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A new method for the computation of the posterior distribution of the number k of components in a finite mixture is presented. Two aspects of prior specification are also studied: an argument is made for the use of a Poisson(1) distribution…

Methodology · Statistics 2007-11-06 Agostino Nobile

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

Clustering has become a core technology in machine learning, largely due to its application in the field of unsupervised learning, clustering, classification, and density estimation. A frequentist approach exists to hand clustering based on…

Machine Learning · Computer Science 2021-08-27 Jun Lu

This work introduces a new method for selecting the number of components in finite mixture models (FMMs) using variational Bayes, inspired by the large-sample properties of the Evidence Lower Bound (ELBO) derived from mean-field (MF)…

Methodology · Statistics 2026-04-23 Chenyang Wang , Yun Yang

A generative model based on training deep architectures is proposed. The model consists of K networks that are trained together to learn the underlying distribution of a given data set. The process starts with dividing the input data into K…

Machine Learning · Computer Science 2017-02-14 Ershad Banijamali , Ali Ghodsi , Pascal Poupart

In this paper, we present an algorithm for the fitting of a location-scale variant of the canonical fundamental skew t (CFUST) distribution, a superclass of the restricted and unrestricted skew t-distributions. In recent years, a few…

Methodology · Statistics 2014-02-03 Sharon X. Lee , Geoffrey J. McLachlan

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

Statistics Theory · Mathematics 2020-09-09 Aziz LMoudden , Éric Marchand

We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…

Machine Learning · Statistics 2018-06-04 Reshad Hosseini , Suvrit Sra

GNSS localization is an important part of today's autonomous systems, although it suffers from non-Gaussian errors caused by non-line-of-sight effects. Recent methods are able to mitigate these effects by including the corresponding…

Robotics · Computer Science 2020-03-20 Tim Pfeifer , Peter Protzel

Gaussian mixture models (GMM) are the most widely used statistical model for the $k$-means clustering problem and form a popular framework for clustering in machine learning and data analysis. In this paper, we propose a natural semi-random…

Data Structures and Algorithms · Computer Science 2017-11-27 Pranjal Awasthi , Aravindan Vijayaraghavan

This is an extended version of the paper Lee and McLachlan (2014b) with simulations and applications added. This paper introduces a finite mixture of canonical fundamental skew t (CFUST) distributions for a model-based approach to…

Methodology · Statistics 2014-05-06 Sharon X. Lee , Geoffrey J. McLachlan

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…

Applications · Statistics 2018-06-25 Haidar Almohri , Arash Ali Amini , Ratna Babu Chinnam

The learning of mixture models can be viewed as a clustering problem. Indeed, given data samples independently generated from a mixture of distributions, we often would like to find the {\it correct target clustering} of the samples…

Machine Learning · Statistics 2022-08-26 Zhaoqiang Liu , Vincent Y. F. Tan

We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…

Machine Learning · Statistics 2022-08-05 Tianfang Zhang , Rasmus Bokrantz , Jimmy Olsson

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

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…

Computation · Statistics 2012-01-31 Gilles Celeux , Stéphane Chrétien , Florence Forbes

In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Hichem Snoussi , Ali Mohammad-Djafari

In this paper we review recent advances in Stable Isotope Mixing Models (SIMMs) and place them into an over-arching Bayesian statistical framework which allows for several useful extensions. SIMMs are used to quantify the proportional…

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

Machine Learning · Computer Science 2022-05-19 Graham W. Pulford

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Applications · Statistics 2014-05-26 Siew Li Tan , David J. Nott
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