310 References Broderick, T., Jordan, M. L., & Pitman, J. (2013). Cluster and feature modeling from combinatorial stochastic processes. Statistical Sc

Size: px
Start display at page:

Download "310 References Broderick, T., Jordan, M. L., & Pitman, J. (2013). Cluster and feature modeling from combinatorial stochastic processes. Statistical Sc"

Transcription

1 References Aalen, O. O. (1978). Nonparametric inference for a family of counting processes. Annals of Statistics, 6, Ammann, L. P. (1984). Bayesian nonparametric inference for quantal response data. Annals of Statistics, 12, Ammann, L. P. (1985). Conditional Laplace transforms for Bayesian nonparametric inference in reliability theory. Stochastic Processes and Their Applications, 20, Antoniak, C. (1974). Mixtures of Dirichlet processes with applications Bayesian nonparametric problems. Annals of Statistics, 2, Barlow, R. E., Barthalomew, D. J., Bremner, J. M., & Brunk, H. D. (1972). Statistical inference under order restrictions. New York: Wiley. Basu, D., &Tiwari, R. C. (1982). A note on the Dirichlet process. In G. Kallianpur, R. Krishnaiah, & J. K. Ghosh (Eds.) Statistics and probability: Essays in honor of C. R. Rao (pp ). Berry, D. A., & Christensen, R. (1979). Empirical Bayes estimation of a binomial parameter via mixtures of Dirichlet process. Annals of Statistics, 7, Bhattacharya, P. K. (1981). Posterior distribution of a Dirichlet process from quantal response data. Annals of Statistics, 1, Billingsley, P. (1968). Convergence of probability measures. New York: Wiley. Binder, D. A. (1982). Nonparametric Bayesian models for samples from finite populations. Journal of the Royal Statistical Society B, 44, Blackwell, D. (1973). Discreteness of Ferguson selections. Annals of Statistics, 1, Blackwell, D., & MacQueen, J. B. (1973). Ferguson distributions via Polya urn schemes. Annals of Statistics, 9, Blei, D. M., & Frazier, P. I. (2011). Distant dependent Chinese restaurant processes. Journal of Machine Learning Research, 12, Blei, D. M., Ng, A. Y., & Jordan, M. I. (2003). Latent Dirichlet allocation. Journal of Machine Learning Research, 3, Blum, J., & Susarla, V. (1977). On the posterior distribution of a Dirichlet process given randomly right censored observations. Stochastic Processes and Their Applications, 5, Bondesson, L. (1982). On simulation from infinitely divisible distributions. Advances in Applied Probability, 14, Breth, M. (1978). Bayesian confidence bands for a distribution function. Annals of Statistics, 6, Breth, M. (1979). Nonparametric Bayesian interval estimation. Biometrika, 66, Broderick, T., Jordan, M. L., & Pitman, J. (2012). Beta processes, Stick-breaking and power laws. Bayesian Analysis, 7, Springer International Publishing Switzerland 2016 E.G. Phadia, Prior Processes and Their Applications, Springer Series in Statistics, DOI /

2 310 References Broderick, T., Jordan, M. L., & Pitman, J. (2013). Cluster and feature modeling from combinatorial stochastic processes. Statistical Science, 28(3), Bulla, P., Muliere, P., & Walker, S. (2007). Bayesian nonparametric estimation of a bivariate survival function. Statistica Sinica, 17, Bulla, P., Muliere, P., & Walker, S. (2009). A Bayesian nonparametric estimator of a multivariate survival function. Journal of Statistical Planning and Inference, 139, Burridge, M. (1981). Empirical Bayes analysis of survival data. Journal of the Royal Statistical Society B, 43, Campbell, G., & Hollander, M. (1978). Rank order estimation with the Dirichlet prior. Annals of Statistics, 6(1), Caron, F., Davy, M., & Doucet, A. (2007). Generalized Polya urn for time-varying Dirichlet process mixtures. In Proceedings of the Conference on Uncertainty in Artificial Intelligence (Vol. 23). Christensen, R., Hanson, T., & Jara, A. (2008). Parametric nonparametric statistics: An introduction to mixtures of finite Polya trees. Annals of Statistics, 62, Chung, Y., & Dunson, D. B. (2011). The local Dirichlet process. Annals of the Institute of Statistical Mathematics, 63, Cifarelli, D. M., & Regazzini, E. (1979). Considerazioni generali sull impostazione bayesiana di problemi non parametrici, Rivista di matematica per le Scienze Economicje e Socialli, 2,PartI 39 52, Part II Clayton, M. K. (1985). A Bayesian nonparametric sequential test for the mean of a population. Annals of Statistics, Clayton, M. K. (1991). A Monte Carlo method for Bayesian inference in frailty models. Biometrika, 47, Clayton, M. K., Berry, D. (1985). Bayesian nonparametric bandits. Annals of Statistics, 13, Connor, R. J., & Mosimann, J. E. (1969). Concept of independence for proportions with a generalization of the Dirichlet distribution. Journal of the American Statistical Association, 64, Dabrowska, D. M. (1988). Kaplan-Meier estimate on the plane. Annals of Statistics, 15, Dalal, S. R. (1979a). Dirichlet invariant processes and applications to nonparametric estimation of symmetric distribution functions. Stochastic Processes and Their Applications, 9, Dalal, S. R. (1979b). Nonparametric and Robust Bayes estimation of location. In Optimizing methods in statistics (pp ). New York: Academic. Dalal, S. R., & Hall, G. J. (1980). On approximating parametric Bayes models by nonparametric Bayes models. Annals of Statistics, 8, Dalal, S. R., & Phadia, E. G. (1983). Nonparametric Bayes inference for concordance in Bivariate distributions. Communications in Statistics - Theory & Methods, 12(8), Damien, P., Laud, P. W., & Smith, A. F. M. (1995). Random variate generation form infinitely divisible distributions with applications to Bayesian inference. Journal of the Royal Statistical Society B, 57, Damien, P., Laud, P. W., & Smith, A. F. M. (1996). Implementation of Bayesian non-parametric inference based on beta processes. Scandinavian Journal of Statistics, 23, Damien, P., & Walker, S. (2002). A Bayesian nonparametric comparison of two treatments. Scandinavian Journal of Statistics, 29, DeIorio, M., Müller, P., Rosner, G.L., & MacEachern, S. N. (2004). An anova model for dependent random measures. Journal of the American Statistical Association, 99, Dey, J., Erickson, R. V., & Ramamoorthi, R. V. (2003). Some aspects of neutral to right priors. International Statistical Review, 71(2), Dey, D., Müller, P., & Sinha, D. (Eds.). (1998). Practical nonparametric and semiparametric Bayesian statistics. Lecture notes in statistics. New York: Springer. Diaconis, P., & Freedman, D. A. (1986). On inconsistent of Bayes estimates of location. Annals of Statistics, 14,

3 References 311 Doksum, K. A. (1972). Decision theory for some nonparametric models. Proceedings of the Sixth Berkeley symposium on Mathematical Statistics and Probability, Vol. I: Theory of Statistics (pp ). Doksum, K. A. (1974). Tailfree and neutral random probabilities and their posterior distributions.annals of Probability, 2, Doss, H. (1984). Bayesian estimation in the symmetric location problem. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete, 68, Doss, H. (1985a). Bayesian nonparametric estimation of the median: Part I: computation of the estimates. Annals of Statistics, 13, Doss, H. (1985b). Bayesian nonparametric estimation of the median: Part II: Asymptotic properties of the estimates. Annals of Statistics, 13, Doss, H. (1994). Bayesian nonparametric estimation for incomplete data via successive substitution sampling. Annals of Statistics, 22, Dråghici, L., & Ramamoorthi, R. V. (2000). A note on the absolute continuity and singularity of Polya tree priors and posteriors. Scandinavian Journal of Statistics, 27, Duan, J. A., Guindani, M., & Gelfand, A. E. (2007). Generalized spatial Dirichlet process model. Biometrika, 94, Dubins, L. E., & Freedman, D. A. (1966). Random distribution functions. Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability (Vol. 2, pp ). Dunson, D. B. (2006). Bayesian dynamic modeling of latent trait distributions. Biostatistics, 7(4), Dunson, D. B., & Park, J. H. (2008). Kernel Stick-breaking processes. Biometrika, 95, Dykstra, R. L., & Laud, P. (1981). A Bayesian nonparametric approach to reliability. Annals of Statistics, 9, Engen, S. (1975). A note on the geometric series as a species frequency model. Biometrika, 62, Engen, S. (1978). Stochastic Abundance Models with emphasis on biological communities and species diversity. London: Chapman and Hall. Ewens, W. J. (1972). The sampling theory of selectively neutral alleles. Theoretical Population Biology, 3, Escobar, M. D. (1994). Estimating normal means with a Dirichlet process prior. Journal of the American Statistical Association, 89, Escobar, M. D., & West, M. (1995). Bayesian density estimation and inference using mixtures. Journal of the American Statistical Association, 90, Efron, B. (1967). The two sample problem with censored data. In Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability (Vol. 4, pp ). Fabius, J. (1964). Asymptotic behavior of Bayes estimates. Annals of Mathematical Statistics, 35, Fabius, J. (1973). Neutrality and Dirichlet distributions. In Transactions of the 6th Prague Conference on Information Theory, Statistical Decision Functions and Random Processes (pp ). Favaro, S., & Teh, Y. W. (2013). MCMC for normalized random measure mixture models. Statistical Science, 28, Feller, W. (1966). An introduction to probability theory and its applications (Vol. II). New York: Wiley. Ferguson, T. S. (1973). A Bayesian analysis of some nonparametric problems. Annals of Statistics, 1, Ferguson, T. S. (1974). Prior distributions on spaces of probability measures. Annals of Statistics, 2, Ferguson, T. S. (1982). Sequential estimation with Dirichlet process priors. In S. Gupta & J. Berger (Eds.). Statistical decision theory and related topics III (Vol. 1, pp ). Ferguson, T. S. (1983). Bayesian density estimation by mixtures of normal distributions. In H. Rizvi & J. S. Rustagi (Eds.). Recent advances in statistics (pp ). New York: Academic.

