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In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value estimation. The proposed model is simple and flexible…

Machine Learning · Statistics 2013-04-03 Jairo Fuquene

This paper evaluates heterogeneous information fusion using multi-task Gaussian processes in the context of geological resource modeling. Specifically, it empirically demonstrates that information integration across heterogeneous…

Machine Learning · Statistics 2013-09-06 Shrihari Vasudevan , Arman Melkumyan , Steven Scheding

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

Developing effective multimodal fusion approaches has become increasingly essential in many real-world scenarios, such as health care and finance. The key challenge is how to preserve the feature expressiveness in each modality while…

Machine Learning · Computer Science 2025-10-24 Tsai Hor Chan , Feng Wu , Yihang Chen , Guosheng Yin , Lequan Yu

Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference…

Machine Learning · Statistics 2019-05-28 Jiaxin Shi , Mohammad Emtiyaz Khan , Jun Zhu

Gaussian mixtures are a powerful and widely used tool to model non-Gaussian estimation problems. They are able to describe measurement errors that follow arbitrary distributions and can represent ambiguity in assignment tasks like point set…

Robotics · Computer Science 2021-04-02 Tim Pfeifer , Sven Lange , Peter Protzel

For better clustering performance, appropriate representations are critical. Although many neural network-based metric learning methods have been proposed, they do not directly train neural networks to improve clustering performance. We…

Machine Learning · Statistics 2021-03-02 Tomoharu Iwata

Gaussian processes occupy one of the leading places in modern statistics and probability theory due to their importance and a wealth of strong results. The common use of Gaussian processes is in connection with problems related to…

Statistics Theory · Mathematics 2023-02-01 Zexun Chen , Jun Fan , Kuo Wang

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

Probabilistic mixture models are recognized as effective tools for unsupervised outlier detection owing to their interpretability and global characteristics. Among these, Dirichlet process mixture models stand out as a strong alternative to…

Machine Learning · Computer Science 2024-07-26 Dongwook Kim , Juyeon Park , Hee Cheol Chung , Seonghyun Jeong

Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models…

Statistics Theory · Mathematics 2018-06-22 Łukasz Rajkowski

Mixture models have found uses in many areas. To list a few: unsupervised learning, empirical Bayes, latent class and trait models. The current applications of mixture models to empirical data is limited to computing a mixture model from…

Computation · Statistics 2015-09-23 Andrew Clark

Covariate measurement error in nonparametric regression is a common problem in nutritional epidemiology and geostatistics, and other fields. Over the last two decades, this problem has received substantial attention in the frequentist…

Statistics Theory · Mathematics 2023-01-27 Shuang Zhou , Debdeep Pati , Tianying Wang , Yun Yang , Raymond J. Carroll

High dimensional time series are endemic in applications of machine learning such as robotics (sensor data), computational biology (gene expression data), vision (video sequences) and graphics (motion capture data). Practical nonlinear…

Machine Learning · Statistics 2011-07-26 Andreas C. Damianou , Michalis K. Titsias , Neil D. Lawrence

This paper proposes a generalization of Gaussian mixture models, where the mixture weight is allowed to behave as an unknown function of time. This model is capable of successfully capturing the features of the data, as demonstrated by…

Methodology · Statistics 2022-09-09 Michel H. Montoril , Leandro T. Correia , Helio S. Migon

Gaussian processes (GPs) are a highly flexible, nonparametric statistical model that are commonly used to fit nonlinear relationships or account for correlation between observations. However, the computational load of fitting a Gaussian…

Computation · Statistics 2023-10-30 Matthew J Heaton , Jacob A. Johnson

This paper concerns the introduction of a new Markov Chain Monte Carlo scheme for posterior sampling in Bayesian nonparametric mixture models with priors that belong to the general Poisson-Kingman class. We present a novel compact way of…

Computation · Statistics 2018-02-22 Maria Lomeli , Stefano Favaro , Yee Whye Teh

We provide novel probabilistic portrayals of two multivariate models designed to handle zero-inflation in count-compositional data. We develop a new unifying framework that represents both as finite mixture distributions. One of these…

Methodology · Statistics 2026-03-31 André F. B. Menezes , Andrew C. Parnell , Keefe Murphy

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

Machine Learning · Computer Science 2025-11-04 Jianqiao Mao , Max A. Little

Traditional methods for unsupervised learning of finite mixture models require to evaluate the likelihood of all components of the mixture. This becomes computationally prohibitive when the number of components is large, as it is, for…

Machine Learning · Computer Science 2021-10-12 Milan Papež , Tomáš Pevný , Václav Šmídl