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Mixture Markov Model (MMM) is a widely used tool to cluster sequences of events coming from a finite state-space. However the MMM likelihood being multi-modal, the challenge remains in its maximization. Although Expectation-Maximization…

Optimization and Control · Mathematics 2026-04-16 Priyam Das , Deborshee Sen , Debsurya De , Jue Hou , Zahra S. H. Abad , Nicole Kim , Zongqi Xia , Tianxi Cai

The Expectation-Maximization (EM) algorithm is a commonly used method for finding the maximum likelihood estimates of the parameters in a mixture model via coordinate ascent. A serious pitfall with the algorithm is that in the case of…

Computation · Statistics 2018-08-31 Adrian O'Hagan , Arthur White

Modeling of high-dimensional data is very important to categorize different classes. We develop a new mixture model called Multinomial cluster-weighted model (MCWM). We derive the identifiability of a general class of MCWM. We estimate the…

Methodology · Statistics 2022-08-25 Kehinde Olobatuyi , Oludare Ariyo

In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection…

Methodology · Statistics 2017-10-09 Yuhong Wei , Paul D. McNicholas

Recent advances on overfitting Bayesian mixture models provide a solid and straightforward approach for inferring the underlying number of clusters and model parameters in heterogeneous datasets. The applicability of such a framework in…

Methodology · Statistics 2018-03-29 Panagiotis Papastamoulis

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade

In this paper, we propose a regularized mixture probabilistic model to cluster matrix data and apply it to brain signals. The approach is able to capture the sparsity (low rank, small/zero values) of the original signals by introducing…

Methodology · Statistics 2018-08-07 Xu Gao , Weining Shen , Hernando Ombao

A family of parsimonious ultrametric mixture models with the Manly transformation is developed for clustering high-dimensional and asymmetric data. Advances in Gaussian mixture modeling sufficiently handle high-dimensional data but struggle…

Methodology · Statistics 2025-12-16 Alexa A. Sochaniwsky , Paul D. McNicholas

Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…

Methodology · Statistics 2013-05-29 Sharon X. Lee , Geoffrey J. McLachlan

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 propose two neural network based mixture models in this article. The proposed mixture models are explicit in nature. The explicit models have analytical forms with the advantages of computing likelihood and efficiency of generating…

Machine Learning · Computer Science 2020-05-26 Dong Liu , Minh Thành Vu , Saikat Chatterjee , Lars K. Rasmussen

Families of mixtures of multivariate power exponential (MPE) distributions have been previously introduced and shown to be competitive for cluster analysis in comparison to other elliptical mixtures including mixtures of Gaussian…

Computation · Statistics 2023-01-24 Utkarsh J. Dang , Michael P. B. Gallaugher , Ryan P. Browne , Paul D. McNicholas

We consider the problem of inferring an unknown number of clusters in replicated multinomial data. Under a model based clustering point of view, this task can be treated by estimating finite mixtures of multinomial distributions with or…

Methodology · Statistics 2023-07-07 Panagiotis Papastamoulis

Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…

Machine Learning · Computer Science 2023-08-23 Amirhossein Reisizadeh , Khashayar Gatmiry , Asuman Ozdaglar

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

Similar to many Machine Learning models, both accuracy and speed of the Cluster weighted models (CWMs) can be hampered by high-dimensional data, leading to previous works on a parsimonious technique to reduce the effect of "Curse of…

Machine Learning · Statistics 2022-08-03 Kehinde Olobatuyi

A family of parsimonious shifted asymmetric Laplace mixture models is introduced. We extend the mixture of factor analyzers model to the shifted asymmetric Laplace distribution. Imposing constraints on the constitute parts of the resulting…

Methodology · Statistics 2013-11-05 Brian C. Franczak , Paul D. McNicholas , Ryan P. Browne , Paula M. Murray

Track one of CTI competition is on click-through rate (CTR) prediction. The dataset contains millions of records and each field-wise feature in a record consists of hashed integers for privacy. For this task, the keys of network-based…

Machine Learning · Computer Science 2023-10-17 Yujian Betterest Li , Kai Wu

In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…

Machine Learning · Computer Science 2023-02-23 Ryohei Umatani , Takashi Imai , Kaoru Kawamoto , Shutaro Kunimasa

Mixture models are a popular tool in model-based clustering. Such a model is often fitted by a procedure that maximizes the likelihood, such as the EM algorithm. At convergence, the maximum likelihood parameter estimates are typically…

Computation · Statistics 2019-07-23 Adrian O'Hagan , Thomas Brendan Murphy , Luca Scrucca , Isobel Claire Gormley