4 312 References Ferguson, T. S., & Klass, M. J. (1972). A representation of independent increment processes without Gaussian components. Annals of Mathematical Statistics, 43, Ferguson, T. S., & Phadia, E. G. (1 979). Bayesian nonparametric estimation based on censored data. Annals of Statistics, 7, Ferguson, T. S., Phadia, E. G., & Tiwari, R. C. (1992 ). Bayesian nonparametric inference. In M. Ghosh & P. K. Pathak (Eds.). Current issues in statistical inference: Essays in honor of D. Basu. IMS lecture notes-monograph series (Vol. 17, pp ). Foti, N. J., Futoma, J. D., Rockmore, D. N., & Williamson, S. (2012). A unifying representation for a class of dependent random measures. arxiv: v1[stat.ml] Freedman, D. A. (1963). On the asymptotic behavior of Bayes estimates in the discrete case. Annals of Mathematical Statistics, 34, Gardiner, J. C., & Susarla, V. (1981). A nonparametric estimator of the survival function under progressive censoring. In J. Crowley & R. A. Johnson (Eds.). Survival analysis. IMS lecture notes-monograph series (Vol. 2, pp ). Gardiner, J. C., & Susarla, V. (1983). Weak convergence of a Bayesian nonparametric estimator of the survival function under progressive censoring. Statistics and Decision, 1, Gehan, E. A. (1965). A generalized Wilcoxon test for comparing arbitrarily singly-censored samples. Biometrika, 52, Gelfand, A. E., & Smith, A. F. M. (1990). Sampling-based approaches to calculating marginal densities. Journal of the American Statistical Association, 85, Gelfand, A. E., Kottas, A., & MacEachern, S. N. (2005). Bayesian nonparametric spatial modeling with Dirichlet process mixing. Journal of the American Statistical Association, 100, Ghosh, J. K., & Ramamoorthi, R. V. (2003). Bayesian nonparametric.springer series in statistics. New York: Springer. Ghosh, J. K., Hjort, N. L., Messan, C., & Ramamoorthi, R. V. (2006). Bayesian bivariate survival estimation. Journal of Statistical Planning and Inference, 136, Ghosh, M. (1985). Nonparametric empirical Bayes estimation of certain functionals. Communications in Statistics - Theory & Methods, 14(9), Ghosh, M., Lahiri, P., & Tiwari, R. C. (1989). Nonparametric empirical Bayes estimation of the distribution and the mean. Communications in Statistics - Theory & Methods, 18(1), Ghorai, J. K. (1981). Empirical Bayes estimation of a distribution function with a gamma process prior. Communications in Statistics - Theory & Methods, A10(12), Ghorai, J. K. (1989). Nonparametric Bayesian estimation of a survival function under the proportional hazard model. Communications in Statistics - Theory & Methods, A18(5), Ghorai, J. K., & Susarla, V. (1982). Empirical Bayes estimation of probability density function with Dirichlet process prior. In W. Grossmann, et al. (Eds.). Probability and statistical inference (pp ). Dordrecht: D. Reidel Publishing Company. Gnedin, A., & Pitman, J. (2007). Poisson representation of a Ewens fragmentation process. Combinatorics, Probability and Computing, 16, Griffin, J. E., & Steel, M. F. J. (2006). Order-based dependent Dirichlet processes. Journal of the American Statistical Association, 101, Griffiths, R. C. (1980). Allele frequencies in multidimensional Wright-Fisher models with a general symmetric mutation structure. Theoretical Population Biology, 17(1), Griffiths, T. L., & Ghahramani, Z. (2006). Infinite latent feature models and the Indian buffet process. In Advances in neural information processing systems (Vol. 18). Cambridge, MA: MIT. Ghahramani, Z.,Griffiths, T.L., &Sollich,P. (2007). Bayesian nonparametric latent feature models (with discussion and rejoinder). In J. M. Bernado, et al. (Eds.). Bayesian statistics (Vol. 8). Oxford, UK: Oxford University Press. Griffiths, T. L., & Ghahramani, Z. (2011). The Indian buffet process: An introduction and review. Journal of Machine Learning Research, 12,

5 References 313 Gross, A. J., & Clark, V. A. (1975). Survival distributions. Reliability applications in biomedical sciences. New York: Wiley. Hall, G. J., Jr. (1976). Sequential search with random overlook probabilities. Annals of Statistics, 4, Hall, G. J., Jr. (1977). Strongly optimal policies in sequential search with random overlook probabilities. Annals of Statistics, 5, Hannah, L. A., Blei, D. M., & Powell, W. B. (2011). Dirichlet process mixtures of general linear models. Journal of Machine Learning Research, 12, Hannum, R. C., & Hollander, M. (1983). Robustness of Ferguson s Bayes estimator of a distribution function. Annals of Statistics, 11, , Hannum, R. C., Hollander, M., & Langberg, N. A. (1981). Distributional results for random functionals of a Dirichlet process. Annals of Probability, 9, Hansen, B., & Pitman, J. (2000). Prediction rules for exchangeable sequences related to species sampling. Statistics & Probability Letters, 46, Hanson, T. E. (2006). Inference for mixtures of finite Polya tree models. Journal of the American Statistical Association, 101, Hanson, T. E. (2007). Polya trees and their use in reliability and survival analysis. In Encyclopedia of statistcs in quality and reliability (pp ). New York: Wiley. Hanson, T. E., Branscum, A., & Gardner, I. (2008). Multivariate mixtures of Polya trees for modelling ROC data. Statistical Modelling, 8, Hanson, T. E., & Johnson, W. O. (2002). Modeling regression error with a mixture of Polya trees. Journal of the American Statistical Association, 97, Hjort, N. L. (1985). Bayesian Nonparametric Bootstrap Confidence Intervals. NSF-andLCS- Technical Report, Department of Statistics, Stanford University. Hjort, N. L. (1990). Nonparametric Bayes estimators based on Beta processes in models for life history data. Annals of Statistics, 18(3), Hjort, N. L., Homes, C., Müller, P., & Walker, S. G. (2010). Bayesian nonparametrics. Cambridge series in statistical and probabilistic mathematics. Cambridge: Cambridge University Press. Hollander, M., & Korwar, R. M. (1976). Nonparametric empirical Bayes estimation of the probability that X Y. Communications in Statistics - Theory & Methods, A5(14), Hollander, M., & Korwar, R. M. (1982). Nonparametric Bayesian estimation of the horizontal distance between two populations. In Nonparametric statistical inference (Vol. 1). New York: North Holland. Ishwaran, H., & James, L. F. (2001). Gibbs sampling methods for Stick-breaking priors. Journal of the American Statistical Association, 96, Ishwaran, H., & James, L. F. (2003). Generalized weighted Chinese restaurant processes for species sampling mixture models. Statistica Sinica, 13, Ishwaran, H., & Zarepour, M. (2000). Markov chain Monte Carlo in approximate Dirichlet and beta two-parameter process hierarchical models. Biometrika, 87, Ishwaran, H., & Zarepour, M. (2003). Exact and approximate sum representations for the Dirichlet process. Canadian Journal of Statistics, 30, Ishwaran, H., & Zarepour, M. (2003). Random probability measures via Polya sequences: Revisiting the Blackwell-MacQueen Urn scheme. airxiv:math/ v1. Ibrahim, J. L., Chen, M., & Sinha, D. (2001). Bayesian survival analysis. New York: Springer. Jain, S., & Neal, R. (2004). A split-merge Markov chain monte Carlo procedure for the Dirichlet process mixture model. Journal of Computational and Graphical Statistics, 13, James, L. F. (2006). Poisson calculus for spatial neutral to the right processes. Annals of Statistics, 34, Johnson, N. L., & Kotz, S. (1970). Distributionsinstatistics-continuous multivariatedistributions. New York: Wiley. Johnson, N. L., Kotz, S., & Balkrishnan, N. (1997). Multivariate Ewens distribution. In Discrete multivariate distributions (Chap. 41, pp ). New York: Wiley. Johnson, R. A., Susarla, V., & Van Ryzin, J. (1979). Bayesian non-parametric estimation for agedependent branching processes. Stochastic Processes and Their Applications, 9,

6 314 References Jordan, M. I. (2010). Hierarchical models, nested models and completely random measures. In M.- H.Chen,D.Dey,P.Mueller,D.Sun,&K.Ye(Eds.),Frontiers of statistical decision making and Bayesian analysis: In honor of James O. Berger. New York: Springer. Kalbfleisch, J. D. (1978). Nonparametric Bayesian analysis of survival data. Journal of the Royal Statistical Society B, 40, Kalbfleisch, J. D., & Prentice, R. L. (1980). The statistical analysis of failure time data. New York: Wiley. Kaplan, E. L., & Meier, P. (1958). Nonparametric estimation from incomplete observations. Journal of the American Statistical Association, 53, Kim, Y. (1999). Nonparametric Bayesian estimators for counting processes. Annals of Statistics, 27, Kingman, J. F. C. (1967). Completely random measures. Pacific Journal of Mathematics, 21, Kingman, J. F. C. (1975). Random discrete distributions. Journal of the Royal Statistical Society B, 75, Kingman, J. F. C. (1993). Poisson processes. Oxford: Clarendon Press. Korwar, R. M. & Hollander, M. (1973). Contributions to the theory of Dirichlet processes. Annals of Probability, 1, Korwar, R. M., & Hollander, M. (1976). Empirical Bayes estimation of a distribution function. Annals of Statistics, 4, Kraft, C. H. (1964). A class of distribution function processes which have derivatives. Journal of Applied Probability, 1, Kraft, C. H., & van Eeden, C. (1964). Bayesian bioassay. Annals of Mathematical Statistics, 35, Kuo, L. (1986a). A note on Bayes empirical Bayes estimation by means of Dirichlet processes. Statistics & Probability Letters, 4, Kuo, L. (1986b). Computations of mixtures of Dirichlet processes. SIAM Journal on Scientific Computing, 7, Kuo, L. (1988). Linear Bayes estimators of the potency curve in bioassay. Biometrika, 75, Lavine, M. (1992). Some aspects of Polya tree distributions for statistical modelling. Annals of Statistics, 20, Lavine, M. (1994). More aspects of Polya trees for statistical modelling. Annals of Statistics, 22, Lijoi, A., & Prünster, I. (2010). Models beyond the Dirichlet process. In N. L. Hjort, et al. (Eds.). Bayesian nonparametrics. Cambridge series in statistical and probabilistic mathematics (pp ). Lin, D., Grimson, E., & Fisher, J. (2010). Construction of dependent Dirichlet processes based on Poisson processes. In Neural Information Processing Systems. Lo, A. Y. (1981). Bayesian nonparametric statistical inference for shock models and wear processes. Scandinavian Journal of Statistics, 8, Lo, A. Y. (1982). Bayesian nonparametric statistical inference for Poisson point processes. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete, 59, Lo, A. Y. (1983). Weak convergence for Dirichlet processes. Sankhya, 45, Lo, A. Y. (1984). On a class of Bayesian nonparametric estimates; I. Density estimates. Annals of Statistics, 12, Lo, A. Y. (1986). Bayesian statistical inference for sampling a finite population. Annals of Statistics, 14, Lo, A. Y. (1987). A large sample study of the Bayesian bootstrap. Annals of Statistics, 15(1), Lo, A. Y. (1988). A Bayesian bootstrap for a finite population. Annals of Statistics, 16, Lo, A. Y. (1991). A characterization of the Dirichlet process.statistics & Probability Letters, 12, Lo, A. Y. (1993a). A Bayesian bootstrap for censored data. Annals of Statistics, 21, Lo, A. Y. (1993b). A Bayesian method for weighted sampling. Annals of Statistics, 21,

