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A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be…

Statistics Theory · Mathematics 2011-10-20 Peter Orbanz

The run-and-tumble particle (RTP) is one of the simplest examples of an active particle in which the direction of constant motion randomly switches. In the one-dimensional (1D) case this means switching between rightward and leftward…

Statistical Mechanics · Physics 2024-11-26 Paul C Bressloff

Computing the regularized solution of Bayesian linear inverse problems as well as the corresponding regularization parameter is highly desirable in many applications. This paper proposes a novel iterative method, termed the Projected Newton…

Numerical Analysis · Mathematics 2025-04-08 Haibo Li

Dirichlet process mixtures are particularly sensitive to the value of the precision parameter controlling the behavior of the latent partition. Randomization of the precision through a prior distribution is a common solution, which leads to…

Methodology · Statistics 2024-09-04 Alessandro Zito , Tommaso Rigon , David B. Dunson

In the recent Bayesian nonparametric literature, many examples have been reported in which Bayesian estimators and posterior distributions do not achieve the optimal convergence rate, indicating that the Bernstein-von Mises theorem does not…

Statistics Theory · Mathematics 2007-06-13 Yongdai Kim , Jaeyong Lee

The distance dependent Chinese Restaurant Process (ddCRP) provides a flexible prior distribution for clustering observations, incorporating covariate information through pairwise distances and accommodating a rich variety of cluster…

Methodology · Statistics 2026-05-18 Joseph Marsh , Theodore Kypraios , Rowland G. Seymour

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

The Poisson-Kingman distributions, $\mathrm{PK}(\rho)$, on the infinite simplex, can be constructed from a Poisson point process having intensity density $\rho$ or by taking the ranked jumps up till a specified time of a subordinator with…

Probability · Mathematics 2018-02-09 Yuguang Fan Ipsen , Ross A. Maller

In 2020, two novel distributions for the analysis of directional data were introduced: the spherical Cauchy distribution and the Poisson kernel-based distribution. This paper provides a detailed exploration of both distributions within…

Methodology · Statistics 2025-02-20 Michail Tsagris , Panagiotis Papastamoulis , Shogo Kato

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

Probability · Mathematics 2016-09-27 Youri Davydov , Valentin Konakov

Biochemical discovery increasingly relies on classifying molecular structures when the consequences of different errors are highly asymmetric. In mutagenicity and carcinogenicity, misclassifying a harmful compound as benign can trigger…

Methodology · Statistics 2025-12-05 Lingchong Liu , Elynn Chen , Yuefeng Han , Lucy Xia

Inspired by the recent proposal by Feldman and Cousins of a ``unified approach to the classical statistical analysis of small signals'' based on a choice of ordering in Neyman's construction of classical confidence intervals, I propose a…

High Energy Physics - Phenomenology · Physics 2011-07-19 C. Giunti

Time-series classification is essential across diverse domains, including medical diagnosis, industrial monitoring, financial forecasting, and human activity recognition. The Rocket algorithm has emerged as a simple yet powerful method,…

Machine Learning · Statistics 2025-02-25 Jorge Marco-Blanco , Rubén Cuevas

In Bayesian statistics, posterior contraction rates (PCRs) quantify the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of a true model, in a suitable way, as the sample size goes to infinity. In…

Statistics Theory · Mathematics 2023-09-07 Emanuele Dolera , Stefano Favaro , Edoardo Mainini

Neyman-Scott processes (NSPs) are point process models that generate clusters of points in time or space. They are natural models for a wide range of phenomena, ranging from neural spike trains to document streams. The clustering property…

Machine Learning · Statistics 2023-09-13 Yixin Wang , Anthony Degleris , Alex H. Williams , Scott W. Linderman

We use Dirichlet form methods to construct and analyze a reversible Markov process, the stationary distribution of which is the Brownian continuum random tree. This process is inspired by the subtree prune and regraft (SPR) Markov chains…

Probability · Mathematics 2007-05-23 Steven N. Evans , Anita Winter

Following the derivation of the trace formulae in the first paper in this series, we establish here a connection between the spectral statistics of random regular graphs and the predictions of Random Matrix Theory (RMT). This follows from…

Mathematical Physics · Physics 2010-04-28 Idan Oren , Uzy Smilansky

Causal inference using observational text data is becoming increasingly popular in many research areas. This paper presents the Bayesian Topic Regression (BTR) model that uses both text and numerical information to model an outcome…

Machine Learning · Statistics 2021-09-14 Maximilian Ahrens , Julian Ashwin , Jan-Peter Calliess , Vu Nguyen

In this paper, we propose a new Bayesian Poisson network autoregression mixture model (PNARM). Our model combines ideas from the models of Dahl 2008, Ren et al. 2024 and Armillotta and Fokianos 2024, as it is motivated by the following…

Methodology · Statistics 2024-11-22 Elly Hung , Anastasia Mantziou , Gesine Reinert

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire