All Questions
Tagged with nonparametric bayesian
60
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Is bootstrapping inherently Frequentist? If so, how do we do a Bayesian non-parametric two-sample test?
I normally use frequentist statistics but I now want to use Bayesian statistics as I want to carry out a two-sample (randomised control trial) test that includes prior information. I have an existing ...
- 913
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52
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In what ways is Gaussian Process Regression both parametric and non-parametric?
Gaussian Process Regression is considered a "non-parametric" model. However, the term "non-parametric" is often used imprecisely to mean different things, leading to questions ...
- 847
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30
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Fisher information or Bayesian Uncertainty for non-parametric distributions
This question sounds ridiculous, let me clarify motivation:
Fisher information & Bayesian inference uncertainty seemed very cool to me because they can effectively tell you "how ...
- 359
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26
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BART with non-parametric heteroscedastic noise?
Is there a variant of BART that robustly captures noise that is both heteroscedastic and non-parametric (or has an a-priori unknown parametric form)?
For example, a BART that could fit this test data:
...
- 467
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64
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Bayesian analysis of non-normally distributed variable
I would like to use an Bayesian approach to compare a continuous non-normally distributed variable taking values between -1 to 1 between two populations. The measurements are not paired.
Overall my ...
- 101
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60
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How can I combined Bayesian and non-parametric techniques?
I'd like to combine Bayesian and non-parametric (e.g. XGBoost) models, with the goal of getting a probability distribution over my target variable rather than a point estimate. I have a prior, and I ...
- 851
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4
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227
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good intermediate-level textbook for undergraduate applied statistics in data science?
I will be teaching an applied statistics course for the first time and the main audience will be 2nd and 3rd year undergraduates, mostly data science majors. They will have an intro statistics course ...
1
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61
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trace class of prior covariance operator in Bayesian inference problem
I'm interested in certain Bayesian inference problems where the vector space $Q$ where the parameters $\theta$ live is infinite-dimensional.
These show up all the time in the geophysical sciences -- ...
- 143
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136
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Deciding the Number of Clusters : Standard Methods vs. Non-Parametric Methods
I was watching this video over here (https://www.youtube.com/watch?v=UBiaLq5V7mE) that discussed a Non-Parametric based Bayesian approach for deciding the number of clusters in a dataset.
Essentially, ...
2
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73
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MCMC fitting of Dirichlet Process or Polya Tree prior to residuals in (simple linear regression)/(2-independent-samples) problem
Consider a simple location-shift semi-parametric model with two mutually-independent samples (in what follows, $F$ is a cumulative distribution function (CDF) on $\mathbb{ R }$, the $C_i$ and $T_j$ ...
- 69
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139
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MCMC fitting of a Dirichlet Process or Polya Tree prior to the residuals in a (simple linear regression)/(2-independent-samples) problem
Consider a simple location-shift semi-parametric model with two mutually-independent samples (here $F$ is a cumulative distribution function (CDF) on $\mathbb{ R }$, the $C_i$ and $T_j$ are real-...
- 69
2
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1
answer
852
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KNN as a crude prototype of Gaussian Process Regression?
I've heard it said before that K-Means-Clustering is a prototypical method for Expectation-Maximization algorithm. Where KM Clustering returns a hard cluster assignment, EM returns soft assignments, ...
- 3,362
2
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41
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Unexpected zero on posterior density of Dirichlet process mixture
I was reading this notebook from the PyMC3 documentation about Dirichlet Process Mixtures and, on the last figure, the estimated density reaches almost zero for a particular value, despite the ...
- 2,680
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73
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distance for abc - nonparametric likelihood
When fitting models using abc, data is simulated using parameters drawn from the prior. The distance between the simulated data and the observed data is calculated, and typically if less than a ...
- 33
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Is there a Bayesian Non-Parametric one-way ANOVA?
The rough idea is that I am trying to compare linguistic properties (e.g. readability) between pieces of texts from two authors essentially. For this, I thought using an ANOVA would be appropriate. ...