7 References 315 MacEachern, S. N. (1998). Computational methods for mixture of Dirichlet process models. In D. Dey, P. Müller, & D. Sinha (Eds.). Practical nonparametric and semiparametric Bayesian statistics (pp ). MacEachern, S. N. (1999). Dependent nonparametric processes. In ASA Proceedings of the Section on Bayesian Statistical science. Alexandria: American Statistical Association. MacEachern, S. N., & Müller, P. (1998). Estimating mixtures of Dirichlet process models. Journal of Computational and Graphical Statistics, 7, Mauldin, R. D., Sudderth, W. D., & Williams, S. C. (1992). Polya trees and random distributions. Annals of Statistics, 20, McCloskey, J. W. (1965). A Model for the Distribution of Individuals by Species in an Environment, unpublished Ph.D. thesis, Michigan State University. Muliere, P., & Petrone, S. (1993). A Bayesian predictive approach to sequential search for an optimal dose: parametric and nonparametric models. Journal of the Italian Statistical Society, 2, Muliere, P., & Tardella, L. (1998). Approximating distributions of random functionals of Ferguson- Dirichlet priors. Canadian Journal of Statistics, 26, Muliere, P., & Walker, S. (1997). A Bayesian non-parametric approach to survival analysis using Polya trees. Scandinavian Journal of Statistics, 24, Müller, P., & Quintana, F. A. (2004). Nonparametric Bayesian data analysis. Statistical Science, 19, Müller, P., Quintana, F. A., Jara, A., & Hanson, T. (2015). Bayesian nonparametric data analysis. New York: Springer. Neal, R. M. (2000). Markov chain sampling methods for Dirichlet process mixture models. Journal of Computational and Graphical Statistics, 9, Neal, R. M. (2003). Slice sampling. Annals of Statistics, 31, Neath, A. A., & Bodden, K. (1997). Bayesian nonparametric confidence bounds for a distribution function. Journal of Statistical Computation and Simulation, 59, Neath, A. A. (2003). Polya tree distributions for statistical modeling of censored data. Journal of Applied Mathematics and Decision Sciences, 7(3), Neath, A. A., & Samaniego, F. J. (1996). On Bayesian estimation of the multiple decrement function in the competing risks problem. Statistics & Probability Letters, 31, Neath, A. A., & Samaniego, F. J. (1997). On Bayesian estimation of the multiple decrement function in the competing risks problem, II. Statistics & Probability Letters, 35, Nieto-Barajas, L. E., Prunster, I., & Walker, S. G. (2004). Normalized random measures driven by increasing additive processes. Annals of Statistics, 32, Nieto-Barajas, L. E., Müller, P., Ji, Y., Lu, Y., & Mills, G. B. (2012). A time-series DDP for functional proteomics profiles. Biometrics, 68, Ongaro, A., & Cattaneo, C. (2004). Discrete random probability measures: A general framework for nonparametric Bayesian inference. Statistics & Probability Letters, 67, Paddock, S., Ruggeri, F., Lavine, M., & West, M. (2003). Randomised Polya tree models for nonparametric Bayesian inference. Statistica Sinica, 13, Padgett, W. J., & Wei, L. J. (1981). A Bayesian nonparametric estimator of survival probability assuming increasing failure rate. Communications in Statistics - Theory & Methods, A10(1), Paisley, J., Blei, D. M., & Jordan, M. I. (2012). Stick-breaking beta processes and the Poisson process. In Proceedings of the 15th International Conference on Artificial Intelligence and Statistics, La Palma, Canary Islands. Paisley, J., Zaas, A., Woods, C. W., Ginsburg, G. S., & Carin, L. (2010). A stick-breaking construction of the beta process. In Proceedings of the 27th International Conference on Machine Learning, Haifa. Papaspiliopoulos, O., & Roberts, G. O. (2008). Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models. Biometrika, 95, Patil, G. P., & Taillie, C. (1977). Diversity as a concept and its implications for random communities. Bulletin International Statistical Institute, 47,

8 316 References Peterson, A. V. (1977). Expressing the Kaplan-Meier estimator as a function of empirical subsurvival functions. Journal of the American Statistical Association, 72, Perman, M., Pitman, J., & Yor, M. (1992). Size-biased sampling of Poisson point processes and excursions. Probability Theory and Related Fields, 92, Petrone, S. (1999). Random Bernstein polynomials. Scandinavian Journal of Statistics, 26, Petrone, S., Guindani, M., & Gelfand, A. E. (2009). Hybrid Dirichlet mixture models for functional data. Journal of the Royal Statistical Society B, 71, Phadia, E. G. (1971). Minimax Estimation of a Cumulative Distribution Function. Technical Report 71-1, Division of Statistics, The Ohio State University. Phadia, E. G. (1973). Minimax estimation of a cumulative distribution function. Annals of Statistics, 1, Phadia, E. G. (1974). Best invariant confidence bands for a continuous cumulative distribution function. Australian Journal of Statistics, 16(3), Phadia, E. G. (1980). A note on empirical Bayes estimation of a distribution function based on censored data. Annals of Statistics, 8(1), Phadia, E. G. (2007). On bivariate tailfree processes. In Proceedings of the 56th Session of the International Statistical Institute, Lisbon (2007) (electronic version) Phadia, E. G., & Susarla, V. (1983). Nonparametric Bayesian estimation of a survival curve with dependent censoring mechanism. Annals of the Institute of Statistical mathematics, 35, Phadia, E. G., & Susarla, V. (1979). An empirical Bayes approach to two-sample problems with censored data. Communications in Statistics - Theory & Methods, A8(13), Pitman, J. (1995). Exchangeable and partially exchangeable random partitions. Probability Theory and Related Fields, 102, Pitman, J. (1996a). Some developments of the Blackwell-MacQueen urn scheme. In T. S. Ferguson, L. S. Shapley & J. B. MacQueen (Eds.). Statistics, Probability and Game Theory. Papers in Honor or David Blackwell (pp ). Hayward, CA: IMS. Pitman, J. (1996b). Random discrete distributions invariant under size-biased permutation. Advances in Applied Probability, 28, Pitman, J., & Yor, M. (1997). The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator. Annals of Probability, 25, Pruitt, R. C. (1992). An inconsistent Bayes estimate in bivariate survival curve analysis. Statistics and Probability Letters, 15(3), Ramsey, F. L. (1972). A Bayesian approach to bioassay. Biometrics, 28, Randles, R. H., & Wolf, D. A. (1979). Introduction to the Theory of Nonparametric Statistics. New York: Wiley. Rao, V., & Teh, Y. W. (2009). Spatial normalized gamma processes. In Neural Information Processing Systems, Regazzini, E., Lijoi, A., & Prunster, I. (2003). Distributional results for means of normalized random measures with independent increments. Annals of Statistics, 31, Reich, B. J., & Fuentes, M. (2007). A multivariate semiparametric Bayesian spatial modeling framework for hurricane surface wind fields. Annals of Applied Statistics, 1, Ren, L., Dunson, D., & Carin, L. (2008). Dynamic hierarchical Dirichlet process. In Proceedings of the International Conference on Machine Learning, Helsinki. Ren, L., Wang, Y., Dunson, D., & Carin, L. (2011). The kernel Beta process. In Neural Information Processing Systems, Rodriguez, A., & Dunson, D. B. (2011). Nonparametric Bayesian models through probit stickbreaking processes. Bayesian Analysis, 6(1), Rodriguez, A., Dunson, D. B., & Gelfand, A. E (2008). The nested Dirichlet process. Journal of the American Statistical Association, 103, Rodriguez, A., Dunson, D. B., & Gelfand, A. E. (2010). Latent stick-breaking processes. Journal of the American Statistical Association, 105,

9 References 317 Salinas-Torres, V. H., Pereira, C. A. B., & Tiwari, R. C. (2002). Bayesian nonparametric estimation in a series system or a competing-risks model. Nonparametric Statistics, 14, Samaniego, F. J., & Whitaker, L. R. (1988). On estimating population characteristics from recordbreaking observations. II. Nonparametric results. Naval Research Logistics, 35, Savitsky, T. D., & Paddock, S. M. (2013). Bayesian nonparametric hierarchical modeling for multiple membership data in grouped attendance interventions. Annals of Applied Statistics, 7, Sethuraman, J. (1994). A constructive definition of thedirichlet process prior. Statistica Sinica, 2, Sethuraman, J., & Tiwari, R. C. (1982). Convergence of Dirichlet measures and the interpretation of their parameter. In S. Gupta & J. Berger (Eds.). Statistical decision theory and related topics III (Vol. 1, pp ). Shahbaba, B., & Neal, R. M. (2009). Non-linear models using Dirichlet process mixtures. Journal of Machine Learning Research, 10, Sinha, D. (1997). Time-discrete beta-process model for interval-censored survival data. Canadian Journal of Statistics, 25, Sinha, D. (1998). Posterior likelihood methods for multivariate survival data. Biometrics, 54, Steck, G. P. (1971). Rectangle probabilities for uniform order statistics and the probability that the empirical distribution function lies between two distributions. Annals of Mathematical Statistics, 42, Susarla, V, & Phadia, E. G. (1976). Empirical Bayes testing of a distribution function with Dirichlet process priors. Communications in Statistics - Theory & Methods, A5(5), Susarla, V., & Van Ryzin, J. (1976). Nonparametric Bayesian estimation of survival curves from incomplete observations. Journal of the American Statistical Association, 71, Susarla, V., & Van Ryzin, J. (1978a). Empirical Bayes estimation of a distribution (survival) function from right-censored observations. Annals of Statistics, 6, Susarla, V., & Van Ryzin, J. (1978b). Large sample theory for a Bayesian nonparametric survival curve estimator based on censored samples. Annals of Statistics, 6, Susarla, V., & Van Ryzin, J. (1978c). Addendum to large sample theory for a Bayesian nonparametric survival curve estimator based on censored samples. Annals of Statistics, 8, 693. Teh, Y. W., & Gorur, D. (2009). Indian buffet processes with power-law behavior. In Advances in neural information processing systems (Vol. 22). Teh, Y. W., Gorur, D., & Ghahramani, Z. (2007). Sick-breaking construction for the Indian buffet process. In M. Meila & X. Shen (Eds.). Proceedings of the International Conference on Artificial Intelligence and Statistics (Vol. 11, pp ). Brookline, MA: Microtone. Teh, Y. W., & Jordan, M. I. (2010). Hierarchical Bayesian nonparametric models with applications. In N. L. Hjort, et al. (Eds.). Bayesian nonparametrics. Cambridge series in statistical and probabilistic mathematics. Teh, Y. W., Jordan, M. I, Beal, M. J., & Blei, D. M. (2004). Hierarchical Dirichlet processes. In Advances in neural information processing systems, Vol. 17. Cambridge, MA: MIT Press. Teh, Y. W., Jordan, M. I, Beal, M. J., & Blei, D. M. (2006). Hierarchical Dirichlet processes. Journal of the American Statistical Association, 101, Thibaux, R. (2008). Nonparametric Bayesian Models for Machine Learning. Ph.D. dissertation, Department of Statistics, University of California, Berkeley. Thibaux, R., & Jordan, M. I. (2007). Hierarchical beta processes and the Indian buffet process. In M. Meila and X. Shen (Eds.). Proceedings of the International Conference on Artificial Intelligence and Statistics (Vol. 11, pp ). Brookline, MA: Microtone. Titsias, M. K. (2008). The infinite Gamma-Poisson feature model. Advances in Neural Information Processing Systems, 20, Tiwari, R. C. (1981). A Mathematical Study of the Dirichlet Process. Ph.D. dissertation, Department of Statistics, Florida State University. Tiwari, R. C. (1988). Convergence of the Dirichlet Invariant measures and the limits of Bayes estimates. Communications in Statistics - Theory & Methods, 17(2),

