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This article constructs a class of random probability measures based on exponentially and polynomially tilting operated on the laws of completely random measures. The class is proved to be conjugate in that it covers both prior and…

Statistics Theory · Mathematics 2013-12-19 John W. Lau

The study of almost surely discrete random probability measures is an active line of research in Bayesian nonparametrics. The idea of assuming interaction across the atoms of the random probability measure has recently spurred significant…

Statistics Theory · Mathematics 2025-04-25 Mario Beraha , Raffaele Argiento , Federico Camerlenghi , Alessandra Guglielmi

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

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

In this paper, we consider Bayesian inference on a class of multivariate median and the multivariate quantile functionals of a joint distribution using a Dirichlet process prior. Since, unlike univariate quantiles, the exact posterior…

Statistics Theory · Mathematics 2021-06-03 Indrabati Bhattacharya , Subhashis Ghosal

In a general class of Bayesian nonparametric models, we prove that the posterior distribution can be asymptotically approximated by a Gaussian process. Our results apply to nonparametric exponential family that contains both Gaussian and…

Statistics Theory · Mathematics 2017-11-01 Zuofeng Shang , Guang Cheng

In this paper we develop a functorial language of probabilistic morphisms and apply it to some basic problems in Bayesian nonparametrics. First we extend and unify the Kleisli category of probabilistic morphisms proposed by Lawvere and Giry…

Statistics Theory · Mathematics 2021-04-27 Jürgen Jost , Hông Vân Lê , Tat Dat Tran

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

Given a sample of size $n$ from a population of individuals belonging to different species with unknown proportions, a popular problem of practical interest consists in making inference on the probability $D_{n}(l)$ that the $(n+1)$-th draw…

Methodology · Statistics 2017-10-18 Julyan Arbel , Stefano Favaro , Bernardo Nipoti , Yee Whye Teh

Recently, the Bayesian nonparametric approach in survival studies attracts much more attentions. Because of multi modality in survival data, the mixture models are very common in this field. One of the famous priors on Bayesian…

Applications · Statistics 2016-12-26 S. B. Hajjar , S. Khazaei

In Bayesian nonparametrics there exists a rich variety of discrete priors, including the Dirichlet process and its generalizations, which are nowadays well-established tools. Despite the remarkable advances, few proposals are tailored for…

Methodology · Statistics 2022-02-28 Tommaso Rigon , Bruno Scarpa , Sonia Petrone

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

In causal inference, sensitivity analysis is important to assess the robustness of study conclusions to key assumptions. We perform sensitivity analysis of the assumption that missing outcomes are missing completely at random. We follow a…

Statistics Theory · Mathematics 2023-05-12 Bart Eggen , Stéphanie L. van der Pas , Aad W. van der Vaart

Gibbs type priors have been shown to be natural generalizations of Dirichlet process (DP) priors used for intricate applications of Bayesian nonparametric methods. This includes applications to mixture models and to species sampling models…

Statistics Theory · Mathematics 2023-08-29 Lancelot F. James

Bivariate count data arise in several different disciplines (epidemiology, marketing, sports statistics, etc., to name but a few) and the bivariate Poisson distribution which is a generalization of the Poisson distribution plays an…

Methodology · Statistics 2023-01-12 Barry C. Arnold , Indranil Ghosh

In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…

Methodology · Statistics 2020-11-30 Adel Bedoui , Ori Rosen

Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

Methodology · Statistics 2024-07-02 Thomas J. Loredo , Robert L. Wolpert

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

This paper introduces a Bayesian nonparametric approach to frequency recovery from lossy-compressed discrete data, leveraging all information contained in a sketch obtained through random hashing. By modeling the data points as random…

Statistics Theory · Mathematics 2024-06-05 Mario Beraha , Stefano Favaro , Matteo Sesia

Urn models for innovation capture fundamental empirical laws shared by several real-world processes. The so-called urn model with triggering includes, as particular cases, the urn representation of the two-parameter Poisson-Dirichlet…

Methodology · Statistics 2024-07-08 Giulio Tani Raffaelli , Margherita Lalli , Francesca Tria