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Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…

Machine Learning · Computer Science 2016-03-22 Johannes Blömer , Sascha Brauer , Kathrin Bujna

The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…

Methodology · Statistics 2025-05-16 Luca Scrucca

Many common clustering methods cannot be used for clustering multivariate longitudinal data in cases where variables exhibit high autocorrelations. In this article, a copula kernel mixture model (CKMM) is proposed for clustering data of…

Methodology · Statistics 2025-06-23 Xi Zhang , Orla A. Murphy , Paul D. McNicholas

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

Computation · Statistics 2020-05-07 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…

Because of its mathematical tractability, the Gaussian mixture model holds a special place in the literature for clustering and classification. For all its benefits, however, the Gaussian mixture model poses problems when the data is skewed…

Applications · Statistics 2020-11-19 Michael P. B. Gallaugher , Paul D. McNicholas , Volodymyr Melnykov , Xuwen Zhu

We propose a universal method for data-driven modeling of complex nonlinear dynamics from time-resolved snapshot data without prior knowledge. Complex nonlinear dynamics govern many fields of science and engineering. Data-driven dynamic…

Data Analysis, Statistics and Probability · Physics 2020-11-02 Daniel Fernex , Bernd R. Noack , Richard Semaan

In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of…

Machine Learning · Computer Science 2013-07-04 Ji Won Yoon

Probabilistic forecasting of multivariate time series is challenging due to non-stationarity, inter-variable dependencies, and distribution shifts. While recent diffusion and flow matching models have shown promise, they often ignore…

Machine Learning · Statistics 2026-02-19 Yanfeng Yang , Siwei Chen , Pingping Hu , Zhaotong Shen , Yingjie Zhang , Zhuoran Sun , Shuai Li , Ziqi Chen , Kenji Fukumizu

A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator based on trimming and restrictions. The selected model provides…

Methodology · Statistics 2015-02-05 L. A. Garcia-Escudero , A. Gordaliza , F. Greselin , S. Ingrassia , A. Mayo-Iscar

In this article, a new method, called FWP, is proposed for clustering longitudinal curves. In the proposed method, clusters of mean functions are identified through a weighted concave pairwise fusion method. The EM algorithm and the…

Methodology · Statistics 2023-06-14 Xin Wang

The mixture of Gaussian distributions, a soft version of k-means , is considered a state-of-the-art clustering algorithm. It is widely used in computer vision for selecting classes, e.g., color, texture, and shapes. In this algorithm, each…

Machine Learning · Statistics 2016-12-30 Mahajabin Rahman , Davi Geiger

This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…

Methodology · Statistics 2023-03-16 Cheng Peng , Stanislav Uryasev

A mixture of common skew-t factor analyzers model is introduced for model-based clustering of high-dimensional data. By assuming common component factor loadings, this model allows clustering to be performed in the presence of a large…

Methodology · Statistics 2014-05-05 Paula M. Murray , Paul D. McNicholas , Ryan P. Browne

Finite Gaussian mixture models provide a powerful and widely employed probabilistic approach for clustering multivariate continuous data. However, the practical usefulness of these models is jeopardized in high-dimensional spaces, where…

Methodology · Statistics 2022-05-13 Alessandro Casa , Andrea Cappozzo , Michael Fop

In recent work we presented a new approach to the analysis of weighted networks, by providing a straightforward generalization of any network measure defined on unweighted networks. This approach is based on the translation of a weighted…

Data Analysis, Statistics and Probability · Physics 2008-06-05 S. E. Ahnert , D. Garlaschelli , T. M. A. Fink , G. Caldarelli

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…

Machine Learning · Computer Science 2023-01-24 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

Finite mixture models have become a popular tool for clustering. Amongst other uses, they have been applied for clustering longitudinal data and clustering high-dimensional data. In the latter case, a latent Gaussian mixture model is…

Methodology · Statistics 2018-04-17 Vanessa S. E. Bierling , Paul D. McNicholas

We pursue tractable Bayesian analysis of generalized linear models (GLMs) for categorical data. Thus far, GLMs are difficult to scale to more than a few dozen categories due to non-conjugacy or strong posterior dependencies when using…

Machine Learning · Statistics 2022-06-02 Michael T. Wojnowicz , Shuchin Aeron , Eric L. Miller , Michael C. Hughes

This work introduces a refinement of the Parsimonious Model for fitting a Gaussian Mixture. The improvement is based on the consideration of clusters of the involved covariance matrices according to a criterion, such as sharing Principal…

Methodology · Statistics 2024-04-10 David Rodríguez-Vítores , Carlos Matrán