10 318 References Tiwari, R. C., Jammalamadaka, S. R., & Zalkikar, J. N. (1988). Bayes and empirical Bayes estimation of survival function under progressive censoring. Communications in Statistics - Theory & Methods, A17(10), Tiwari, R. C., & Lahiri, P. (1989). On Robust Bayes and empirical Bayes estimation of means and variances from stratified samples. Communications in Statistics: Theory and Methods, 18(3), Tiwari, R. C., & Zalkikar, J. N. (1985). Empirical Bayes estimation of functionals of unknown probability measures. Communications in Statistics - Theory & Methods, 14, Tiwari, R. C., & Zalkikar, J. N. (1991a). Empirical Bayes estimate of certain estimable parameters of degree two. Calcutta Statistical Association Bulletin, 34, Tiwari, R. C., & Zalkikar, J. N. (1991b). Bayesian inference of survival curve from record-breaking observations: Estimation and asymptotic results. Naval Research Logistics, 38, Tiwari, R. C., & Zalkikar, J. N. (1993). Nonparametric Bayesian estimation of survival function under random left truncation. Journal of Statistical Planning and Inference, 35, Tsai, W. Y. (1986). Estimation of survival curves from dependent censorship models via a generalized self-consistent property with nonparametric Bayesian estimation application. Annals of Statistics, 14, Wade, S., Dunson, D. B., Petrone, S., & Trippa, L. (2014). Improving prediction from Dirichlet process mixtures via enrichment. Journal of Machine Learning Research, 15, Walker, S. G. (2007). Sampling the Dirichlet mixture model with slices. Communications in Statistics - Simulation and Computation, 36, Walker, S. G., & Damien, P. (1998). A full Bayesian nonparametric analysis involving a neutral to the right process. Scandinavian Journal of Statistics, 25, Walker, S. G., Damien, P., Laud, P., & Smith, A. F. M. (1999). Bayesian nonparametric inference for random distributions and related functions. Journal of the Royal Statistical Society B, 61, Walker, S. G., & Mallick, B. K. (1997). A note on the scale parameter of the Dirichlet Process. Canadian Journal of Statistics, 25, Walker, S. G., & Mallick, B. K. (1997). Hierarchical generalized linear models and frailty models with Bayesian nonparametric mixing. Journal of the Royal Statistical Society B, 59, Walker, S. G., & Mallick, B. K. (1999). Semiparametric accelerated life time models. Biometrics, 55, Walker, S. G., & Muliere, P. (1997a). Beta-Stacy processes and a generalization of the Polya-urn scheme. Annals of Statistics, 25(4), Walker, S. G., & Muliere, P. (1997b). A characterization of Polya tree distributions. Statistics & Probability Letters, 31, Walker, S. G., & Muliere, P. (1999). A characterization of a neutral to the right prior via an extension of Johnson s sufficientness postulate. Annals of Statistics, 27(2), Walker, S. G., & Muliere, P. (2003). A bivariate Dirichlet process. Statistics & Probability Letters, 64, 1 7. West, M. (1992). Modelling with mixtures (with discussion). In J. M. Bernardo, J. 0. Berger, A. P. Dawid, & A. F. M. Smith (Eds.). Bayesian statistics (Vol. 4, pp ). Oxford: Oxford University Press. West, M., Müller, P., & Escobar, M. D. (1994). Hierarchical priors and mixture models, with applications in regression and density estimation. In A. F. M. Smith & P. R. Freeman (Eds.). Aspects of uncertainty: A tribute to D.V. Lindley (pp ). New York: Wiley. Wild, C. J., & Kalbfleisch, J. D. (1981). A note on a paper by Ferguson and Phadia. Annals of Statistics, 9, Wolpart, R. L., & Ickstadt, K. (1998). Poisson/gamma random field models for spatial statistics. Biometrika, 85, Yamato, H. (1975). A Bayesian estimation of a measure of the difference between two continuous distributions. Reports of the Faculty of Science Kagoshima University (Mathematics, Physics and Chemistry), 8,

11 References 319 Yamato, H. (1977a). Relations between limiting Bayes estimates and the U-statistics for estimable parameters of degree 2 and 3. Communications in Statistics - Theory & Methods, A6, Yamato, H. (1977b). Relations between limitingbayes estimates and the U-statistics for estimable parameters. Journal of the Japan Statistical Society, 7, Yamato, H. (1984). Characteristic functions of means of distributions chosen from a Dirichlet process. Annals of Probability, 12, Yamato, H. (1986). Bayes Estimates of estimable parameters with a Dirichlet Invariant process. Communications in Statistics - Theory & Methods, 15(8), Yamato, H. (1987). Nonparametric Bayes estimates of estimable parameters with a Dirichlet invariant process and invariant U-statistics. Communications in Statistics - Theory & Methods, 16(2), Yang, M., Hanson, T., & Christensen, R. (2008). Nonparametric Bayesian estimation of a bivariate density with interval censored data. Computational Statistics & Data Analysis, 52(12), Zabel, S. L. (1982). W. E. Johnson s sufficientness postulate. Annals of Statistics, 10, Zacks, S. (1971). The theory of statistical inference. New York: Wiley. Zalkikar, J. N., Tiwari, R. C., & Jammalamadaka, S. R. (1986). Bayes and empirical Bayes estimation of the probability that Z > X C Y. Communications in Statistics Theory & Methods, 15(10), Zalkikar, J. N., Tiwari, R. C., & Jammalamadaka, S. R. (1986). Bayes and empirical Bayes estimation of the probability that Z > X C Y. Communications in Statistics - Theory & Methods, 15(10), Zehnwirth, B. (1981). A note on the asymptotic optimality of the empirical Bayes distribution function. Annals of Statistics, 9, Zehnwirth, B. (1985). Nonparametric Linear Bayes estimation of survival curves from incomplete observations. Communications in Statistics - Theory & Methods, 14(8),

12 Author Index A Ammann, L.P., 161, 242 Antoniak, C., 2, 3, 9, 22, 24, 32 35, 38, 45, 46, 49 51, 115, 117, , 224, 241, 244, 247 B Balkrishnan, N., 27 Barlow, R.E., 243 Barthalomew, D. J., 243 Basu, D., 3, 20, 28, 29 Beal, M.J., 93, 107, 174 Berry, D.A., 229, 240 Bhattacharya, P. K., 242 Binder, D.A., 234 Blackwell, D., 5, 7, 15, 20, 28, 34, 38, 41, 54, 86, 117, 120, 122, 124, 125, 210 Blei, D.M., 50, 192 Blum, J., 50, 272, 275 Bodden, K., 230, 232 Breth, M., 230, 231 Bulla, P., 216, 217 Burridge, M., 306 C Cattaneo, C., 13, 41, 83, 89 Chen, M., 224 Christensen, R., 216, 240 Chung, Y., 14, 76, 91, 93, 104, 108 Cifarelli, D.M., 33, 91 Clark, V.A., 269 Clayton, M.K., 229, 239, 306 Connor, R. J., 4, 140 D Dabrowska, D.M., 216 Dalal, S.R., 3, 9, 43 46, 216, 223, 237, 249, 251, 255, 256, 259, 266 Damien, P., 33, 132, 142, 143, , 159, 162, 166, 172, 191, 303 Dey, D., 17, 53, 143, 144, 155, 188, 224 Doksum, K.A., 4, 5, 7, 10, 36, 127, 129, , 144, 146, 147, 155, 158, 160, 161, 164, 205, 207, 261, 274, 281 Doss, H., 8, 45, 224, Dråghici, L., 212 Dubins, L.E., 2, 39, 210 Dunson, D.B., 7, 9, 14, 41, 66, 72, 73, 76, 84, 91, 93, 99, 104, 106, 108, 181 Dykstra, R. L., 4, 11, 132, 144, , 164, 189, 287 E Efron, B., 281, 302 Engen, S., 25, 84, 90, 114, 116 Escobar, M.D., 51, 52, 54, 55, 59, 99, 240, 247, 248 Ewens, W.J, 35, 115, 117, 203 F Fabius, J., 3, 5, 205 Feller, W., 129 Ferguson, T.S., 2, 3, 5 8, 10, 13, 14, 17, 19 25, 28 30, 32, 35, 37, 41, 43, 45, 47, 51, 52, 111, 114, 120, 128, 130, , 139, 141, 142, 146, Springer International Publishing Switzerland 2016 E.G. Phadia, Prior Processes and Their Applications, Springer Series in Statistics, DOI /

13 322 Author Index , 157, 159, 160, , 170, 172, 173, 187, 189, 191, 192, 206, , 213, 216, 217, 219, 223, , , 237, 241, , 252, 260, 264, 272, 274, 276, 278, , 286, 293, Freedman, D.A., 3, 5, 51, 205, 210 G Gardiner, J.C., 275 Gehan, E.A., 302 Gelfand, A.E., 14, 41, 83, 92, 93, 99, 100, 103 Ghahramani, Z., 15, 39, 83, 175, 193, Ghorai, J.K., 246, 277, 278, 284, 285 Ghosh, J.K., 216 Ghosh, M., 28, 33, 165, 216, , 233, 234, 259 Gorur, D., 174, 200 Griffiths, T.L., 15, 25, 39, 83, 84, 193, 196, 197, 199 Gross, A.J., 269 H Hall, G.J. Jr., 46, 229 Hannum, R.C., 33, 223 Hanson, T., 215, 216, 244 Hjort, N.L., 2, 4, 10, 11, 78, 127, 133, 139, 143, 148, 152, 156, 164, 165, 167, 168, 170, 171, 173, 177, 184, 190, 210, 232, 285, 295, 297, 307 Hollander, M., 34, 223, 226, 227, 231, 233, 234, 248, 258, 260, 263, 291 Homes, C., 2 I Ibrahim, J.L., 17, 173, 224 Ickstadt, K, 132, 152 Ishwaran, H., 7, 13, 24, 27, 41, 54, 57, 59, 61, 71, 74, 82, 83, 85 88, 93, 97, 99, 103, 104, 106, 107, 116, 118, 120, 124, 214 J James, L.F., 7, 13, 24, 33, 41, 54, 57, 71, 74, 77, 82, 83, 85, 93, 97, 99, 103, 104, 106, 107, 116, 118, 156, 171, 173, 214 Jammalamadaka, S.R., 238 Johnson, N.L., 293 Johnson, R.A., 25, 84, 215, 244, 293, 300 Jordan, M.I., 4, 14, 72, 76, 94, 107, 116, 128, 134, 164, 174, 177, 178 K Kalbfleisch, J.D., 4, 10, 11, 91, 127, 139, 144, , 162, 164, 166, 184, 280, Kaplan, E.L., 191, 269, 271, 274, 276 Kim, Y., 173, 300 Kingman, J.F.C., 2, 7, 12, 21, 22, 24, 84, 86, 87, 93, 107, , 128, , 177 Korwar, R.M., 34, 226, 227, 231, 233, 234, 258, 260, 263, 291 Kotz, S., 293 Kraft, C.H., 3, 210, 241 Kuo, L., 240, 242, 243, 246, 247 L Langberg, N.A., 33 Laud, P.W., 4, 11, 32, 132, 144, 152, , 189, 287 Lavine, M, 5, 12, 13, 208, 209, , 217, 219, 240, 243, 246 Lijoi, A., 7, 38 Lo, A.Y., 4, 36, 51, 70, 77, 93, 99, 106, 163, 210, 217, 239, 240, 244, 246, 247, 274, 282, 299, 300 M MacEachern, S.N., 7, 14, 41, 54, 56 59, 66, 83, 91, 95, 100, 156, 171 MacQueen, J.B., 5, 7, 15, 20, 28, 38, 41, 54, 86, 117, 120 Mallick, B.K., 215, 244 Mauldin, R.D., 5, 6, 13, 208, 210, 214, 217 McCloskey, J.W., 25, 84, 110, Meier, P., 42, 191, 216, 269, 271, 274, 276 Messan, C., 216 Mosimann, J.E., 4, 140 Muliere, P., 4, 7, 10, 12, 78, 88, 91, 127, 133, 139, 144, 148, 154, 171, , 189, 190, 210, 212, 214, 216, 217, 285, 286 Müller, P., 9, 17, 57, 58, 62, 72 N Neath, A.A., 230, 232, 287, 293, 294

