相关论文: On Excess Mass Behavior in Gaussian Mixture Models…
We study posterior contraction rates for mixing measures in homoscedastic location-scale mixture models with infinitely many components. While posterior convergence at the level of densities is well understood, ensuring convergence of the…
This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of…
We study nonparametric Bayesian inference with location mixtures of the Laplace density and a Dirichlet process prior on the mixing distribution. We derive a contraction rate of the corresponding posterior distribution, both for the mixing…
Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…
We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian…
In Bayesian statistics, posterior contraction rates (PCRs) quantify the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of a true model, in a suitable way, as the sample size goes to infinity. In…
Density estimation represents one of the most successful applications of Bayesian nonparametrics. In particular, Dirichlet process mixtures of normals are the gold standard for density estimation and their asymptotic properties have been…
The Dirichlet Process Mixture Model (DPMM) is a Bayesian non-parametric approach widely used for density estimation and clustering. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels…
We study full Bayesian procedures for sparse linear regression when errors have a symmetric but otherwise unknown distribution. The unknown error distribution is endowed with a symmetrized Dirichlet process mixture of Gaussians. For the…
We consider the problem of recovering a distribution function on the real line from observations additively contaminated with errors following the standard Laplace distribution. Assuming that the latent distribution is completely unknown…
Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…
Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models…
This work studies the convergence and finite sample approximations of entropic regularized Wasserstein distances in the Hilbert space setting. Our first main result is that for Gaussian measures on an infinite-dimensional Hilbert space,…
We study the convergence to equilibrium in high dimensions, focusing on explicit bounds on mixing times and the emergence of the cutoff phenomenon for Dyson-Laguerre processes. These are interacting particle systems with non-constant…
This paper studies identifiability and convergence behaviors for parameters of multiple types in finite mixtures, and the effects of model fitting with extra mixing components. First, we present a general theory for strong identifiability,…
Discrete mixture models are one of the most successful approaches for density estimation. Under a Bayesian nonparametric framework, Dirichlet process location-scale mixture of Gaussian kernels is the golden standard, both having nice…
Covariate measurement error in nonparametric regression is a common problem in nutritional epidemiology and geostatistics, and other fields. Over the last two decades, this problem has received substantial attention in the frequentist…
The Wasserstein distance from optimal mass transport (OMT) is a powerful mathematical tool with numerous applications that provides a natural measure of the distance between two probability distributions. Several methods to incorporate OMT…
This paper studies posterior concentration behavior of the base probability measure of a Dirichlet measure, given observations associated with the sampled Dirichlet processes, as the number of observations tends to infinity. The base…
We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…