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Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…

统计理论 · 数学 2019-11-12 Linda Altieri , Daniela Cocchi , Giulia Roli

In ecology, the description of species composition and biodiversity calls for statistical methods that involve estimating features of interest in unobserved samples based on an observed one. In the last decade, the Bayesian nonparametrics…

统计方法学 · 统计学 2026-04-28 Alessandro Colombi , Raffaele Argiento , Federico Camerlenghi , Lucia Paci

Bayesian nonparametric mixture models are widely used to cluster observations. However, one major drawback of the approach is that the estimated partition often presents unbalanced clusters' frequencies with only a few dominating clusters…

统计方法学 · 统计学 2026-02-03 Beatrice Franzolini , Giovanni Rebaudo

Exchangeability -- in which the distribution of an infinite sequence is invariant to reorderings of its elements -- implies the existence of a simple conditional independence structure that may be leveraged in the design of statistical…

We study the properties of variational Bayes approximations for exponential family models with missing values. It is shown that the iterative algorithm for obtaining the variational Bayesian estimator converges locally to the true value…

统计理论 · 数学 2012-07-19 Bo Wang , D. Titterington

Under mild conditions, it is shown the strong consistency of the Bayes estimator of the density. Moreover, the Bayes risk (for some common loss functions) of the Bayes estimator of the density (i.e. the posterior predictive density) reaches…

统计理论 · 数学 2021-11-25 A. G. Nogales

Observational entropy -- a quantity that unifies Boltzmann's entropy, Gibbs' entropy, von Neumann's macroscopic entropy, and the diagonal entropy -- has recently been argued to play a key role in a modern formulation of statistical…

量子物理 · 物理学 2026-03-24 Teruaki Nagasawa , Kohtaro Kato , Eyuri Wakakuwa , Francesco Buscemi

We consider the asymptotic behavior of posterior distributions if the model is misspecified. Given a prior distribution and a random sample from a distribution $P_0$, which may not be in the support of the prior, we show that the posterior…

统计理论 · 数学 2007-06-13 B. J. K. Kleijn , A. W. van der Vaart

This article presents new methodology for sample-based Bayesian inference when data are partitioned and communication between the parts is expensive, as arises by necessity in the context of "big data" or by choice in order to take…

统计方法学 · 统计学 2022-11-01 Marc Box

Estimation of permutation entropy (PE) using Bayesian statistical methods is presented for systems where the ordinal pattern sampling follows an independent, multinomial distribution. It is demonstrated that the PE posterior distribution is…

数据分析、统计与概率 · 物理学 2022-02-09 Douglas J. Little , Joshua P. Toomey , Deb M. Kane

The main object of Bayesian statistical inference is the determination of posterior distributions. Sometimes these laws are given for quantities devoid of empirical value. This serious drawback vanishes when one confines oneself to…

统计金融 · 定量金融 2008-12-02 Federico Bassetti

We investigate Bayesian predictive inference for finite population quantities when there are unequal probabilities of selection. Only limited information about the sample design is available; i.e., only the first-order selection…

统计方法学 · 统计学 2018-04-10 Junheng Ma , Joe Sedransk , Balgobin Nandram , Lu Chen

We consider the sequential sampling of species, where observed samples are classified into the species they belong to. We are particularly interested in studying some quantities describing the sampling process when there is a new species…

概率论 · 数学 2023-02-01 Servet Martínez , Javier Santibáñez

The method of Maximum (relative) Entropy (ME) is used to translate the information contained in the known form of the likelihood into a prior distribution for Bayesian inference. The argument is guided by intuition gained from the…

数据分析、统计与概率 · 物理学 2009-11-10 Ariel Caticha , Roland Preuss

The convergence of simultaneous and marginal predictive classifiers under partition exchangeability in supervised classification is obtained. The result shows the asymptotic convergence of these classifiers under infinite amount of training…

机器学习 · 统计学 2021-01-27 Ali Amiryousefi

The present paper introduces a fully objective Bayesian analysis to obtain the posterior distribution of an entropy measure. Notably, we consider the gamma distribution, which describes many natural phenomena in physics, engineering, and…

Infinite mixture models are commonly used for clustering. One can sample from the posterior of mixture assignments by Monte Carlo methods or find its maximum a posteriori solution by optimization. However, in some problems the posterior is…

机器学习 · 计算机科学 2013-11-26 Işık Barış Fidaner , Ali Taylan Cemgil

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

统计方法学 · 统计学 2021-06-15 Edwin Fong , Chris Holmes

Bayes' theorem incorporates distinct types of information through the likelihood and prior. Direct observations of state variables enter the likelihood and modify posterior probabilities through consistent updating. Information in terms of…

统计方法学 · 统计学 2024-07-19 Duncan K. Foley , Ellis Scharfenaker

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

统计方法学 · 统计学 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla
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