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相关论文: A survey of non-exchangeable priors for Bayesian n…

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We argue for the use of separate exchangeability as a modeling principle in Bayesian nonparametric (BNP) inference. Separate exchangeability is de facto widely applied in the Bayesian parametric case, e.g., it naturally arises in simple…

统计方法学 · 统计学 2025-07-29 Giovanni Rebaudo , Qiaohui Lin , Peter Mueller

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable…

统计方法学 · 统计学 2025-05-20 Sean O'Hagan , Veronika Ročková

This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…

统计理论 · 数学 2007-06-13 Luis E. Nieto-Barajas , Igor Prunster , Stephen G. Walker

Species sampling processes have long served as the fundamental framework for modeling random discrete distributions and exchangeable sequences. However, data arising from distinct but related sources require a broader notion of…

统计理论 · 数学 2026-02-03 Beatrice Franzolini , Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

One of the main research areas in Bayesian Nonparametrics is the proposal and study of priors which generalize the Dirichlet process. Here we exploit theoretical properties of Poisson random measures in order to provide a comprehensive…

统计理论 · 数学 2007-06-13 Lancelot F. James , Antonio Lijoi , Igor Pruenster

In Bayesian multilevel models, the data are structured in interconnected groups, and their posteriors borrow information from one another due to prior dependence between latent parameters. However, little is known about the behaviour of the…

统计理论 · 数学 2025-09-25 Marta Catalano , Hugo Lavenant , Francesco Mascari

A new class of nonparametric prior distributions, termed Beta-Binomial stick-breaking process, is proposed. By allowing the underlying length random variables to be dependent through a Beta marginals Markov chain, an appealing discrete…

统计理论 · 数学 2020-08-12 María F. Gil-Leyva , Ramsés H. Mena , Theodoros Nicoleris

This invited paper proposes and discusses several Bayesian attempts at nonparametric and semiparametric density estimation. The main categories of these ideas are as follows: 1) Build a nonparametric prior around a given parametric model.…

统计理论 · 数学 2026-04-23 Nils Lid Hjort

In this article we propose novel Bayesian nonparametric methods using Dirichlet Process Mixture (DPM) models for detecting pairwise dependence between random variables while accounting for uncertainty in the form of the underlying…

统计方法学 · 统计学 2016-04-28 Sarah Filippi , Chris C. Holmes , Luis E. Nieto-Barajas

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…

统计理论 · 数学 2025-05-06 Marta Catalano , Claudio Del Sole

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

统计方法学 · 统计学 2022-11-08 Bingjing Tang , Vinayak Rao

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…

机器学习 · 统计学 2018-07-16 Andrew R. Lawrence , Carl Henrik Ek , Neill D. F. Campbell

We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…

统计理论 · 数学 2020-09-23 Kolyan Ray , Aad van der Vaart

Nested nonparametric processes are vectors of random probability measures widely used in the Bayesian literature to model the dependence across distinct, though related, groups of observations. These processes allow a two-level clustering,…

统计方法学 · 统计学 2024-10-10 Federico Camerlenghi , Riccardo Corradin , Andrea Ongaro

We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…

统计理论 · 数学 2023-04-12 Surya T. Tokdar , Ryan Martin

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

统计方法学 · 统计学 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

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…

数据分析、统计与概率 · 物理学 2007-05-23 J. C. Lemm

The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…

统计理论 · 数学 2015-02-16 Peter Orbanz , Daniel M. Roy

An imprecise Bayesian nonparametric approach to system reliability with multiple types of components is developed. This allows modelling partial or imperfect prior knowledge on component failure distributions in a flexible way through…

统计方法学 · 统计学 2016-09-19 Gero Walter , Louis J. M. Aslett , Frank P. A. Coolen

The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…

统计方法学 · 统计学 2020-03-18 Marcelo Hartmann , Georgi Agiashvili , Paul Bürkner , Arto Klami