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The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…

统计理论 · 数学 2022-07-27 Kelly R. Moran , Matthew W. Wheeler

Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…

统计方法学 · 统计学 2025-02-10 Aldo Gardini , Fedele Greco , Carlo Trivisano

We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…

统计理论 · 数学 2010-02-26 Minjung Kyung , Jeff Gill , George Casella

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

统计计算 · 统计学 2018-03-15 Hongqiao Wang , Jinglai Li

We investigate approximation of a Bernoulli partial sum process to the accompanying Poisson process in the non-i.i.d. case. The rate of closeness is studied in terms of the minimal distance in probability.

概率论 · 数学 2022-07-20 Pavel S. Ruzankin , Igor S. Borisov

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…

Disagreement percolation connects a Gibbs lattice gas and i.i.d. site percolation on the same lattice such that non-percolation implies uniqueness of the Gibbs measure. This work generalises disagreement percolation to the hard-sphere model…

概率论 · 数学 2019-07-02 Christoph Hofer-Temmel

In this paper, we develop simple, yet efficient, procedures for sampling approximations of the two-Parameter Poisson-Dirichlet Process and the normalized inverse-Gaussian process. We compare the efficiency of the new approximations to the…

统计计算 · 统计学 2012-09-25 Luai Al Labadi , Mahmoud Zarepour

We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo et al. (2017). Our particular focus is on pairwise interaction processes, penetrable spheres mixture models and…

概率论 · 数学 2019-01-18 Sarat B. Moka , Dirk P. Kroese

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

统计方法学 · 统计学 2017-11-21 Hassan Maatouk

Second-order statistics play a crucial role in analysing point processes. Previous research has specifically explored locally weighted second-order statistics for point processes, offering diagnostic tests in various spatial domains.…

统计方法学 · 统计学 2024-04-17 Nicoletta D'Angelo , Giada Adelfio , Jorge Mateu , Ottmar Cronie

Our purpose in this paper is to apply the general methodology for model selection based on T-estimators developed in Birg\'{e} [Ann. Inst. H. Poincar\'{e} Probab. Statist. 42 (2006) 273--325] to the particular situation of the estimation of…

统计理论 · 数学 2009-09-29 Lucien Birgé

We present a Dirichlet process mixture model over discrete incomplete rankings and study two Gibbs sampling inference techniques for estimating posterior clusterings. The first approach uses a slice sampling subcomponent for estimating…

机器学习 · 计算机科学 2012-03-19 Marina Meila , Harr Chen

Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…

统计方法学 · 统计学 2007-10-30 Y. Pokern , A. M. Stuart , P. Wiberg

The tacnode process is a universal determinantal point process arising from non-intersecting particle systems and tiling problems. It is the aim of this work to explore the integrable structure and large gap asymptotics for the gap…

数学物理 · 物理学 2023-07-13 Luming Yao , Lun Zhang

In this paper, we explore the connection between convergence in distribution and Mallows distance in the context of positively associated random variables. Our results extend some known invariance principles for sequences with FKG property.…

概率论 · 数学 2017-10-11 L. Cioletti , C. C. Y. Dorea , R. Vila

This paper develops a smoothing-based postprocessing method for superconvergence in finite element methods. The method applies a few smoothing iterations, such as damped Jacobi, Gauss-Seidel, or conjugate gradient, with initial guess being…

数值分析 · 数学 2026-05-07 Yuwen Li , Han Shui , Ludmil Zikatanov

The Papangelou intensities of determinantal (or fermion) point processes are investigated. These exhibit a monotonicity property expressing the repulsive nature of the interaction, and satisfy a bound implying stochastic domination by a…

概率论 · 数学 2010-03-16 Hans-Otto Georgii , Hyun Jae Yoo

This paper is concerned with statistical inference for infinite range interaction Gibbs point processes and in particular for the large class of Ruelle superstable and lower regular pairwise interaction models. We extend classical…

统计理论 · 数学 2015-10-05 Jean-François Coeurjolly , Frédéric Lavancier

Many models for point process data are defined through a thinning procedure where locations of a base process (often Poisson) are either kept (observed) or discarded (thinned). In this paper, we go back to the fundamentals of the…

统计方法学 · 统计学 2024-12-12 Renaud Alie , David A. Stephens , Alexandra M. Schmidt