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In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…

Methodology · Statistics 2020-11-30 Adel Bedoui , Ori Rosen

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

In many real life problems, objects are described by large number of binary features. For instance, documents are characterized by presence or absence of certain keywords; cancer patients are characterized by presence or absence of certain…

Applications · Statistics 2016-03-09 Tapesh Santra

In this publication, we combine two Bayesian non-parametric models: the Gaussian Process (GP) and the Dirichlet Process (DP). Our innovation in the GP model is to introduce a variation on the GP prior which enables us to model structured…

Machine Learning · Computer Science 2014-04-15 James Hensman , Magnus Rattray , Neil D. Lawrence

The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…

Methodology · Statistics 2022-01-25 Antonio Lijoi , Igor Prünster , Giovanni Rebaudo

The classical mixture of Gaussians model is related to K-means via small-variance asymptotics: as the covariances of the Gaussians tend to zero, the negative log-likelihood of the mixture of Gaussians model approaches the K-means objective,…

Machine Learning · Statistics 2013-02-19 Tamara Broderick , Brian Kulis , Michael I. Jordan

Clustering has become a core technology in machine learning, largely due to its application in the field of unsupervised learning, clustering, classification, and density estimation. A frequentist approach exists to hand clustering based on…

Machine Learning · Computer Science 2021-08-27 Jun Lu

Dirichlet process mixture model (DPMM) is a popular Bayesian nonparametric model. In this paper, we apply this model to weighted data and then estimate the un-weighted distribution from the corresponding weighted distribution using the…

Computation · Statistics 2018-12-12 Soghra Bohlourihajjar , Soleiman Khazaei

In this paper we consider the problem of dynamic clustering, where cluster memberships may change over time and clusters may split and merge over time, thus creating new clusters and destroying existing ones. We propose a Bayesian…

Methodology · Statistics 2019-10-24 Maria De Iorio , Stefano Favaro , Alessandra Guglielmi , Lifeng Ye

Discrete mixture models are one of the most successful approaches for density estimation. Under a Bayesian nonparametric framework, Dirichlet process location-scale mixture of Gaussian kernels is the golden standard, both having nice…

Methodology · Statistics 2013-12-02 Antonio Canale , Bruno Scarpa

In many applications, a finite mixture is a natural model, but it can be difficult to choose an appropriate number of components. To circumvent this choice, investigators are increasingly turning to Dirichlet process mixtures (DPMs), and…

Statistics Theory · Mathematics 2013-09-03 Jeffrey W. Miller , Matthew T. Harrison

We develop a sequential low-complexity inference procedure for Dirichlet process mixtures of Gaussians for online clustering and parameter estimation when the number of clusters are unknown a-priori. We present an easily computable, closed…

Machine Learning · Statistics 2015-09-15 Theodoros Tsiligkaridis , Keith W. Forsythe

In binary-transaction data-mining, traditional frequent itemset mining often produces results which are not straightforward to interpret. To overcome this problem, probability models are often used to produce more compact and conclusive…

Machine Learning · Computer Science 2012-09-27 Ruefei He , Jonathan Shapiro

There is a rich literature on clustering functional data with applications to time-series modeling, trajectory data, and even spatio-temporal applications. However, existing methods routinely perform global clustering that enforces…

Methodology · Statistics 2024-12-16 Tsung-Hung Yao , Suprateek Kundu

The Dirichlet Process Gaussian Mixture Model (DPGMM) is often used to cluster data when the number of clusters is unknown. One main DPGMM inference paradigm relies on sampling. Here we consider a known state-of-art sampler (proposed by…

Machine Learning · Computer Science 2022-03-28 Vlad Winter , Or Dinari , Oren Freifeld

We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLM), a new method of nonparametric regression that accommodates continuous and categorical inputs, and responses that can be modeled by a generalized linear model. We…

Machine Learning · Statistics 2010-07-16 Lauren A. Hannah , David M. Blei , Warren B. Powell

Gaussian mixture models (GMMs) are ubiquitous in statistical learning, particularly for unsupervised problems. While full GMMs suffer from the overparameterization of their covariance matrices in high-dimensional spaces, spherical GMMs…

Machine Learning · Statistics 2025-11-10 Tom Szwagier , Pierre-Alexandre Mattei , Charles Bouveyron , Xavier Pennec

Ensembles of networks arise in various fields where multiple independent networks are observed on the same set of nodes, for example, a collection of brain networks constructed on the same brain regions for different individuals. However,…

Methodology · Statistics 2022-01-21 Sa Ren , Xue Wang , Peng Liu , Jian Zhang

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

In Bayesian inference for mixture models with an unknown number of components, a finite mixture model is usually employed that assumes prior distributions for mixing weights and the number of components. This model is called a mixture of…

Methodology · Statistics 2025-12-25 Fumiya Iwashige , Shintaro Hashimoto