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The Gaussian mixture model (GMM) provides a simple yet principled framework for clustering, with properties suitable for statistical inference. In this paper, we propose a new model-based clustering algorithm, called EGMM (evidential GMM),…

Machine Learning · Computer Science 2022-11-29 Lianmeng Jiao , Thierry Denoeux , Zhun-ga Liu , Quan Pan

We study here a Gaussian Mixture Model (GMM) with rare events data. In this case, the commonly used Expectation-Maximization (EM) algorithm exhibits extremely slow numerical convergence rate. To theoretically understand this phenomenon, we…

Methodology · Statistics 2024-05-28 Xuetong Li , Jing Zhou , Hansheng Wang

The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective…

Machine Learning · Computer Science 2013-01-18 Ian Davidson

The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…

Machine Learning · Computer Science 2012-10-26 Emanuele Coviello , Antoni B. Chan , Gert R. G. Lanckriet

Finite mixtures of regressions with fixed covariates are a commonly used model-based clustering methodology to deal with regression data. However, they assume assignment independence, i.e. the allocation of data points to the clusters is…

Methodology · Statistics 2021-04-27 Salvatore D. Tomarchio , Paul D. McNicholas , Antonio Punzo

The combination of Markov state modeling (MSM) and molecular dynamics (MD) simulations has been shown in recent years to be a valuable approach to unravel the slow processes of molecular systems with increasing complexity. While the…

Computational Physics · Physics 2024-05-29 R. Gregor Weiß , Benjamin Ries , Shuzhe Wang , Sereina Riniker

We propose two approaches for selecting variables in latent class analysis (i.e.,mixture model assuming within component independence), which is the common model-based clustering method for mixed data. The first approach consists in…

Computation · Statistics 2017-03-08 Matthieu Marbac , Mohammed Sedki

This paper introduces a novel mixture model-based approach for simultaneous clustering and optimal segmentation of functional data which are curves presenting regime changes. The proposed model consists in a finite mixture of piecewise…

Methodology · Statistics 2014-05-02 Faicel Chamroukhi

We are concerned in clustering continuous data sets subject to non-ignorable missingness. We perform clustering with a specific semi-parametric mixture, under the assumption of conditional independence given the component. The mixture model…

Methodology · Statistics 2021-07-20 Marie Du Roy de Chaumaray , Matthieu Marbac

Many common clustering methods cannot be used for clustering multivariate longitudinal data in cases where variables exhibit high autocorrelations. In this article, a copula kernel mixture model (CKMM) is proposed for clustering data of…

Methodology · Statistics 2025-06-23 Xi Zhang , Orla A. Murphy , Paul D. McNicholas

Cluster-weighted models (CWMs) extend finite mixtures of regressions (FMRs) in order to allow the distribution of covariates to contribute to the clustering process. In a matrix-variate framework, the matrix-variate normal CWM has been…

Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very…

Computation · Statistics 2016-08-10 Sharon X Lee , Kaleb L Leemaqz , Geoffrey J McLachlan

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

Statistics Theory · Mathematics 2023-07-24 Ning Wang , Xin Zhang , Qing Mai

Mixed linear regression (MLR) is a powerful model for characterizing nonlinear relationships by utilizing a mixture of linear regression sub-models. The identification of MLR is a fundamental problem, where most of the existing results…

Machine Learning · Statistics 2023-12-01 Yujing Liu , Zhixin Liu , Lei Guo

Mixture models serve as one fundamental tool with versatile applications. However, their training techniques, like the popular Expectation Maximization (EM) algorithm, are notoriously sensitive to parameter initialization and often suffer…

Machine Learning · Computer Science 2023-12-20 Yulai Cong , Sijia Li

It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen , William Bernhard , Tracy Sulkin

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

Clustering is essential in data analysis and machine learning, but traditional algorithms like $k$-means and Gaussian Mixture Models (GMM) often fail with nonconvex clusters. To address the challenge, we introduce the Flexible Bivariate…

Machine Learning · Computer Science 2025-02-28 Yung-Peng Hsu , Hung-Hsuan Chen

The ability to accurately forecast and control inpatient census, and thereby workloads, is a critical and longstanding problem in hospital management. Majority of current literature focuses on optimal scheduling of inpatients, but largely…

Methodology · Statistics 2017-01-31 Chitta Ranjan , Kamran Paynabar , Jonathan E. Helm , Julian Pan

Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…

Methodology · Statistics 2013-05-29 Sharon X. Lee , Geoffrey J. McLachlan