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I describe a Bayesian method to account for measurement errors in linear regression of astronomical data. The method allows for heteroscedastic and possibly correlated measurement errors, and intrinsic scatter in the regression…

Astrophysics · Physics 2009-06-23 Brandon C. Kelly

Mixtures of Gaussian factors are powerful tools for modeling an unobserved heterogeneous population, offering - at the same time - dimension reduction and model-based clustering. Unfortunately, the high prevalence of spurious solutions and…

Methodology · Statistics 2016-08-08 L. A. García-Escudero , A. Gordaliza , F. Greselin , S. Ingrassia , A. Mayo-Iscar

In a mixed generalized linear model, the goal is to learn multiple signals from unlabeled observations: each sample comes from exactly one signal, but it is not known which one. We consider the prototypical problem of estimating two…

Statistics Theory · Mathematics 2026-01-12 Yihan Zhang , Marco Mondelli , Ramji Venkataramanan

Coupling a multi-capillary column (MCC) with an ion mobility (IM) spectrometer (IMS) opened a multitude of new application areas for gas analysis, especially in a medical context, as volatile organic compounds (VOCs) in exhaled breath can…

Other Computer Science · Computer Science 2014-05-22 Dominik Kopczynski , Sven Rahmann

In this paper, we introduce a novel Gaussian mixture based evidential learning solution for robust stereo matching. Diverging from previous evidential deep learning approaches that rely on a single Gaussian distribution, our framework…

Computer Vision and Pattern Recognition · Computer Science 2024-08-07 Weide Liu , Xingxing Wang , Lu Wang , Jun Cheng , Fayao Liu , Xulei Yang

In this work, we use real-world data in order to evaluate and validate a machine learning (ML)-based algorithm for physical layer functionalities. Specifically, we apply a recently introduced Gaussian mixture model (GMM)-based algorithm in…

Information Theory · Computer Science 2022-07-29 Nurettin Turan , Benedikt Fesl , Moritz Grundei , Michael Koller , Wolfgang Utschick

The Method of Moments [Pea94] is one of the most widely used methods in statistics for parameter estimation, by means of solving the system of equations that match the population and estimated moments. However, in practice and especially…

Statistics Theory · Mathematics 2019-04-16 Yihong Wu , Pengkun Yang

Mixtures of Gaussian (or normal) distributions arise in a variety of application areas. Many heuristics have been proposed for the task of finding the component Gaussians given samples from the mixture, such as the EM algorithm, a…

Probability · Mathematics 2007-05-23 Sanjeev Arora , Ravi Kannan

We take a new look at parameter estimation for Gaussian Mixture Models (GMMs). In particular, we propose using \emph{Riemannian manifold optimization} as a powerful counterpart to Expectation Maximization (EM). An out-of-the-box invocation…

Machine Learning · Statistics 2015-06-26 Reshad Hosseini , Suvrit Sra

Gaussian mixture models (GMM) are powerful parametric tools with many applications in machine learning and computer vision. Expectation maximization (EM) is the most popular algorithm for estimating the GMM parameters. However, EM…

Computer Vision and Pattern Recognition · Computer Science 2017-11-17 Soheil Kolouri , Gustavo K. Rohde , Heiko Hoffmann

We consider the parameter estimation problem in the deviated Gaussian mixture of experts in which the data are generated from $(1 - \lambda^{\ast}) g_0(Y| X)+ \lambda^{\ast} \sum_{i = 1}^{k_{\ast}} p_{i}^{\ast}…

Machine Learning · Statistics 2024-06-25 Huy Nguyen , Khai Nguyen , Nhat Ho

In this paper we consider the problem of linear unmixing hidden random variables defined over the simplex with additive Gaussian noise, also known as probabilistic simplex component analysis (PRISM). Previous solutions to tackle this…

Signal Processing · Electrical Eng. & Systems 2023-07-26 Nerya Granot , Tzvi Diskin , Nicolas Dobigeon , Ami Wiesel

We propose a Gaussian mixture model for background subtraction in infrared imagery. Following a Bayesian approach, our method automatically estimates the number of Gaussian components as well as their parameters, while simultaneously it…

Computer Vision and Pattern Recognition · Computer Science 2015-06-30 Konstantinos Makantasis , Anastasios Doulamis , Nikolaos Doulamis

This paper studies the optimal rate of estimation in a finite Gaussian location mixture model in high dimensions without separation conditions. We assume that the number of components $k$ is bounded and that the centers lie in a ball of…

Statistics Theory · Mathematics 2021-07-27 Natalie Doss , Yihong Wu , Pengkun Yang , Harrison H. Zhou

Mixtures of experts probabilistically divide the input space into regions, where the assumptions of each expert, or conditional model, need only hold locally. Combined with Gaussian process (GP) experts, this results in a powerful and…

Machine Learning · Statistics 2019-05-31 Charles W. L. Gadd , Sara Wade , Alexis Boukouvalas

This paper deals with the estimation of the modes of an univariate mixture when the number of components is known and when the component density are well separated. We propose an algorithm based on the minimization of the "kp" criterion we…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nicolas Paul , Luc Fety , Michel Terre

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

In this article, we propose a new method for calculating the mixed correlation coefficient (Pearson, polyserial and polychoric) matrix and its covariance matrix based on the GMM framework. We build moment equations for each coefficient and…

Computation · Statistics 2024-04-11 Ben Liu , Peng Zhang , Yi Feng , Xiaowei Lou

In this work we address the problem of approximating high-dimensional data with a low-dimensional representation. We make the following contributions. We propose an inverse regression method which exchanges the roles of input and response,…

Machine Learning · Computer Science 2015-09-04 Antoine Deleforge , Florence Forbes , Radu Horaud

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

Methodology · Statistics 2026-01-21 Peterson Mambondimumwe , Sphiwe B. Skhosana , Najmeh Nakhaei Rad