separated…
Using movement primitive libraries is an effective means to enable robots to solve more complex tasks. In order to build these movement libraries, current algorithms require a prior segmentation of the demonstration trajectories. A…
Researchers frequently wish to assess the equality or inequality of groups, but this poses the challenge of adequately adjusting for multiple comparisons. Statistically, all possible configurations of equality and inequality constraints can…
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.…
We present a nonparametric Bayesian joint model for multivariate continuous and categorical variables, with the intention of developing a flexible engine for multiple imputation of missing values. The model fuses Dirichlet process mixtures…
Discrete Choice Experiments (DCEs) are widely used to elicit preferences for products or services by analyzing choices among alternatives described by their attributes. The quality of the insights obtained from a DCE heavily depends on the…
The brms package allows R users to easily specify a wide range of Bayesian single-level and multilevel models, which are fitted with the probabilistic programming language Stan behind the scenes. Several response distributions are…
Clustering multivariate data is a pervasive task in many applied problems, particularly in social studies and life science. Model-based approaches to clustering rely on mixture models, where each mixture component corresponds to the kernel…
Copula-based dependence modeling often relies on parametric formulations. This is mathematically convenient, but can be statistically inefficient when the parametric families are not suitable for the data and model in focus. A Bayesian…
The matrixdist R package provides a comprehensive suite of tools for the statistical analysis of matrix distributions, including phase-type, inhomogeneous phase-type, discrete phase-type, and related multivariate distributions. This paper…
The hierarchical Dirichlet process is a discrete random measure used as a prior in Bayesian nonparametrics and motivated by the study of groups of clustered data. We study the asymptotic behavior of the power sum symmetric polynomials for…
We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…
Conducting research often involves managing multiple disconnected tools for survey design, data collection, response analysis, and report generation, leading to inefficiencies, increased error risks, and challenges in ensuring…
We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…
The BayesMortalityPlus package provides a framework for modelling and predicting mortality data. The package includes tools for the construction of life tables based on Heligman-Pollard laws, and also on dynamic linear smoothers.…
This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…
Gaussian processes (GPs) are a highly flexible, nonparametric statistical model that are commonly used to fit nonlinear relationships or account for correlation between observations. However, the computational load of fitting a Gaussian…
Gaussian processes are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large…