Related papers: Bayesian Nonparametric Estimation of a Unimodal De…

In ecology, the description of species composition and biodiversity calls for statistical methods that involve estimating features of interest in unobserved samples based on an observed one. In the last decade, the Bayesian nonparametrics…

This paper presents a novel approach to Bayesian nonparametric spectral analysis of stationary multivariate time series. Starting with a parametric vector-autoregressive model, the parametric likelihood is nonparametrically adjusted in the…

The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive…

In Bayesian inference for mixture models with an unknown number of components, a finite mixture model is usually employed that assumes prior distributions for mixing weights and the number of components. This model is called a mixture of…

This paper adopts a Bayesian nonparametric mixture model where the mixing distribution belongs to the wide class of normalized homogeneous completely random measures. We propose a truncation method for the mixing distribution by discarding…

A tractable nonparametric prior over densities is introduced which is closed under sampling and exhibits proper posterior asymptotics.

Spike-and-slab and horseshoe regression are arguably the most popular Bayesian variable selection approaches for linear regression models. However, their performance can deteriorate if outliers and heteroskedasticity are present in the…

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

One-step ahead prediction for the multinomial model is considered. The performance of a predictive density is evaluated by the average Kullback-Leibler divergence from the true density to the predictive density. Asymptotic approximations of…

Bayesian sampling is an important task in statistics and machine learning. Over the past decade, many ensemble-type sampling methods have been proposed. In contrast to the classical Markov chain Monte Carlo methods, these new methods deploy…

We aim at modelling the appearance of distinct tags in a sequence of labelled objects. Common examples of this type of data include words in a corpus or distinct species in a sample. These sequential discoveries are often summarised via…

Existing methods to summarize posterior inference for mixture models focus on identifying a point estimate of the implied random partition for clustering, with density estimation as a secondary goal (Wade and Ghahramani, 2018; Dahl et al.,…

In this paper, we present two classes of Bayesian approaches to the two-sample problem. Our first class of methods extends the Bayesian t-test to include all parametric models in the exponential family and their conjugate priors. Our second…

In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…

We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using…

Accurately estimating data density is crucial for making informed decisions and modeling in various fields. This paper presents a novel nonparametric density estimation procedure that utilizes bivariate penalized spline smoothing over…

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

We propose a data-driven method to learn the time-dependent probability density of a multivariate stochastic process from sample paths, assuming that the initial probability density is known and can be evaluated. Our method uses a novel…

The indeterminate nature of human motion requires trajectory prediction systems to use a probabilistic model to formulate the multi-modality phenomenon and infer a finite set of future trajectories. However, the inference processes of most…

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…