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Finite mixture models are widely used in econometric analyses to capture unobserved heterogeneity. This paper shows that maximum likelihood estimation of finite mixtures of parametric densities can suffer from substantial finite-sample bias…

Methodology · Statistics 2026-02-04 Raphaël Langevin

Bayesian mixture models are widely used for clustering of high-dimensional data with appropriate uncertainty quantification. However, as the dimension of the observations increases, posterior inference often tends to favor too many or too…

Methodology · Statistics 2022-11-22 Noirrit Kiran Chandra , Antonio Canale , David B. Dunson

Finite mixtures are a flexible modeling tool for irregularly shaped densities and samples from heterogeneous populations. When modeling with mixtures using an exchangeable prior on the component features, the component labels are arbitrary…

Methodology · Statistics 2020-07-10 Deborah Kunkel , Mario Peruggia

In some contexts, mixture models can fit certain variables well at the expense of others in ways beyond the analyst's control. For example, when the data include some variables with non-trivial amounts of missing values, the mixture model…

Methodology · Statistics 2016-09-06 Maria DeYoreo , Jerome P. Reiter , D. Sunshine Hillygus

Optimization is widely used in statistics, and often efficiently delivers point estimates on useful spaces involving structural constraints or combinatorial structure. To quantify uncertainty, Gibbs posterior exponentiates the negative loss…

Methodology · Statistics 2025-07-23 Cheng Zeng , Eleni Dilma , Jason Xu , Leo L Duan

Although discrete mixture modeling has formed the backbone of the literature on Bayesian density estimation, there are some well known disadvantages. We propose an alternative class of priors based on random nonlinear functions of a uniform…

Statistics Theory · Mathematics 2015-03-19 Suprateek Kundu , David B. Dunson

Neural networks (NNs) are primarily developed within the frequentist statistical framework. Nevertheless, frequentist NNs lack the capability to provide uncertainties in the predictions, and hence their robustness can not be adequately…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Nastaran Dabiran , Brandon Robinson , Rimple Sandhu , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

Bayesian neural networks (BNNs) have been long considered an ideal, yet unscalable solution for improving the robustness and the predictive uncertainty of deep neural networks. While they could capture more accurately the posterior…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Gianni Franchi , Andrei Bursuc , Emanuel Aldea , Severine Dubuisson , Isabelle Bloch

We study Bayesian estimation of mixture models and argue in favor of fitting the marginal posterior distribution over component assignments directly, rather than Gibbs sampling from the joint posterior on components and parameters as is…

Computation · Statistics 2025-11-03 M. E. J. Newman

Maximum likelihood estimates (MLEs) are asymptotically normally distributed, and this property is used in meta-analyses to test the heterogeneity of estimates, either for a single cluster or for several sub-groups. More recently, MLEs for…

Statistics Theory · Mathematics 2022-02-28 Anthony J. Webster

Finite mixtures are a broad class of models useful in scenarios where observed data is generated by multiple distinct processes but without explicit information about the responsible process for each data point. Estimating Bayesian mixture…

Machine Learning · Statistics 2026-03-17 Šimon Kucharský , Paul Christian Bürkner

This paper proposes solutions to three issues pertaining to the estimation of finite mixture models with an unknown number of components: the non-identifiability induced by overfitting the number of components, the mixing limitations of…

Methodology · Statistics 2015-08-25 Zoe van Havre , Nicole White , Judith Rousseau , Kerrie Mengersen

Clustering multivariate binary data is of interest in many scientific fields, including ecology, biomedicine, and social policy. Beyond heuristic clustering algorithms, such data can be modelled using multivariate Bernoulli mixture models.…

Methodology · Statistics 2026-04-24 Luisa Ferrari , Maria Franco Villoria , Garritt L. Page , Alex Laini

Unsupervised mixture learning (UML) aims at identifying linearly or nonlinearly mixed latent components in a blind manner. UML is known to be challenging: Even learning linear mixtures requires highly nontrivial analytical tools, e.g.,…

Machine Learning · Computer Science 2022-10-17 Qi Lyu , Xiao Fu

Several benchmarks have been built with heavy investment in resources to track our progress in NLP. Thousands of papers published in response to those benchmarks have competed to top leaderboards, with models often surpassing human…

Computation and Language · Computer Science 2022-10-17 Swaroop Mishra , Anjana Arunkumar , Chris Bryan , Chitta Baral

The study of almost surely discrete random probability measures is an active line of research in Bayesian nonparametrics. The idea of assuming interaction across the atoms of the random probability measure has recently spurred significant…

Statistics Theory · Mathematics 2025-04-25 Mario Beraha , Raffaele Argiento , Federico Camerlenghi , Alessandra Guglielmi

In this paper, we propose a general framework for combining evidence of varying quality to estimate underlying binary latent variables in the presence of restrictions imposed to respect the scientific context. The resulting algorithms…

Methodology · Statistics 2018-08-28 Zhenke Wu , Livia Casciola-Rosen , Antony Rosen , Scott L. Zeger

Bayesian nonparametric mixture models are common for modeling complex data. While these models are well-suited for density estimation, recent results proved posterior inconsistency of the number of clusters when the true number of…

Statistics Theory · Mathematics 2024-05-31 Louise Alamichel , Daria Bystrova , Julyan Arbel , Guillaume Kon Kam King

The problem of developing binary classifiers from positive and unlabeled data is often encountered in machine learning. A common requirement in this setting is to approximate posterior probabilities of positive and negative classes for a…

Machine Learning · Statistics 2016-01-11 Shantanu Jain , Martha White , Michael W. Trosset , Predrag Radivojac

There is a rich literature on Bayesian methods for density estimation, which characterize the unknown density as a mixture of kernels. Such methods have advantages in terms of providing uncertainty quantification in estimation, while being…

Methodology · Statistics 2024-04-10 Shounak Chattopadhyay , Antik Chakraborty , David B. Dunson