in a subclass of the scale-parameter exponential family, we consider the sequential pointestimation of a function of the scale parameter under the loss function given as the sum of the weightedsquared error loss and a linear cost. for a fully sequential sampling scheme, second order expansions areobtained for the expected sample size as well as for the regret of the procedure. the former resear...

A Bayesian Exponential Family Harmonium (BEFH) model is presented for topical modeling of text and multimedia data, and for “posterior” latent semantic projection of such data for subsequent data mining tasks. BEFHs are a Bayesian approach to inference and learning with the recently proposed EFH models and their variants, which enables smoothed, robust estimation of the topicattribute coupling ...

Inference about a parameter θ based on the likelihood function is often based on first order approximations to standard summary statistics from the likelihood, such as the likelihood ratio statistic or the standardized maximum likelihood estimate. For more accurate inference refinements are needed to both improve the first order approximation of the distribution of the relevant statistic, and t...

Word embeddings are a powerful approach for capturing semantic similarity among terms in a vocabulary. In this paper, we develop exponential family embeddings, a class of methods that extends the idea of word embeddings to other types of high-dimensional data. As examples, we studied neural data with real-valued observations, count data from a market basket analysis, and ratings data from a mov...

Principal Components Analysis (PCA) has become established as one of the key tools for dimensionality reduction when dealing with real valued data. Approaches such as exponential family PCA and non-negative matrix factorisation have successfully extended PCA to non-Gaussian data types, but these techniques fail to take advantage of Bayesian inference and can suffer from problems of overfitting ...

In this paper, the reconcilability between the P-value and the posterior probability in testing a point null hypothesis against the one-sided hypothesis is considered. Two essential families, non regular and exponential family of distributions, are studied. It was shown in a non regular family of distributions; in some cases, it is possible to find a prior distribution function under which P-va...