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Mixtures of regression are a powerful class of models for regression learning with respect to a highly uncertain and heterogeneous response variable of interest. In addition to being a rich predictive model for the response given some…

Statistics Theory · Mathematics 2024-01-30 Dat Do , Linh Do , XuanLong Nguyen

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

Motivated by problems in data clustering, we establish general conditions under which families of nonparametric mixture models are identifiable, by introducing a novel framework involving clustering overfitted \emph{parametric} (i.e.…

Statistics Theory · Mathematics 2020-02-19 Bryon Aragam , Chen Dan , Eric P. Xing , Pradeep Ravikumar

We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…

Statistics Theory · Mathematics 2020-06-02 Tudor Manole , Nhat Ho

We revisit the classical problem of deriving convergence rates for the maximum likelihood estimator (MLE) in finite mixture models. The Wasserstein distance has become a standard loss function for the analysis of parameter estimation in…

Statistics Theory · Mathematics 2022-06-22 Tudor Manole , Nhat Ho

We study posterior contraction rates for mixing measures in homoscedastic location-scale mixture models with infinitely many components. While posterior convergence at the level of densities is well understood, ensuring convergence of the…

Statistics Theory · Mathematics 2026-05-11 Nicola Bariletto , Dung Le , Alessandro Rinaldo , Nhat Ho

We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…

Statistics Theory · Mathematics 2022-03-18 Ilsang Ohn , Lizhen Lin

This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…

Statistics Theory · Mathematics 2007-08-07 David R. Hunter , Shaoli Wang , Thomas P. Hettmansperger

Mixtures of product distributions are a powerful device for learning about heterogeneity within data populations. In this class of latent structure models, de Finetti's mixing measure plays the central role for describing the uncertainty…

Statistics Theory · Mathematics 2021-09-27 Yun Wei , XuanLong Nguyen

Singularities of a statistical model are the elements of the model's parameter space which make the corresponding Fisher information matrix degenerate. These are the points for which estimation techniques such as the maximum likelihood…

Statistics Theory · Mathematics 2019-07-25 Nhat Ho , XuanLong Nguyen

While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…

Statistics Theory · Mathematics 2009-09-01 Elizabeth S. Allman , Catherine Matias , John A. Rhodes

We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…

Statistics Theory · Mathematics 2019-01-17 Aritra Guha , Nhat Ho , XuanLong Nguyen

Finite mixture models have long been used across a variety of fields in engineering and sciences. Recently there has been a great deal of interest in quantifying the convergence behavior of the \emph{mixing measure}, a fundamental object…

Statistics Theory · Mathematics 2025-09-05 Yun Wei , Sayan Mukherjee , XuanLong Nguyen

This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of…

Statistics Theory · Mathematics 2013-04-10 XuanLong Nguyen

Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with…

Econometrics · Economics 2018-11-08 Yuichi Kitamura , Louise Laage

In this paper we study the frequentist convergence rate for the Latent Dirichlet Allocation (Blei et al., 2003) topic models. We show that the maximum likelihood estimator converges to one of the finitely many equivalent parameters in…

Machine Learning · Statistics 2019-01-21 Yining Wang

Gaussian mixture models find their place as a powerful tool, mostly in the clustering problem, but with proper preparation also in feature extraction, pattern recognition, image segmentation and in general machine learning. When faced with…

Machine Learning · Computer Science 2022-04-01 Mateusz Przyborowski , Mateusz Pabiś , Andrzej Janusz , Dominik Ślęzak

Random graph models are used to describe the complex structure of real-world networks in diverse fields of knowledge. Studying their behavior and fitting properties are still critical challenges, that in general, require model specific…

Statistics Theory · Mathematics 2023-08-30 Suzana de Siqueira Santos , André Fujita , Catherine Matias

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

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier
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