14 Author Index 323 O Ongaro, A., 6, 13, 41, 83, 89 P Padgett, W.J., 287 Park, J.H., 7, 9, 14, 41, 84, 93, 99, 106 Patil, G.P., 27, 87, 89, 90, 113, 114 Pereira, C.A.B., 77, 216, 281, 294, 295 Perman, M., 113, 115, 118, 179 Peterson, A.V., 294 Petrone, S., 78, 91, 103 Phadia, E.G., 10, 16, 128, 132, 143, 146, 149, 151, 152, 157, 159, 160, 162, 164, 170, 172, 173, 191, 192, 213, , 229, 231, 241, 242, 249, 251, 255, 258, 259, 264, 266, 273, 274, 278, 281, 283, 284, 291, 292, 302, Pitman, J., 6, 8, 13, 16, 24, 25, 35, 39, 41, 42, 76, 84, 86, 93, 111, , , 179, 200 Prentice, R. L., 280 Prünster, I., 7, 38, 128, 134, 137 R Ramamoorthi, R.V., 28, 33, 155, 165, 212 Ramsey, F.L., 241, 278 Randles, R.H., 258 Regazzini, E., 7, 23, 24, 33, 83, 91 S Salinas-Torres, V.H., 77, 216, 281, 294, 295 Samaniego, F.J., 276, 293, 294 Sethuraman, J., 6, 22, 24, 32, 81, 175, 223, 254, 258 Sinha, D., 173, 224, 306 Smith. A.F.M., 162 Sollich, P., 175, 200 Steck, G. P., 231 Sudderth, W. D., 5, 6, 13, 208, 210, 214, 217 Susarla, V., 12, 50, 190, 216, 246, 258, 264, , 284, , 302 T Taillie, C., 27, 87, 89, 90, 113, 114 Teh, Y.W., 4, 15, 17, 64 67, 69, 73, 75, 76, 83, 93, 107, 116, 137, 174, 175, 179, 196, 199, 200 Thibaux, R., 4, 14, 55, 76, 94, 107, 128, 134, 157, 164, 174, 177, 179, 193 Tiwari, R.C., 3, 6, 20, 22, 24, 28, 31, 32, 43, 44, 223, 234, 238, , 258, 259, Tsai, W.Y., 216, 279, 280 V van Eeden, C., 3 van Ryzin. J., 12, 190, , 276, 284, 290 W Walker, S.G., 4, 5, 7, 10, 12, 13, 33, 54, 62, 78, 99, 127, 133, 139, , 148, 151, 153, 154, 184, 191, 210, 212, , 244, 285, 286, 303 Wei, L.J., 287 West, M., 51, 52, 54 56, 58, 59, 99, 240, 247, 248 Whitaker, L.R., 276 Wild, C.J., 10, 157, 303, 304, 306, 307 Williams, S.C., 6, 13, 208, 210, 214, 217 Wolf, D.A., 258 Wolpart, R.L., 132, 152 Y Yamato, H., 31, 32, 44, 233, , 261 Yang, M., 217 Yor, M., 8, 13, 35, 41, 86, 93, 111, 115, 116, 118, 200 Z Zacks, S., 253 Zalkikar, J.N., 238, , 258, 259, 276, 277, 290 Zarepour, M., 13, 27, 54, 59, 61, 71, 82, 86 88, 120, 124 Zehnwirth, B., 226, 227, 288

15 Subject Index A Asymptotic optimality, 224, 228, 246, 259, 292 B Bayes empirical Bayes, Bayes estimator of concordant coefficient, 42, , 255, 259, 266 covariance, 42, 242, , 255, 257, 273 cumulative hazard function, 11 density function, 42, 52, , , 287 distribution function, 1, 2, 8, 42, 44, 51, 63, 160, , 216, , , 236, 239, 247, 249, 263, 264, 270, 277, 291, 300 estimable functions, 254 hazard rate, 11, , 287, location parameter, 42, 44, mean, 8, 190, , 241, 255, 261 median, modal, 241, q-th quantile, 42, 230, 231, survival function, symmetric distribution function, 44, 237 variance, Bayes risk, , 233, 234, 259, 264, 267, 303 Binary matrix, 198, 199 Bioassay problem, 3, 9, 42, 45, C Competing risk models, Confidence bands, 8, 222, , 239 Conjugacy, 7 8, 10, 12, 13, 38, 42, 44, 48, 54, 58, 60, 89, 146, 159, 162, 163, 166, 170, 178, 189, 190, 193, 205, 208, 250 Cox model, 11, 91, 157, 173, 307 D Distribution Bernoulli, 1, 14, 76, 89, 93 94, 107, 128, 159, 164, , 193, 200, 201 beta distribution, 1, 7, 11, 12, 24, 26, 41, 62, 76, 83, 86, 96, 113, 127, 139, 145, 146, , 169, 174, 175, 181, 184, 209, 212, 213, 217, 219, 229, 241, 272 bivariate, 52, 216, 222, , 265 Dirichlet, 2 4, 13, 19 79, 86, 87, 90, 104, 112, 113, 116, 140, 145, 154, 163, 194, 207, 217, 219, 231, 243, 261, 278, 298 gamma distribution, 4, 23, 24, 127, , 163, 166, 300, 306 GEM, 25, 84, 110, 113, 114 log-beta distribution, 7, 10, 12, 127, 130, 133, 144, , mixing, 28, 29, 38, 46 51, 75, 95, 102, 214, 224, 240, 244 multinomial, 55, 71, 77 Poisson distribution, 2, 7, 12, 22, 24, 27, 93, 98, 107, 108, , 128, , , 159, 163, , , 198, , 287, 299, 300 symmetric, 4, 43, 44, 112, 223, 237, 238 Springer International Publishing Switzerland 2016 E.G. Phadia, Prior Processes and Their Applications, Springer Series in Statistics, DOI /

16 326 Subject Index E Engen s model, 114 Estimable functions, 254 Estimation based on covariates, Bayes empirical Bayes, concordance coefficient, covariance, empirical Bayes, , , , linear Bayes, location parameter, maximum likelihood, 8, 227, 229, 236, 279, 301 mean, median, minimax, 42, 222, 229, 235 mode, quantiles, sequential, shock model, variance, Ewen s formula, 117 F Function cummulative hazard, 4, 11, 14, 78, 127, 139, 143, , , 285, , 306, 307 cumulative distribution, 20, 102, 159, , , 241, 252, 266 density, 4, 42, 51, 52, 106, 158, 159, 206, 208, 210, 211, 239, , 287 distribution, , random distribution, 1, 2, 7, 24, 45, 79, 94, 100, 103, 106, 122, 138, 139, 141, 142, , , 154, 224, 225, 231, 282, 305 survival, 11, 12, 144, 151, 156, 157, 161, 173, 216, 217, 241, 249, Functionals of p; G Group of transformations, 3, 43, 237 H Hazard rate, 9, 11, 144, 155, , , 170, 287, Hierarchical models, 4, 30, 64, 76, 91, 119 Hypothesis testing, 8, 42, 221, , K Kernel, 4, 7, 15, 41, 46, 51, 53, 56, 77, 93, 95, 99, 101, 110, 128, 136, , 210, 244, 246, 253, 256 kernel-based, 14, 17, 83, 84, L Loss function integrated squared error, 241 squared error, 221, 229, 233, 234, 238, 249, 250, 260, 261, 273, 276, 279, 283, 288, , 301, 307 weighted, 249 M Markov Chain, 11, 53, 54, 93, 108, 165, 166, 173, Measure Lévy, 4, 7, 10, 14, 24, 64, 109, 110, 128, , 136, 137, , , 156, 157, 165, 167, 168, , 174, , 182, 183, 185, 189, 191, 300 probability, 1 3, 5 7, 12, 14, 16, 19 24, 30, 33, 41 43, 52, 66, 70, 78, 79, 82, 84, 89, 99, , 112, , 140, 142, 166, 177, 196, 198, 205, 209, 210, 215, 216, 223, 232, 244, 246, 249, 258, 264 random, 2, 4, 7, 12, 21, 22, 24, 59, 64, 72, 76, 82, 87, 93, 107, 108, 118, 128, , 174, 215 P Permutation rank ordered, 111, 114, 116 size-biased, 27, 90, 111, 113, 114, 116 Polya generalized urn scheme, 3, 6, 7, 41, 75, 86, 107, 117, 119, 217 sequence, 28, 40, 120, 121 tree, 5, 6, 12, 13, 17, 41, 171, , 219, 240, 243, 244, 246, urn scheme, 5, 13, 15, 38, 39, 118, 120, 124, 193 Predictive distribution, 5, 6, 8, 12, 28, 35, 41, 52, 54, 55, 115, 201, 211, 213, 216, 247, 286 rule, 28, 86, 117, 120, 121, 124

A Brief Overview of Nonparametric Bayesian Models

A Brief Overview of Nonparametric Bayesian Models A Brief Overview of Nonparametric Bayesian Models Eurandom Zoubin Ghahramani Department of Engineering University of Cambridge, UK zoubin@eng.cam.ac.uk http://learning.eng.cam.ac.uk/zoubin Also at Machine

More information

Nonparametric Bayesian Methods: Models, Algorithms, and Applications (Day 5)

Nonparametric Bayesian Methods: Models, Algorithms, and Applications (Day 5) Nonparametric Bayesian Methods: Models, Algorithms, and Applications (Day 5) Tamara Broderick ITT Career Development Assistant Professor Electrical Engineering & Computer Science MIT Bayes Foundations

More information

On Consistency of Nonparametric Normal Mixtures for Bayesian Density Estimation

On Consistency of Nonparametric Normal Mixtures for Bayesian Density Estimation On Consistency of Nonparametric Normal Mixtures for Bayesian Density Estimation Antonio LIJOI, Igor PRÜNSTER, andstepheng.walker The past decade has seen a remarkable development in the area of Bayesian

More information

Bayesian Nonparametrics: Dirichlet Process

Bayesian Nonparametrics: Dirichlet Process Bayesian Nonparametrics: Dirichlet Process Yee Whye Teh Gatsby Computational Neuroscience Unit, UCL http://www.gatsby.ucl.ac.uk/~ywteh/teaching/npbayes2012 Dirichlet Process Cornerstone of modern Bayesian

More information

Nonparametric Bayesian Survival Analysis using Mixtures of Weibull Distributions

Nonparametric Bayesian Survival Analysis using Mixtures of Weibull Distributions Nonparametric Bayesian Survival Analysis using Mixtures of Weibull Distributions ATHANASIOS KOTTAS University of California, Santa Cruz ABSTRACT. Bayesian nonparametric methods have been applied to survival

More information

A nonparametric Bayesian approach to inference for non-homogeneous. Poisson processes. Athanasios Kottas 1. (REVISED VERSION August 23, 2006)

