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We propose a measure of the impact of any two choices of prior distributions by quantifying the Wasserstein distance between the respective resulting posterior distributions at any fixed sample size. We illustrate this measure on the…

统计理论 · 数学 2018-03-02 Fatemeh Ghaderinezhad , Christophe Ley

The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…

统计理论 · 数学 2015-10-19 Alexey Lindo , Sergei Zuyev , Serik Sagitov

This article introduces a new instrumental variable approach for estimating unknown population parameters with data having nonrandom missing values. With coarse and discrete instruments, Shao and Wang (2016) proposed a semiparametric method…

统计方法学 · 统计学 2021-11-19 Arkaprabha Ganguli , David Todem

This paper proposes a novel, nonparametric, interpoint distance-based measure to investigate whether there exist any groups in a set of given data, and if so then, how many groups are prevailing in total. It is a cluster accuracy index…

统计方法学 · 统计学 2026-05-21 Soumita Modak

Most causal inference methods focus on estimating marginal average treatment effects, but many important causal estimands depend on the joint distribution of potential outcomes, including the probability of causation and proportions…

统计方法学 · 统计学 2025-10-16 Zach Shahn , David Madigan

WISDoM (Wishart Distributed Matrices) is a new framework for the quantification of deviation of symmetric positive-definite matrices associated to experimental samples, like covariance or correlation matrices, from expected ones governed by…

数据分析、统计与概率 · 物理学 2020-10-01 Carlo Mengucci , Daniel Remondini , Gastone Castellani , Enrico Giampieri

One of the primary goals of statistical precision medicine is to learn optimal individualized treatment rules (ITRs). The classification-based, or machine learning-based, approach to estimating optimal ITRs was first introduced in…

统计方法学 · 统计学 2024-06-18 Sophia Yazzourh , Nikki L. B. Freeman

Nonparametric empirical Bayes methods provide a flexible and attractive approach to high-dimensional data analysis. One particularly elegant empirical Bayes methodology, involving the Kiefer-Wolfowitz nonparametric maximum likelihood…

统计方法学 · 统计学 2014-07-11 Lee H. Dicker , Sihai D. Zhao

Unsupervised image segmentation aims at clustering the set of pixels of an image into spatially homogeneous regions. We introduce here a class of Bayesian nonparametric models to address this problem. These models are based on a combination…

机器学习 · 统计学 2016-02-10 Richard Yi Da Xu , Francois Caron , Arnaud Doucet

Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…

统计理论 · 数学 2007-06-13 Marcus Hutter

A new interpoint distance-based measure is proposed to identify the optimal number of clusters present in a data set. Designed in nonparametric approach, it is independent of the distribution of given data. Interpoint distances between the…

机器学习 · 计算机科学 2022-10-18 Soumita Modak

Variable importance measures (VIMs) aim to quantify the contribution of each input covariate to the predictability of a given output. With the growing interest in explainable AI, numerous VIMs have been proposed, many of which are heuristic…

统计方法学 · 统计学 2025-09-23 Angel Reyero-Lobo , Pierre Neuvial , Bertrand Thirion

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution…

统计计算 · 统计学 2009-12-25 Ryan Prescott Adams , Iain Murray , David J. C. MacKay

The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…

机器学习 · 计算机科学 2026-05-14 Quentin Duchemin , Guillaume Obozinski

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple parametric distribution to the target posterior by minimizing an…

机器学习 · 统计学 2023-07-18 Chirag Modi , Charles Margossian , Yuling Yao , Robert Gower , David Blei , Lawrence Saul

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

机器学习 · 统计学 2022-10-18 Veit D. Wild , Robert Hu , Dino Sejdinovic

Motivation: Recent advances in technology for brain imaging and high-throughput genotyping have motivated studies examining the influence of genetic variation on brain structure. Wang et al. (Bioinformatics, 2012) have developed an approach…

统计方法学 · 统计学 2016-10-18 Keelin Greenlaw , Elena Szefer , Jinko Graham , Mary Lesperance , Farouk S. Nathoo

We develop a kernel projected Wasserstein distance for the two-sample test, an essential building block in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. This method…

统计理论 · 数学 2022-05-10 Jie Wang , Rui Gao , Yao Xie

We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…

机器学习 · 统计学 2022-08-05 Tianfang Zhang , Rasmus Bokrantz , Jimmy Olsson

Phylodynamics focuses on the problem of reconstructing past population size dynamics from current genetic samples taken from the population of interest. This technique has been extensively used in many areas of biology, but is particularly…

统计计算 · 统计学 2015-07-23 Shiwei Lan , Julia A. Palacios , Michael Karcher , Vladimir N. Minin , Babak Shahbaba