Related papers: dirichletprocess: An R Package for Fitting Complex…

Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…

This paper proposes a new Bayesian multiple change-point model which is based on the hidden Markov approach. The Dirichlet process hidden Markov model does not require the specification of the number of change-points a priori. Hence our…

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…

We propose an empirical Bayes estimator based on Dirichlet process mixture model for estimating the sparse normalized mean difference, which could be directly applied to the high dimensional linear classification. In theory, we build a…

The Dirichlet process mixture model and more general mixtures based on discrete random probability measures have been shown to be flexible and accurate models for density estimation and clustering. The goal of this paper is to illustrate…

Graphical models provide powerful tools to uncover complicated patterns in multivariate data and are commonly used in Bayesian statistics and machine learning. In this paper, we introduce the R package BDgraph which performs Bayesian…

The Hierarchical Dirichlet process is a discrete random measure serving as an important prior in Bayesian non-parametrics. It is motivated with the study of groups of clustered data. Each group is modelled through a level two Dirichlet…

Time series data may exhibit clustering over time and, in a multiple time series context, the clustering behavior may differ across the series. This paper is motivated by the Bayesian non--parametric modeling of the dependence between the…

Datasets containing large samples of time-to-event data arising from several small heterogeneous groups are commonly encountered in statistics. This presents problems as they cannot be pooled directly due to their heterogeneity or analyzed…

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…

This article introduces the R package hermiter which facilitates estimation of univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric…

The R package pdfCluster performs cluster analysis based on a nonparametric estimate of the density of the observed variables. After summarizing the main aspects of the methodology, we describe the features and the usage of the package, and…

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…

Using Kalman techniques, it is possible to perform optimal estimation in linear Gaussian state-space models. We address here the case where the noise probability density functions are of unknown functional form. A flexible Bayesian…

The compound Poisson process and the Dirichlet process are the pillar structures of Renewal theory and Bayesian nonparametric theory, respectively. Both processes have many useful extensions to fulfill the practitioners needs to model the…

The random-effects or normal-normal hierarchical model is commonly utilized in a wide range of meta-analysis applications. A Bayesian approach to inference is very attractive in this context, especially when a meta-analysis is based only on…

The Dirichlet process (DP) is one of the most popular Bayesian nonparametric models. An open problem with the DP is how to choose its infinite dimensional parameter (base measure) in case of lack of prior information. In this work we…

We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and…

To improve the predictability of complex computational models in the experimentally-unknown domains, we propose a Bayesian statistical machine learning framework utilizing the Dirichlet distribution that combines results of several…

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…