相关论文: Applications of the Beta Distribution Part 1: Tran…
The ongoing replication crisis in science has increased interest in the methodology of replication studies. We propose a novel Bayesian analysis approach using power priors: The likelihood of the original study's data is raised to the power…
In this paper, a new mixed Poisson distribution is introduced. This new distribution is obtained by utilizing mixing process, with Poisson distribution as mixed distribution and Transmuted Exponential distribution as mixing distribution.…
In Bayesian analysis, the selection of a prior distribution is typically done by considering each parameter in the model. While this can be convenient, in many scenarios it may be desirable to place a prior on a summary measure of the model…
In this article, we obtain, for the total variance distance, the error bounds between Poisson and convolution of power series distributions via Stein's method. This provides a unified approach to many known discrete distributions. Several…
The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the…
Bayesian Optimization is methodology used in statistical modelling that utilizes a Gaussian process prior distribution to iteratively update a posterior distribution towards the true distribution of the data. Finding unbiased informative…
Clustering is a crucial task in various domains of knowledge, including medicine, epidemiology, genomics, environmental science, economics, and visual sciences, among others. Methodologies for inferring the number of clusters have often…
For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…
Parameter estimation is one of the most important tasks in statistics, and is key to helping people understand the distribution behind a sample of observations. Traditionally parameter estimation is done either by closed-form solutions…
The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…
Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…
Correlated proportions appear in many real-world applications and present a unique challenge in terms of finding an appropriate probabilistic model due to their constrained nature. The bivariate beta is a natural extension of the well-known…
The Bell regression model (BRM) is a statistical model that is often used in the analysis of count data that exhibits overdispersion. In this study, we propose a Bayesian analysis of the BRM and offer a new perspective on its application.…
Power priors are used for incorporating historical data in Bayesian analyses by taking the likelihood of the historical data raised to the power $\alpha$ as the prior distribution for the model parameters. The power parameter $\alpha$ is…
The Poisson-binomial distribution is useful in many applied problems in engineering, actuarial science, and data mining. The Poisson-binomial distribution models the distribution of the sum of independent but not identically distributed…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
This paper presents the Nataf-Beta Random Field Classifier, a discriminative approach that extends the applicability of the Beta conjugate prior to classification problems. The approach's key feature is to model the probability of a class…
Beta-sorted portfolios -- portfolios comprised of assets with similar covariation to selected risk factors -- are a popular tool in empirical finance to analyze models of (conditional) expected returns. Despite their widespread use, little…
We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a Beta Process. It also…
We examine the Gaussian hypergeometric beta distribution and look at the effect of having an additional term in the density kernel relative to the standard beta distribution. We reparameterise and classify this distribution into left and…