Related papers: Semiparametric Estimation of Symmetric Mixture Mod…
Motivated by studies in biological sciences to detect differentially expressed genes, a semiparametric two-component mixture model with one known component is being studied in this paper. Assuming the density of the unknown component to be…
We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…
In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…
In this paper we study the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our first approach discretizes this infinite dimensional convex optimization problem by fixing the support…
An important and yet difficult problem in fitting multivariate mixture models is determining the mixture complexity. We develop theory and a unified framework for finding the nonparametric maximum likelihood estimator of a multivariate…
In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM stochastic algorithms were recently proposed to estimate all…
We consider nonparametric maximum-likelihood estimation of a log-concave density in case of interval-censored, right-censored and binned data. We allow for the possibility of a subprobability density with an additional mass at $+\infty$,…
Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…
We study nonparametric maximum likelihood estimation of a log-concave density function $f_0$ which is known to satisfy further constraints, where either (a) the mode $m$ of $f_0$ is known, or (b) $f_0$ is known to be symmetric about a fixed…
Finite mixture modelling is a popular method in the field of clustering and is beneficial largely due to its soft cluster membership probabilities. A common method for fitting finite mixture models is to employ spectral clustering, which…
In this paper, we propose a maximum smoothed likelihood method to estimate the component density functions of mixture models, in which the mixing proportions are known and may differ among observations. The proposed estimates maximize a…
We study the nonparametric maximum likelihood estimator (NPMLE) for Gaussian and Poisson mixture models, assuming the support of the true mixing distribution lies in a fixed bounded set. In this setting, we establish exact parametric rates…
We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…
Introduced by Kiefer and Wolfowitz \cite{KW56}, the nonparametric maximum likelihood estimator (NPMLE) is a widely used methodology for learning mixture odels and empirical Bayes estimation. Sidestepping the non-convexity in mixture…
Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…
The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…
In this article, we revisit the problem of estimating the unknown zero-symmetric distribution in a two-component location mixture model, considered in previous works, now under the assumption that the zero-symmetric distribution has a…
In some situations, EM algorithm shows slow convergence problems. One possible reason is that standard procedures update the parameters simultaneously. In this paper we focus on finite mixture estimation. In this framework, we propose a…