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We consider stochastic processes arising from dynamical systems simply by evaluating an observable function along the orbits of the system and study marked point processes associated to extremal observations of such time series…

Dynamical Systems · Mathematics 2017-07-07 Ana Cristina Moreira Freitas , Jorge Milhazes Freitas , Mário Magalhães

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

This article proposes a mixture modeling approach to estimating cluster-wise conditional distributions in clustered (grouped) data. We adapt the mixture-of-experts model to the latent distributions, and propose a model in which each…

Methodology · Statistics 2019-09-10 Shonosuke Sugasawa , Genya Kobayashi , Yuki Kawakubo

We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods (MCMC). Our results can be used…

Applications · Statistics 2017-10-03 Christos Merkatas , Konstantinos Kaloudis , Spyridon J. Hatjispyros

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 binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive…

Machine Learning · Computer Science 2012-09-27 Ruefei He , Jonathan Shapiro

Variation in the evolutionary process across the sites of nucleotide sequence alignments is well established, and is an increasingly pervasive feature of datasets composed of gene regions sampled from multiple loci and/or different genomes.…

Populations and Evolution · Quantitative Biology 2014-09-04 Brian R. Moore , Jim McGuire , Fredrik Ronquist , John P. Huelsenbeck

We develop a model in which interactions between nodes of a dynamic network are counted by non homogeneous Poisson processes. In a block modelling perspective, nodes belong to hidden clusters (whose number is unknown) and the intensity…

Machine Learning · Statistics 2017-07-11 Marco Corneli , Pierre Latouche , Fabrice Rossi

In this paper we consider the problem of dynamic clustering, where cluster memberships may change over time and clusters may split and merge over time, thus creating new clusters and destroying existing ones. We propose a Bayesian…

Methodology · Statistics 2019-10-24 Maria De Iorio , Stefano Favaro , Alessandra Guglielmi , Lifeng Ye

We develop a prior probability model for temporal Poisson process intensities through structured mixtures of Erlang densities with common scale parameter, mixing on the integer shape parameters. The mixture weights are constructed through…

Methodology · Statistics 2021-10-26 Hyotae Kim , Athanasios Kottas

Given a sample from a discretely observed compound Poisson process, we consider non-parametric estimation of the density $f_0$ of its jump sizes, as well as of its intensity $\lambda_0.$ We take a Bayesian approach to the problem and…

Statistics Theory · Mathematics 2023-02-27 Shota Gugushvili , Frank van der Meulen , Peter Spreij

The goal of data clustering is to partition data points into groups to minimize a given objective function. While most existing clustering algorithms treat each data point as vector, in many applications each datum is not a vector but a…

Machine Learning · Statistics 2017-03-16 Dinh Phung , Ba-Ngu Bo

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested…

Statistics Theory · Mathematics 2018-01-17 Federico Camerlenghi , David B. Dunson , Antonio Lijoi , Igor Prünster , Abel Rodríguez

This paper proposes a nonparametric Bayesian framework called VariScan for simultaneous clustering, variable selection, and prediction in high-throughput regression settings. Poisson-Dirichlet processes are utilized to detect…

Methodology · Statistics 2019-10-08 Subharup Guha , Veerabhadran Baladandayuthapani

Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…

Methodology · Statistics 2023-11-27 Zihang Lu , Noirrit Kiran Chandra

We present a machine learning model for the analysis of randomly generated discrete signals, modeled as the points of an inhomogeneous, compound Poisson point process. Like the wavelet scattering transform introduced by Mallat, our…

Statistics Theory · Mathematics 2021-10-12 Michael Perlmutter , Jieqian He , Matthew Hirn

The evolution of communities in dynamic (time-varying) network data is a prominent topic of interest. A popular approach to understanding these dynamic networks is to embed the dyadic relations into a latent metric space. While methods for…

Methodology · Statistics 2020-03-18 Joshua Daniel Loyal , Yuguo Chen

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…

Machine Learning · Statistics 2017-02-17 Yunbo Ouyang , Feng Liang

Motivated by the need to model the dependence between regions of interest in functional neuroconnectivity for efficient inference, we propose a new sampling-based Bayesian clustering approach for covariance structures of high-dimensional…

Methodology · Statistics 2024-01-09 Hyoshin Kim , Sujit K. Ghosh , Adriana Di Martino , Emily C. Hector

In this paper, we model the locations of five major banks in mainland France, two lucrative and three cooperative institutions based on socio-economic considerations. Locations of banks are collected using web scrapping and constitute a…