Related papers: Filling the gaps: Gaussian mixture models from noi…

We consider the problem of clustering data points in high dimensions, i.e. when the number of data points may be much smaller than the number of dimensions. Specifically, we consider a Gaussian mixture model (GMM) with non-spherical…

This paper addresses the statistical estimation of Gaussian Mixture Models (GMMs) with unknown diagonal covariances from independent and identically distributed samples. We employ the Beurling-LASSO (BLASSO), a convex optimization framework…

Imbalanced regression arises when the target distribution is skewed, causing models to focus on dense regions and struggle with underrepresented (minority) samples. Despite its relevance across many applications, few methods have been…

We propose a greedy variational method for decomposing a non-negative multivariate signal as a weighted sum of Gaussians, which, borrowing the terminology from statistics, we refer to as a Gaussian mixture model. Notably, our method has the…

Mixture models are useful in a wide array of applications to identify subpopulations in noisy overlapping distributions. For example, in multiplexed immunofluorescence (mIF), cell image intensities represent expression levels and the cell…

This paper is concerned about sparse, continuous frequency estimation in line spectral estimation, and focused on developing gridless sparse methods which overcome grid mismatches and correspond to limiting scenarios of existing grid-based…

Contextual optimization enhances decision quality by leveraging side information to improve predictions of uncertain parameters. However, existing approaches face significant challenges when dealing with multimodal or mixtures of…

Anomaly detection is a field of intense research. Identifying low probability events in data/images is a challenging problem given the high-dimensionality of the data, especially when no (or little) information about the anomaly is…

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution…

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…

We present initial results on the use of Mixture Models for density estimation in large astronomical databases. We provide herein both the theoretical and experimental background for using a mixture model of Gaussians based on the…

Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…

Current analysis of astronomical data are confronted with the daunting task of modeling the awkward features of astronomical data, among which heteroscedastic (point-dependent) errors, intrinsic scatter, non-ignorable data collection…

In this work we introduce a novel stochastic algorithm dubbed SNIPS, which draws samples from the posterior distribution of any linear inverse problem, where the observation is assumed to be contaminated by additive white Gaussian noise.…

We propose a novel algorithm for unsupervised extraction of piecewise planar models from depth-data. Among other applications, such models are a good way of enabling autonomous agents (robots, cars, drones, etc.) to effectively perceive…

Hyperspectral imaging with high spectral resolution plays an important role in finding objects, identifying materials, or detecting processes. The decrease of the widths of spectral bands leads to a decrease in the signal-to-noise ratio…

A frequent problem in statistical science is how to properly handle missing data in matched paired observations. There is a large body of literature coping with the univariate case. Yet, the ongoing technological progress in measuring…

This paper presents a new distance metric to compare two continuous probability density functions. The main advantage of this metric is that, unlike other statistical measurements, it can provide an analytic, closed-form expression for a…

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…

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…