A nonparametric Bayesian approach to inference for non-homogeneous. Poisson processes. Athanasios Kottas 1. (REVISED VERSION August 23, 2006) A nonparametric Bayesian approach to inference for non-homogeneous Poisson processes Athanasios Kottas 1 Department of Applied Mathematics and Statistics, Baskin School of Engineering, University of California,

More information

Bayesian nonparametric latent feature models

Bayesian nonparametric latent feature models Bayesian nonparametric latent feature models Indian Buffet process, beta process, and related models François Caron Department of Statistics, Oxford Applied Bayesian Statistics Summer School Como, Italy

More information

Bayesian nonparametric models for bipartite graphs

Bayesian nonparametric models for bipartite graphs Bayesian nonparametric models for bipartite graphs François Caron Department of Statistics, Oxford Statistics Colloquium, Harvard University November 11, 2013 F. Caron 1 / 27 Bipartite networks Readers/Customers

More information

Truncation error of a superposed gamma process in a decreasing order representation

Truncation error of a superposed gamma process in a decreasing order representation Truncation error of a superposed gamma process in a decreasing order representation B julyan.arbel@inria.fr Í www.julyanarbel.com Inria, Mistis, Grenoble, France Joint work with Igor Pru nster (Bocconi

More information

On Simulations form the Two-Parameter. Poisson-Dirichlet Process and the Normalized. Inverse-Gaussian Process

On Simulations form the Two-Parameter. Poisson-Dirichlet Process and the Normalized. Inverse-Gaussian Process On Simulations form the Two-Parameter arxiv:1209.5359v1 [stat.co] 24 Sep 2012 Poisson-Dirichlet Process and the Normalized Inverse-Gaussian Process Luai Al Labadi and Mahmoud Zarepour May 8, 2018 ABSTRACT

More information

Nonparametric Bayes Estimator of Survival Function for Right-Censoring and Left-Truncation Data

Nonparametric Bayes Estimator of Survival Function for Right-Censoring and Left-Truncation Data Nonparametric Bayes Estimator of Survival Function for Right-Censoring and Left-Truncation Data Mai Zhou and Julia Luan Department of Statistics University of Kentucky Lexington, KY 40506-0027, U.S.A.

More information

Spatial Bayesian Nonparametrics for Natural Image Segmentation

Spatial Bayesian Nonparametrics for Natural Image Segmentation Spatial Bayesian Nonparametrics for Natural Image Segmentation Erik Sudderth Brown University Joint work with Michael Jordan University of California Soumya Ghosh Brown University Parsing Visual Scenes

More information

Bayesian Nonparametric and Parametric Inference

Bayesian Nonparametric and Parametric Inference JIRSS (2002) Vol. 1, Nos. 1-2, pp 143-163 Bayesian Nonparametric and Parametric Inference Stephen G. Walker Department of Mathematical Sciences, University of Bath, Bath BA2 7AY, United Kingdom. (massgw@maths.bath.ac.uk)

More information

Truncation error of a superposed gamma process in a decreasing order representation

Truncation error of a superposed gamma process in a decreasing order representation Truncation error of a superposed gamma process in a decreasing order representation Julyan Arbel Inria Grenoble, Université Grenoble Alpes julyan.arbel@inria.fr Igor Prünster Bocconi University, Milan

More information

A Stick-Breaking Construction of the Beta Process

A Stick-Breaking Construction of the Beta Process John Paisley 1 jwp4@ee.duke.edu Aimee Zaas 2 aimee.zaas@duke.edu Christopher W. Woods 2 woods004@mc.duke.edu Geoffrey S. Ginsburg 2 ginsb005@duke.edu Lawrence Carin 1 lcarin@ee.duke.edu 1 Department of

More information

Dirichlet Process. Yee Whye Teh, University College London

Dirichlet Process. Yee Whye Teh, University College London Dirichlet Process Yee Whye Teh, University College London Related keywords: Bayesian nonparametrics, stochastic processes, clustering, infinite mixture model, Blackwell-MacQueen urn scheme, Chinese restaurant

More information

Discussion of On simulation and properties of the stable law by L. Devroye and L. James

Discussion of On simulation and properties of the stable law by L. Devroye and L. James Stat Methods Appl (2014) 23:371 377 DOI 10.1007/s10260-014-0269-4 Discussion of On simulation and properties of the stable law by L. Devroye and L. James Antonio Lijoi Igor Prünster Accepted: 16 May 2014

More information

Priors for Random Count Matrices with Random or Fixed Row Sums

Priors for Random Count Matrices with Random or Fixed Row Sums Priors for Random Count Matrices with Random or Fixed Row Sums Mingyuan Zhou Joint work with Oscar Madrid and James Scott IROM Department, McCombs School of Business Department of Statistics and Data Sciences

More information

Slice sampling σ stable Poisson Kingman mixture models

Slice sampling σ stable Poisson Kingman mixture models ISSN 2279-9362 Slice sampling σ stable Poisson Kingman mixture models Stefano Favaro S.G. Walker No. 324 December 2013 www.carloalberto.org/research/working-papers 2013 by Stefano Favaro and S.G. Walker.

More information

Bayesian Nonparametrics

Bayesian Nonparametrics Bayesian Nonparametrics Peter Orbanz Columbia University PARAMETERS AND PATTERNS Parameters P(X θ) = Probability[data pattern] 3 2 1 0 1 2 3 5 0 5 Inference idea data = underlying pattern + independent

More information

Bayesian Nonparametrics for Speech and Signal Processing

Bayesian Nonparametrics for Speech and Signal Processing Bayesian Nonparametrics for Speech and Signal Processing Michael I. Jordan University of California, Berkeley June 28, 2011 Acknowledgments: Emily Fox, Erik Sudderth, Yee Whye Teh, and Romain Thibaux Computer

More information

Lecture 3a: Dirichlet processes

Lecture 3a: Dirichlet processes Lecture 3a: Dirichlet processes Cédric Archambeau Centre for Computational Statistics and Machine Learning Department of Computer Science University College London c.archambeau@cs.ucl.ac.uk Advanced Topics

More information

Bayesian nonparametric inference for random distributions and related functions

Bayesian nonparametric inference for random distributions and related functions J. R. Statist. Soc. B(1999) 61, Part 3, pp. 485^527 Bayesian nonparametric inference for random distributions and related functions Stephen G. Walker, Imperial College of Science, Technology and Medicine,

More information

Bayesian Nonparametrics: some contributions to construction and properties of prior distributions

Bayesian Nonparametrics: some contributions to construction and properties of prior distributions Bayesian Nonparametrics: some contributions to construction and properties of prior distributions Annalisa Cerquetti Collegio Nuovo, University of Pavia, Italy Interview Day, CETL Lectureship in Statistics,

More information

Distance dependent Chinese restaurant processes

Distance dependent Chinese restaurant processes David M. Blei Department of Computer Science, Princeton University 35 Olden St., Princeton, NJ 08540 Peter Frazier Department of Operations Research and Information Engineering, Cornell University 232

More information

Bayesian Statistics. Debdeep Pati Florida State University. April 3, 2017

Bayesian Statistics. Debdeep Pati Florida State University. April 3, 2017 Bayesian Statistics Debdeep Pati Florida State University April 3, 2017 Finite mixture model The finite mixture of normals can be equivalently expressed as y i N(µ Si ; τ 1 S i ), S i k π h δ h h=1 δ h

More information

A Nonparametric Model for Stationary Time Series

A Nonparametric Model for Stationary Time Series A Nonparametric Model for Stationary Time Series Isadora Antoniano-Villalobos Bocconi University, Milan, Italy. isadora.antoniano@unibocconi.it Stephen G. Walker University of Texas at Austin, USA. s.g.walker@math.utexas.edu

More information

Theory and Methods of Statistical Inference

Theory and Methods of Statistical Inference PhD School in Statistics cycle XXIX, 2014 Theory and Methods of Statistical Inference Instructors: B. Liseo, L. Pace, A. Salvan (course coordinator), N. Sartori, A. Tancredi, L. Ventura Syllabus Some prerequisites:

More information

Linear regression with a dependent skewed Dirichlet process

Linear regression with a dependent skewed Dirichlet process Chilean Journal of Statistics Vol. 1, No. 2, September 2010, 35 49 Special Issue In Memory of Pilar Loreto Iglesias Zuazola Research Paper Linear regression with a dependent skewed Dirichlet process Fernando

More information

A DDP Model for Survival Regression

A DDP Model for Survival Regression A DDP Model for Survival Regression Maria De Iorio, 1, Wesley O. Johnson, 2 Peter Müller 3 and Gary L. Rosner 3 1 Department of Epidemiology and Public Health, Imperial College London W2 1PG, U.K. 2 Department

More information

Hierarchical Models, Nested Models and Completely Random Measures

Hierarchical Models, Nested Models and Completely Random Measures See discussions, stats, and author profiles for this publication at: https://www.researchgate.net/publication/238729763 Hierarchical Models, Nested Models and Completely Random Measures Article March 2012

More information

A marginal sampler for σ-stable Poisson-Kingman mixture models

A marginal sampler for σ-stable Poisson-Kingman mixture models A marginal sampler for σ-stable Poisson-Kingman mixture models joint work with Yee Whye Teh and Stefano Favaro María Lomelí Gatsby Unit, University College London Talk at the BNP 10 Raleigh, North Carolina

More information

Bayesian Nonparametrics

Bayesian Nonparametrics Bayesian Nonparametrics Lorenzo Rosasco 9.520 Class 18 April 11, 2011 About this class Goal To give an overview of some of the basic concepts in Bayesian Nonparametrics. In particular, to discuss Dirichelet

More information

Prerequisite: STATS 7 or STATS 8 or AP90 or (STATS 120A and STATS 120B and STATS 120C). AP90 with a minimum score of 3

Prerequisite: STATS 7 or STATS 8 or AP90 or (STATS 120A and STATS 120B and STATS 120C). AP90 with a minimum score of 3 University of California, Irvine 2017-2018 1 Statistics (STATS) Courses STATS 5. Seminar in Data Science. 1 Unit. An introduction to the field of Data Science; intended for entering freshman and transfers.

