Related papers: The Latent Bernoulli-Gauss Model for Data Analysis
Probabilistic Latent Semantic Analysis is a novel statistical technique for the analysis of two-mode and co-occurrence data, which has applications in information retrieval and filtering, natural language processing, machine learning from…
Model-based clustering of moderate or large dimensional data is notoriously difficult. We propose a model for simultaneous dimensionality reduction and clustering by assuming a mixture model for a set of latent scores, which are then linked…
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…
The latent position cluster model is a popular model for the statistical analysis of network data. This model assumes that there is an underlying latent space in which the actors follow a finite mixture distribution. Moreover, actors which…
Classification is a vital tool that is important for modelling many complex numerical models. A model or system may be such that, for certain areas of input space, the output either does not exist, or is not in a quantifiable form. Here, we…
The analysis of data sets arising from multiple sensors has drawn significant research attention over the years. Traditional methods, including kernel-based methods, are typically incapable of capturing nonlinear geometric structures. We…
Financial studies require volatility based models which provides useful insights on risks related to investments. Stochastic volatility models are one of the most popular approaches to model volatility in such studies. The asset returns…
Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably.…
Model-based clustering methods for continuous data are well established and commonly used in a wide range of applications. However, model-based clustering methods for categorical data are less standard. Latent class analysis is a commonly…
We describe a new method for evaluating Bayes factors. The key idea is to introduce a hypermodel in which the competing models are components of a mixture distribution. Inference for the mixing probabilities then yields estimates of the…
Our concern is selecting the concentration matrix's nonzero coefficients for a sparse Gaussian graphical model in a high-dimensional setting. This corresponds to estimating the graph of conditional dependencies between the variables. We…
In cluster analysis interest lies in probabilistically capturing partitions of individuals, items or observations into groups, such that those belonging to the same group share similar attributes or relational profiles. Bayesian posterior…
Multi-task/Multi-output learning seeks to exploit correlation among tasks to enhance performance over learning or solving each task independently. In this paper, we investigate this problem in the context of Gaussian Processes (GPs) and…
In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the…
A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…
Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables…
This paper proposes a new methodological framework for estimating inferential models with latent variables. It also introduces a new latent variable regression model called LARX: an extension of the ubiquitous autoregressive model with…
Recent advances in engineering technologies have enabled the collection of a large number of longitudinal features. This wealth of information presents unique opportunities for researchers to investigate the complex nature of diseases and…
This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each…
The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the…