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The paper addresses the problem to estimate the power spectral density of an ARMA zero mean Gaussian process. We propose a kernel based maximum entropy spectral estimator. The latter searches the optimal spectrum over a class of high order…

Optimization and Control · Mathematics 2020-04-30 Mattia Zorzi

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

The stochastic blockmodel (SBM) models the connectivity within and between disjoint subsets of nodes in networks. Prior work demonstrated that the rows of an SBM's adjacency spectral embedding (ASE) and Laplacian spectral embedding (LSE)…

Methodology · Statistics 2022-05-04 Zachary M. Pisano , Joshua S. Agterberg , Carey E. Priebe , Daniel Q. Naiman

When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…

Machine Learning · Statistics 2016-06-28 Cheng Luo , Richard Yi Da Xu , Yang Xiang

The expectation-maximization (EM) algorithm has been widely used in minimizing the negative log likelihood (also known as cross entropy) of mixture models. However, little is understood about the goodness of the fixed points it converges…

Machine Learning · Computer Science 2019-10-30 Guojun Zhang , Pascal Poupart , George Trimponias

A new estimation method for the two-component mixture model introduced in \cite{Van13} is proposed. This model consists of a two-component mixture of linear regressions in which one component is entirely known while the proportion, the…

Methodology · Statistics 2015-01-05 L. Bordes , I. Kojadinovic , P. Vandekerkhove

This paper studies how to learn parameters in diagonal Gaussian mixture models. The problem can be formulated as computing incomplete symmetric tensor decompositions. We use generating polynomials to compute incomplete symmetric tensor…

Numerical Analysis · Mathematics 2021-06-10 Bingni Guo , Jiawang Nie , Zi Yang

This paper addresses the statistical estimation of Gaussian Mixture Models (GMMs) with unknown diagonal covariances from independent and identically distributed samples. We employ the Beurling-LASSO (BLASSO), a convex optimization framework…

Statistics Theory · Mathematics 2026-05-14 Romane Giard , Yohann de Castro , Clément Marteau

Mixture models have received a great deal of attention in statistics due to the wide range of applications found in recent years. This paper discusses a finite mixture model of Birnbaum- Saunders distributions with G components, as an…

Methodology · Statistics 2017-08-03 Luis Benites , Rocío Maehara , Filidor Vilca , Fernando Marmolejo-Ramos

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…

Machine Learning · Computer Science 2013-07-29 Shiliang Sun

This paper studies the problem of estimating the means $\pm\theta_{*}\in\mathbb{R}^{d}$ of a symmetric two-component Gaussian mixture $\delta_{*}\cdot N(\theta_{*},I)+(1-\delta_{*})\cdot N(-\theta_{*},I)$ where the weights $\delta_{*}$ and…

Statistics Theory · Mathematics 2021-03-30 Nir Weinberger , Guy Bresler

Fitts' law is often employed as a predictive model for human movement, especially in the field of human-computer interaction. Models with an assumed Gaussian error structure are usually adequate when applied to data collected from…

Applications · Statistics 2022-10-03 Yanxi Li , Derek S. Young , Julien Gori , Olivier Rioul

Mixture modelling involves explaining some observed evidence using a combination of probability distributions. The crux of the problem is the inference of an optimal number of mixture components and their corresponding parameters. This…

Machine Learning · Computer Science 2015-03-02 Parthan Kasarapu , Lloyd Allison

We study the efficient learnability of high-dimensional Gaussian mixtures in the outlier-robust setting, where a small constant fraction of the data is adversarially corrupted. We resolve the polynomial learnability of this problem when the…

Data Structures and Algorithms · Computer Science 2020-05-14 Ilias Diakonikolas , Samuel B. Hopkins , Daniel Kane , Sushrut Karmalkar

We study the pointwise maximum likelihood estimation rates for a class of Gaussian mixtures that are invariant under the action of some isometry group. This model is also known as multi-reference alignment, where random isometries of a…

Statistics Theory · Mathematics 2019-03-01 Victor-Emmanuel Brunel

Expectation Maximization (EM) algorithm is a parameter estimation method from incomplete observations. In this paper, an implementation of this method to the calibration of HKS spectrometer at Jefferson Lab is described. We show that the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Lulin Yuan

This paper deals with Bayesian inference of a mixture of Gaussian distributions. A novel formulation of the mixture model is introduced, which includes the prior constraint that each Gaussian component is always assigned a minimal number of…

Methodology · Statistics 2014-05-21 Colin J. Stoneking

We consider the problem of learning mixtures of generalized linear models (GLM) which arise in classification and regression problems. Typical learning approaches such as expectation maximization (EM) or variational Bayes can get stuck in…

Machine Learning · Computer Science 2016-01-14 Hanie Sedghi , Majid Janzamin , Anima Anandkumar

This article focuses on drawing computationally-efficient predictive inference from Gaussian process (GP) regressions with a large number of features when the response is conditionally independent of the features given the projection to a…

Methodology · Statistics 2024-09-27 Samuel Gailliot , Rajarshi Guhaniyogi , Roger D. Peng

In this work, we study probability functions associated with Gaussian mixture models. Our primary focus is on extending the use of spherical radial decomposition for multivariate Gaussian random vectors to the context of Gaussian mixture…

Optimization and Control · Mathematics 2024-11-06 Gonzalo Contador , Pedro Pérez-Aros , Emilio Vilches
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