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Estimation of the number of components (or order) of a finite mixture model is a long standing and challenging problem in statistics. We propose the Group-Sort-Fuse (GSF) procedure -- a new penalized likelihood approach for simultaneous…

Methodology · Statistics 2021-08-06 Tudor Manole , Abbas Khalili

This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…

Machine Learning · Computer Science 2023-05-25 Ke Wan , Alain Kornhauser

The two most extended density-based approaches to clustering are surely mixture model clustering and modal clustering. In the mixture model approach, the density is represented as a mixture and clusters are associated to the different…

Machine Learning · Statistics 2016-09-16 José E. Chacón

Finite mixtures of regression models offer a flexible framework for investigating heterogeneity in data with functional dependencies. These models can be conveniently used for unsupervised learning on data with clear regression…

Methodology · Statistics 2013-12-03 Utkarsh J. Dang , Paul D. McNicholas

Given a random sample of observations, mixtures of normal densities are often used to estimate the unknown continuous distribution from which the data come. Here we propose the use of this semiparametric framework for testing symmetry about…

Methodology · Statistics 2012-04-23 Silvia Bacci , Francesco Bartolucci

Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional…

Methodology · Statistics 2022-10-25 Konstantinos Perrakis , Thomas Lartigue , Frank Dondelinger , Sach Mukherjee

We define a class of probability distributions that we call simplicial mixture models, inspired by simplicial complexes from algebraic topology. The parameters of these distributions represent their topology and we show that it is possible…

Statistics Theory · Mathematics 2019-09-24 James T. Griffin

The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong…

Statistics Theory · Mathematics 2024-10-14 Pietro Coretto , Christian Hennig

Heterogeneous data from multiple populations, sub-groups, or sources is often represented as a ``mixture model'' with a single latent class influencing all of the observed covariates. Heterogeneity can be resolved at multiple levels by…

Machine Learning · Computer Science 2024-12-16 Bijan Mazaheri , Chandler Squires , Caroline Uhler

The task of mixture proportion estimation (MPE) is to estimate the weight of a component distribution in a mixture, given observations from both the component and mixture. Previous work on MPE adopts the irreducibility assumption, which…

Machine Learning · Statistics 2023-08-01 Yilun Zhu , Aaron Fjeldsted , Darren Holland , George Landon , Azaree Lintereur , Clayton Scott

The inference of the causal relationship between a pair of observed variables is a fundamental problem in science, and most existing approaches are based on one single causal model. In practice, however, observations are often collected…

Machine Learning · Statistics 2018-11-13 Shoubo Hu , Zhitang Chen , Vahid Partovi Nia , Laiwan Chan , Yanhui Geng

Estimating parameters of mixture model has wide applications ranging from classification problems to estimating of complex distributions. Most of the current literature on estimating the parameters of the mixture densities are based on…

Machine Learning · Statistics 2020-06-23 Yuantong Li , Qi Ma , Sujit K. Ghosh

Many multivariate statistical analysis methods and their corresponding probabilistic counterparts have been adopted to develop process monitoring models in recent decades. However, the insightful connections between them have rarely been…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Wanke Yu , Min Wu , Biao Huang , Chengda Lu

Mixtures of multivariate normal inverse Gaussian (MNIG) distributions can be used to cluster data that exhibit features such as skewness and heavy tails. However, for cluster analysis, using a traditional finite mixture model framework,…

Methodology · Statistics 2020-05-13 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of…

In theory, the probabilistic linkage method provides two distinct advantages over non-probabilistic methods, including minimal rates of linkage error and accurate measures of these rates for data users. However, implementations can fall…

Methodology · Statistics 2019-11-06 Abel Dasylva , Arthur Goussanou , David Ajavon , Hanan Abousaleh

Estimating the model evidence - or mariginal likelihood of the data - is a notoriously difficult task for finite and infinite mixture models and we reexamine here different Monte Carlo techniques advocated in the recent literature, as well…

Computation · Statistics 2022-05-12 Adrien Hairault , Christian P. Robert , Judith Rousseau

For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…

Methodology · Statistics 2023-08-01 Sara Wade , Vanda Inacio , Sonia Petrone

We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…

Statistics Theory · Mathematics 2025-02-06 Alexandre Lecestre

In this paper, we consider mixtures of multinomial logistic models (MNL), which are known to $\epsilon$-approximate any random utility model. Despite its long history and broad use, rigorous results are only available for learning a uniform…

Machine Learning · Statistics 2020-09-29 Wenpin Tang
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