More information

Ronald Christensen. University of New Mexico. Albuquerque, New Mexico. Wesley Johnson. University of California, Irvine. Irvine, California

Ronald Christensen. University of New Mexico. Albuquerque, New Mexico. Wesley Johnson. University of California, Irvine. Irvine, California Texts in Statistical Science Bayesian Ideas and Data Analysis An Introduction for Scientists and Statisticians Ronald Christensen University of New Mexico Albuquerque, New Mexico Wesley Johnson University

More information

A Nonparametric Approach Using Dirichlet Process for Hierarchical Generalized Linear Mixed Models

A Nonparametric Approach Using Dirichlet Process for Hierarchical Generalized Linear Mixed Models Journal of Data Science 8(2010), 43-59 A Nonparametric Approach Using Dirichlet Process for Hierarchical Generalized Linear Mixed Models Jing Wang Louisiana State University Abstract: In this paper, we

More information

On the Truncation Error of a Superposed Gamma Process

On the Truncation Error of a Superposed Gamma Process On the Truncation Error of a Superposed Gamma Process Julyan Arbel and Igor Prünster Abstract Completely random measures (CRMs) form a key ingredient of a wealth of stochastic models, in particular in

More information

Dirichlet Process Mixtures of Generalized Linear Models

Dirichlet Process Mixtures of Generalized Linear Models Lauren A. Hannah David M. Blei Warren B. Powell Department of Computer Science, Princeton University Department of Operations Research and Financial Engineering, Princeton University Department of Operations

More information

Foundations of Nonparametric Bayesian Methods

Foundations of Nonparametric Bayesian Methods 1 / 27 Foundations of Nonparametric Bayesian Methods Part II: Models on the Simplex Peter Orbanz http://mlg.eng.cam.ac.uk/porbanz/npb-tutorial.html 2 / 27 Tutorial Overview Part I: Basics Part II: Models

More information

Bayesian Nonparametric Models on Decomposable Graphs

Bayesian Nonparametric Models on Decomposable Graphs Bayesian Nonparametric Models on Decomposable Graphs François Caron INRIA Bordeaux Sud Ouest Institut de Mathématiques de Bordeaux University of Bordeaux, France francois.caron@inria.fr Arnaud Doucet Departments

More information

The two-parameter generalization of Ewens random partition structure

The two-parameter generalization of Ewens random partition structure The two-parameter generalization of Ewens random partition structure Jim Pitman Technical Report No. 345 Department of Statistics U.C. Berkeley CA 94720 March 25, 1992 Reprinted with an appendix and updated

More information

Graphical Models for Query-driven Analysis of Multimodal Data

Graphical Models for Query-driven Analysis of Multimodal Data Graphical Models for Query-driven Analysis of Multimodal Data John Fisher Sensing, Learning, & Inference Group Computer Science & Artificial Intelligence Laboratory Massachusetts Institute of Technology

More information

Distance-Based Probability Distribution for Set Partitions with Applications to Bayesian Nonparametrics

Distance-Based Probability Distribution for Set Partitions with Applications to Bayesian Nonparametrics Distance-Based Probability Distribution for Set Partitions with Applications to Bayesian Nonparametrics David B. Dahl August 5, 2008 Abstract Integration of several types of data is a burgeoning field.

More information

Bayesian nonparametric estimation of finite population quantities in absence of design information on nonsampled units

Bayesian nonparametric estimation of finite population quantities in absence of design information on nonsampled units Bayesian nonparametric estimation of finite population quantities in absence of design information on nonsampled units Sahar Z Zangeneh Robert W. Keener Roderick J.A. Little Abstract In Probability proportional

More information

Bayesian nonparametric latent feature models

Bayesian nonparametric latent feature models Bayesian nonparametric latent feature models François Caron UBC October 2, 2007 / MLRG François Caron (UBC) Bayes. nonparametric latent feature models October 2, 2007 / MLRG 1 / 29 Overview 1 Introduction

More information

Slice Sampling Mixture Models

Slice Sampling Mixture Models Slice Sampling Mixture Models Maria Kalli, Jim E. Griffin & Stephen G. Walker Centre for Health Services Studies, University of Kent Institute of Mathematics, Statistics & Actuarial Science, University

More information

MAD-Bayes: MAP-based Asymptotic Derivations from Bayes

MAD-Bayes: MAP-based Asymptotic Derivations from Bayes MAD-Bayes: MAP-based Asymptotic Derivations from Bayes Tamara Broderick Brian Kulis Michael I. Jordan Cat Clusters Mouse clusters Dog 1 Cat Clusters Dog Mouse Lizard Sheep Picture 1 Picture 2 Picture 3

More information

Theory and Methods of Statistical Inference. PART I Frequentist theory and methods

Theory and Methods of Statistical Inference. PART I Frequentist theory and methods PhD School in Statistics cycle XXVI, 2011 Theory and Methods of Statistical Inference PART I Frequentist theory and methods (A. Salvan, N. Sartori, L. Pace) Syllabus Some prerequisites: Empirical distribution

More information

A Simple Proof of the Stick-Breaking Construction of the Dirichlet Process

A Simple Proof of the Stick-Breaking Construction of the Dirichlet Process A Simple Proof of the Stick-Breaking Construction of the Dirichlet Process John Paisley Department of Computer Science Princeton University, Princeton, NJ jpaisley@princeton.edu Abstract We give a simple

More information

Bayesian Nonparametric Regression for Diabetes Deaths

Bayesian Nonparametric Regression for Diabetes Deaths Bayesian Nonparametric Regression for Diabetes Deaths Brian M. Hartman PhD Student, 2010 Texas A&M University College Station, TX, USA David B. Dahl Assistant Professor Texas A&M University College Station,

More information

Bayesian Nonparametric Models

Bayesian Nonparametric Models Bayesian Nonparametric Models David M. Blei Columbia University December 15, 2015 Introduction We have been looking at models that posit latent structure in high dimensional data. We use the posterior

More information

arxiv: v1 [math.st] 29 Nov 2018

arxiv: v1 [math.st] 29 Nov 2018 Reinforced urns and the subdistribution beta-stacy process prior for competing risks analysis Andrea Arfé Stefano Peluso Pietro Muliere Accepted manuscript, Scandinavian Journal of Statistics, 2018 arxiv:1811.12304v1

More information

Dirichlet Processes and other non-parametric Bayesian models

Dirichlet Processes and other non-parametric Bayesian models Dirichlet Processes and other non-parametric Bayesian models Zoubin Ghahramani http://learning.eng.cam.ac.uk/zoubin/ zoubin@cs.cmu.edu Statistical Machine Learning CMU 10-702 / 36-702 Spring 2008 Model

More information

Nonparametric Bayesian Methods - Lecture I

Nonparametric Bayesian Methods - Lecture I Nonparametric Bayesian Methods - Lecture I Harry van Zanten Korteweg-de Vries Institute for Mathematics CRiSM Masterclass, April 4-6, 2016 Overview of the lectures I Intro to nonparametric Bayesian statistics

More information

and Comparison with NPMLE

and Comparison with NPMLE NONPARAMETRIC BAYES ESTIMATOR OF SURVIVAL FUNCTIONS FOR DOUBLY/INTERVAL CENSORED DATA and Comparison with NPMLE Mai Zhou Department of Statistics, University of Kentucky, Lexington, KY 40506 USA http://ms.uky.edu/

More information

The Indian Buffet Process: An Introduction and Review

The Indian Buffet Process: An Introduction and Review Journal of Machine Learning Research 12 (2011) 1185-1224 Submitted 3/10; Revised 3/11; Published 4/11 The Indian Buffet Process: An Introduction and Review Thomas L. Griffiths Department of Psychology

More information

Bayesian Nonparametric Regression through Mixture Models

Bayesian Nonparametric Regression through Mixture Models Bayesian Nonparametric Regression through Mixture Models Sara Wade Bocconi University Advisor: Sonia Petrone October 7, 2013 Outline 1 Introduction 2 Enriched Dirichlet Process 3 EDP Mixtures for Regression

More information

Abstract INTRODUCTION

Abstract INTRODUCTION Nonparametric empirical Bayes for the Dirichlet process mixture model Jon D. McAuliffe David M. Blei Michael I. Jordan October 4, 2004 Abstract The Dirichlet process prior allows flexible nonparametric

More information

Stat 5101 Lecture Notes

Stat 5101 Lecture Notes Stat 5101 Lecture Notes Charles J. Geyer Copyright 1998, 1999, 2000, 2001 by Charles J. Geyer May 7, 2001 ii Stat 5101 (Geyer) Course Notes Contents 1 Random Variables and Change of Variables 1 1.1 Random

More information

Non-Parametric Bayes

Non-Parametric Bayes Non-Parametric Bayes Mark Schmidt UBC Machine Learning Reading Group January 2016 Current Hot Topics in Machine Learning Bayesian learning includes: Gaussian processes. Approximate inference. Bayesian

More information

Dependent hierarchical processes for multi armed bandits

Dependent hierarchical processes for multi armed bandits Dependent hierarchical processes for multi armed bandits Federico Camerlenghi University of Bologna, BIDSA & Collegio Carlo Alberto First Italian meeting on Probability and Mathematical Statistics, Torino

More information

Gibbs Sampling for (Coupled) Infinite Mixture Models in the Stick Breaking Representation

Gibbs Sampling for (Coupled) Infinite Mixture Models in the Stick Breaking Representation Gibbs Sampling for (Coupled) Infinite Mixture Models in the Stick Breaking Representation Ian Porteous, Alex Ihler, Padhraic Smyth, Max Welling Department of Computer Science UC Irvine, Irvine CA 92697-3425

More information

2 Ishwaran and James: Gibbs sampling stick-breaking priors Our second method, the blocked Gibbs sampler, works in greater generality in that it can be

2 Ishwaran and James: Gibbs sampling stick-breaking priors Our second method, the blocked Gibbs sampler, works in greater generality in that it can be Hemant ISHWARAN 1 and Lancelot F. JAMES 2 Gibbs Sampling Methods for Stick-Breaking Priors A rich and exible class of random probability measures, which we call stick-breaking priors, can be constructed

More information

Construction of Dependent Dirichlet Processes based on Poisson Processes

Construction of Dependent Dirichlet Processes based on Poisson Processes Construction of Dependent Dirichlet Processes based on Poisson Processes Dahua Lin CSAIL, MIT dhlin@mit.edu Eric Grimson CSAIL, MIT welg@csail.mit.edu John Fisher CSAIL, MIT fisher@csail.mit.edu Abstract

More information

Bayesian Mixture Modeling of Significant P Values: A Meta-Analytic Method to Estimate the Degree of Contamination from H 0 : Supplemental Material

Bayesian Mixture Modeling of Significant P Values: A Meta-Analytic Method to Estimate the Degree of Contamination from H 0 : Supplemental Material Bayesian Mixture Modeling of Significant P Values: A Meta-Analytic Method to Estimate the Degree of Contamination from H 0 : Supplemental Material Quentin Frederik Gronau 1, Monique Duizer 1, Marjan Bakker

More information

Bayesian nonparametrics

Bayesian nonparametrics Bayesian nonparametrics 1 Some preliminaries 1.1 de Finetti s theorem We will start our discussion with this foundational theorem. We will assume throughout all variables are defined on the probability

More information

Theory and Methods of Statistical Inference. PART I Frequentist likelihood methods

Theory and Methods of Statistical Inference. PART I Frequentist likelihood methods PhD School in Statistics XXV cycle, 2010 Theory and Methods of Statistical Inference PART I Frequentist likelihood methods (A. Salvan, N. Sartori, L. Pace) Syllabus Some prerequisites: Empirical distribution

More information

Non-parametric Bayesian Methods

Non-parametric Bayesian Methods Non-parametric Bayesian Methods Uncertainty in Artificial Intelligence Tutorial July 25 Zoubin Ghahramani Gatsby Computational Neuroscience Unit University College London, UK Center for Automated Learning

More information

NONPARAMETRIC HIERARCHICAL BAYES VIA SEQUENTIAL IMPUTATIONS 1. By Jun S. Liu Stanford University

NONPARAMETRIC HIERARCHICAL BAYES VIA SEQUENTIAL IMPUTATIONS 1. By Jun S. Liu Stanford University The Annals of Statistics 996, Vol. 24, No. 3, 9 930 NONPARAMETRIC HIERARCHICAL BAYES VIA SEQUENTIAL IMPUTATIONS By Jun S. Liu Stanford University We consider the empirical Bayes estimation of a distribution

More information

A Computational Approach for Full Nonparametric Bayesian Inference Under Dirichlet Process Mixture Models

