Related papers: An Alternative to EM for Gaussian Mixture Models: …
Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…
Optimization with constraints is a typical problem in quantum physics and quantum information science that becomes especially challenging for high-dimensional systems and complex architectures like tensor networks. Here we use ideas of…
Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To control the computational cost while being able to capture…
Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…
This paper investigates a channel estimator based on Gaussian mixture models (GMMs) in the context of linear inverse problems with additive Gaussian noise. We fit a GMM to given channel samples to obtain an analytic probability density…
Unsupervised learning has been widely used in many real-world applications. One of the simplest and most important unsupervised learning models is the Gaussian mixture model (GMM). In this work, we study the multi-task learning problem on…
We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian approach to the problem can be adopted,…
Spatial prediction is commonly achieved under the assumption of a Gaussian random field (GRF) by obtaining maximum likelihood estimates of parameters, and then using the kriging equations to arrive at predicted values. For massive datasets,…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…
Copulas provide a modular parameterization of multivariate distributions that decouples the modeling of marginals from the dependencies between them. Gaussian Mixture Copula Model (GMCM) is a highly flexible copula that can model many kinds…
Generalised linear models for multi-class classification problems are one of the fundamental building blocks of modern machine learning tasks. In this manuscript, we characterise the learning of a mixture of $K$ Gaussians with generic means…
Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…
The EM algorithm is a novel numerical method to obtain maximum likelihood estimates and is often used for practical calculations. However, many of maximum likelihood estimation problems are nonconvex, and it is known that the EM algorithm…
Bayesian quantum estimation provides a robust framework for quantum technologies, especially in scenarios with limited data and minimal prior information. Yet, its application to continuous-variable Gaussian systems has remained limited and…
Finite Mixture of Regressions (FMR) models are among the most widely used approaches in dealing with the heterogeneity among the observations in regression problems. One of the limitations of current approaches is their inability to…
Parton distribution functions (PDFs) form an essential part of particle physics calculations. Currently, the most precise predictions for these non-perturbative functions are generated through fits to global data. A problem that several PDF…
Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…
In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…
Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…
Significant progress has been made in learning image classification neural networks under long-tail data distribution using robust training algorithms such as data re-sampling, re-weighting, and margin adjustment. Those methods, however,…