A Computational Approach for Full Nonparametric Bayesian Inference Under Dirichlet Process Mixture Models A Computational Approach for Full Nonparametric Bayesian Inference Under Dirichlet Process Mixture Models Alan E. GELFAND and Athanasios KOTTAS Widely used parametric generalizedlinear models are, unfortunately,a

More information

On the posterior structure of NRMI

On the posterior structure of NRMI On the posterior structure of NRMI Igor Prünster University of Turin, Collegio Carlo Alberto and ICER Joint work with L.F. James and A. Lijoi Isaac Newton Institute, BNR Programme, 8th August 2007 Outline

More information

A COMPARISON OF POISSON AND BINOMIAL EMPIRICAL LIKELIHOOD Mai Zhou and Hui Fang University of Kentucky

A COMPARISON OF POISSON AND BINOMIAL EMPIRICAL LIKELIHOOD Mai Zhou and Hui Fang University of Kentucky A COMPARISON OF POISSON AND BINOMIAL EMPIRICAL LIKELIHOOD Mai Zhou and Hui Fang University of Kentucky Empirical likelihood with right censored data were studied by Thomas and Grunkmier (1975), Li (1995),

More information

Matrix-Variate Dirichlet Process Mixture Models

Matrix-Variate Dirichlet Process Mixture Models Zhihua Zhang Guang Dai Michael I. Jordan College of Comp. Sci. and Tech. Zhejiang University Zhejiang 317, China zhzhang@cs.zju.edu.cn College of Comp. Sci. and Tech. Zhejiang University Zhejiang 317,

More information

AFT Models and Empirical Likelihood

AFT Models and Empirical Likelihood AFT Models and Empirical Likelihood Mai Zhou Department of Statistics, University of Kentucky Collaborators: Gang Li (UCLA); A. Bathke; M. Kim (Kentucky) Accelerated Failure Time (AFT) models: Y = log(t

More information

Probabilistic Graphical Models

Probabilistic Graphical Models School of Computer Science Probabilistic Graphical Models Infinite Feature Models: The Indian Buffet Process Eric Xing Lecture 21, April 2, 214 Acknowledgement: slides first drafted by Sinead Williamson

More information

Bayesian semiparametric inference for the accelerated failure time model using hierarchical mixture modeling with N-IG priors

Bayesian semiparametric inference for the accelerated failure time model using hierarchical mixture modeling with N-IG priors Bayesian semiparametric inference for the accelerated failure time model using hierarchical mixture modeling with N-IG priors Raffaele Argiento 1, Alessandra Guglielmi 2, Antonio Pievatolo 1, Fabrizio

More information

Compound Random Measures

Compound Random Measures Compound Random Measures Jim Griffin (joint work with Fabrizio Leisen) University of Kent Introduction: Two clinical studies 3 CALGB8881 3 CALGB916 2 2 β 1 1 β 1 1 1 5 5 β 1 5 5 β Infinite mixture models

More information

Infinite Latent Feature Models and the Indian Buffet Process

Infinite Latent Feature Models and the Indian Buffet Process Infinite Latent Feature Models and the Indian Buffet Process Thomas L. Griffiths Cognitive and Linguistic Sciences Brown University, Providence RI 292 tom griffiths@brown.edu Zoubin Ghahramani Gatsby Computational

More information

An adaptive truncation method for inference in Bayesian nonparametric models

An adaptive truncation method for inference in Bayesian nonparametric models An adaptive truncation method for inference in Bayesian nonparametric models arxiv:1308.045v [stat.co] 1 May 014 J.E. Griffin School of Mathematics, Statistics and Actuarial Science, University of Kent,

More information

Nonparametric Factor Analysis with Beta Process Priors

Nonparametric Factor Analysis with Beta Process Priors Nonparametric Factor Analysis with Beta Process Priors John Paisley Lawrence Carin Department of Electrical & Computer Engineering Duke University, Durham, NC 7708 jwp4@ee.duke.edu lcarin@ee.duke.edu Abstract

More information

Department of Statistics. University of California. Berkeley, CA May 1998

Department of Statistics. University of California. Berkeley, CA May 1998 Prediction rules for exchangeable sequences related to species sampling 1 by Ben Hansen and Jim Pitman Technical Report No. 520 Department of Statistics University of California 367 Evans Hall # 3860 Berkeley,

More information

Variational Bayesian Dirichlet-Multinomial Allocation for Exponential Family Mixtures

Variational Bayesian Dirichlet-Multinomial Allocation for Exponential Family Mixtures 17th Europ. Conf. on Machine Learning, Berlin, Germany, 2006. Variational Bayesian Dirichlet-Multinomial Allocation for Exponential Family Mixtures Shipeng Yu 1,2, Kai Yu 2, Volker Tresp 2, and Hans-Peter

More information

Pattern Recognition and Machine Learning

Pattern Recognition and Machine Learning Christopher M. Bishop Pattern Recognition and Machine Learning ÖSpri inger Contents Preface Mathematical notation Contents vii xi xiii 1 Introduction 1 1.1 Example: Polynomial Curve Fitting 4 1.2 Probability

More information

Bayesian Methods for Machine Learning

Bayesian Methods for Machine Learning Bayesian Methods for Machine Learning CS 584: Big Data Analytics Material adapted from Radford Neal s tutorial (http://ftp.cs.utoronto.ca/pub/radford/bayes-tut.pdf), Zoubin Ghahramni (http://hunch.net/~coms-4771/zoubin_ghahramani_bayesian_learning.pdf),

More information

Default priors for density estimation with mixture models

Default priors for density estimation with mixture models Bayesian Analysis ) 5, Number, pp. 45 64 Default priors for density estimation with mixture models J.E. Griffin Abstract. The infinite mixture of normals model has become a popular method for density estimation

More information

arxiv: v1 [stat.me] 22 Feb 2015

arxiv: v1 [stat.me] 22 Feb 2015 MIXTURE MODELS WITH A PRIOR ON THE NUMBER OF COMPONENTS JEFFREY W. MILLER AND MATTHEW T. HARRISON arxiv:1502.06241v1 [stat.me] 22 Feb 2015 Abstract. A natural Bayesian approach for mixture models with

More information

Density Modeling and Clustering Using Dirichlet Diffusion Trees

Density Modeling and Clustering Using Dirichlet Diffusion Trees BAYESIAN STATISTICS 7, pp. 619 629 J. M. Bernardo, M. J. Bayarri, J. O. Berger, A. P. Dawid, D. Heckerman, A. F. M. Smith and M. West (Eds.) c Oxford University Press, 2003 Density Modeling and Clustering

More information

The Bayesian Choice. Christian P. Robert. From Decision-Theoretic Foundations to Computational Implementation. Second Edition.

The Bayesian Choice. Christian P. Robert. From Decision-Theoretic Foundations to Computational Implementation. Second Edition. Christian P. Robert The Bayesian Choice From Decision-Theoretic Foundations to Computational Implementation Second Edition With 23 Illustrations ^Springer" Contents Preface to the Second Edition Preface

More information

SOME ADVANCES IN BAYESIAN NONPARAMETRIC MODELING

SOME ADVANCES IN BAYESIAN NONPARAMETRIC MODELING SOME ADVANCES IN BAYESIAN NONPARAMETRIC MODELING by Abel Rodríguez Institute of Statistics and Decision Sciences Duke University Date: Approved: Dr. Alan E. Gelfand, Supervisor Dr. David B. Dunson, Supervisor

More information

Non-parametric Bayesian Modeling and Fusion of Spatio-temporal Information Sources

Non-parametric Bayesian Modeling and Fusion of Spatio-temporal Information Sources th International Conference on Information Fusion Chicago, Illinois, USA, July -8, Non-parametric Bayesian Modeling and Fusion of Spatio-temporal Information Sources Priyadip Ray Department of Electrical

More information

Bayesian non parametric approaches: an introduction

Bayesian non parametric approaches: an introduction Introduction Latent class models Latent feature models Conclusion & Perspectives Bayesian non parametric approaches: an introduction Pierre CHAINAIS Bordeaux - nov. 2012 Trajectory 1 Bayesian non parametric

More information

Exchangeable random partitions and random discrete probability measures: a brief tour guided by the Dirichlet Process

Exchangeable random partitions and random discrete probability measures: a brief tour guided by the Dirichlet Process Exchangeable random partitions and random discrete probability measures: a brief tour guided by the Dirichlet Process Notes for Oxford Statistics Grad Lecture Benjamin Bloem-Reddy benjamin.bloem-reddy@stats.ox.ac.uk

More information

Stick-Breaking Beta Processes and the Poisson Process

Stick-Breaking Beta Processes and the Poisson Process Stic-Breaing Beta Processes and the Poisson Process John Paisley David M. Blei 3 Michael I. Jordan,2 Department of EECS, 2 Department of Statistics, UC Bereley 3 Computer Science Department, Princeton

More information

Hierarchical Dirichlet Processes

Hierarchical Dirichlet Processes Hierarchical Dirichlet Processes Yee Whye Teh, Michael I. Jordan, Matthew J. Beal and David M. Blei Computer Science Div., Dept. of Statistics Dept. of Computer Science University of California at Berkeley

More information

Sample Size Calculations for ROC Studies: Parametric Robustness and Bayesian Nonparametrics

Sample Size Calculations for ROC Studies: Parametric Robustness and Bayesian Nonparametrics Baylor Health Care System From the SelectedWorks of unlei Cheng Spring January 30, 01 Sample Size Calculations for ROC Studies: Parametric Robustness and Bayesian Nonparametrics unlei Cheng, Baylor Health

More information

arxiv: v2 [stat.ml] 4 Aug 2011

arxiv: v2 [stat.ml] 4 Aug 2011 A Tutorial on Bayesian Nonparametric Models Samuel J. Gershman 1 and David M. Blei 2 1 Department of Psychology and Neuroscience Institute, Princeton University 2 Department of Computer Science, Princeton

More information

arxiv: v2 [math.st] 27 May 2014

arxiv: v2 [math.st] 27 May 2014 Full Bayesian inference with hazard mixture models Julyan Arbel a, Antonio Lijoi b,a, Bernardo Nipoti c,a, arxiv:145.6628v2 [math.st] 27 May 214 a Collegio Carlo Alberto, via Real Collegio, 3, 124 Moncalieri,

More information

Tree-Based Inference for Dirichlet Process Mixtures

Tree-Based Inference for Dirichlet Process Mixtures Yang Xu Machine Learning Department School of Computer Science Carnegie Mellon University Pittsburgh, USA Katherine A. Heller Department of Engineering University of Cambridge Cambridge, UK Zoubin Ghahramani

More information

BAYESIAN DENSITY REGRESSION AND PREDICTOR-DEPENDENT CLUSTERING

BAYESIAN DENSITY REGRESSION AND PREDICTOR-DEPENDENT CLUSTERING BAYESIAN DENSITY REGRESSION AND PREDICTOR-DEPENDENT CLUSTERING by Ju-Hyun Park A dissertation submitted to the faculty of the University of North Carolina at Chapel Hill in partial fulfillment of the requirements

More information

Dirichlet Enhanced Latent Semantic Analysis

Dirichlet Enhanced Latent Semantic Analysis Dirichlet Enhanced Latent Semantic Analysis Kai Yu Siemens Corporate Technology D-81730 Munich, Germany Kai.Yu@siemens.com Shipeng Yu Institute for Computer Science University of Munich D-80538 Munich,

More information