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We propose a new heavy-tailed distribution --- Gaussian-Chain (GC) distribution, which is inspirited by the hierarchical structures prevailing in social organizations. We determine the mean, variance and kurtosis of the Gaussian-Chain…

Trading and Market Microstructure · Quantitative Finance 2014-05-12 Li-Xin Wang

The Gaussian mixture model is widely used in unsupervised learning, owing to its simplicity and interpretability. However, a fundamental limitation of the classical Gaussian mixture model is that it forces each observation to belong to…

Machine Learning · Statistics 2026-04-27 Huan Qing

The convolution of a Gaussian and a Cauchy distribution, known as the Voigt distribution, is widely used in spectroscopy and provides a natural framework for modeling heavy-tailed measurement noise. We derive analytical expressions for its…

Econometrics · Economics 2026-05-29 Peter Reinhard Hansen , Chen Tong

In this paper, we develop a consensus algorithm for distributed computation of the Riemannian center of mass (RCM) on Lie Groups. The algorithm is built upon a distributed optimization reformulation that allows developing an intrinsic,…

Optimization and Control · Mathematics 2023-08-28 Spencer Kraisler , Shahriar Talebi , Mehran Mesbahi

Fuzzy clustering algorithms can be roughly categorized into two main groups: Fuzzy C-Means (FCM) based methods and mixture model based methods. However, for almost all existing FCM based methods, how to automatically selecting proper…

Machine Learning · Computer Science 2024-05-24 Qiang Chen , Weizhong Yu , Feiping Nie , Xuelong Li

In a global numerical weather prediction (NWP) modeling framework we study the implementation of Gaussian uncertainty of individual particles into the assimilation step of a localized adaptive particle filter (LAPF). We obtain a local…

Applications · Statistics 2022-06-16 Anne Rojahn , Nora Schenk , Peter Jan van Leeuwen , Roland Potthast

We have previously reported a Bayesian algorithm for determining the coordinates of points in three-dimensional space from uncertain constraints. This method is useful in the determination of biological molecular structure. It is limited,…

Artificial Intelligence · Computer Science 2013-02-28 Russ B. Altman , Cheng C. Chen , William B. Poland , Jaswinder Pal Singh

Mixture models are commonly used in applications with heterogeneity and overdispersion in the population, as they allow the identification of subpopulations. In the Bayesian framework, this entails the specification of suitable prior…

Methodology · Statistics 2023-06-21 Andrea Cremaschi , Timothy M. Wertz , Maria De Iorio

We consider a class of colored graphical Gaussian models obtained by placing symmetry constraints on the precision matrix in a Bayesian framework. The prior distribution on the precision matrix is the colored $G$-Wishart prior which is the…

Methodology · Statistics 2020-04-03 Qiong Li , Xin Gao , Helene Massam

Mixtures of Gaussian Bayesian networks have previously been studied under full-covariance assumptions, where each mixture component has its own covariance matrix. We propose a mixture model with tied-covariance, in which all components…

Computation · Statistics 2025-11-11 Marco Grzegorczyk

This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…

Methodology · Statistics 2022-08-17 Shonosuke Sugasawa , Jae Kwang Kim , Kosuke Morikawa

Mixture Density Networks are a tried and tested tool for modelling conditional probability distributions. As such, they constitute a great baseline for novel approaches to this problem. In the standard formulation, an MDN takes some input…

Machine Learning · Computer Science 2020-03-13 Jakob Kruse

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization…

Optimization and Control · Mathematics 2018-12-27 Zhihui Zhu , Qiuwei Li , Xinshuo Yang , Gongguo Tang , Michael B. Wakin

This paper studies the optimization of the KL functional on the Wasserstein space of probability measures, and develops a sampling framework based on Wasserstein gradient descent (WGD). We identify two important subclasses of the…

Computation · Statistics 2026-02-04 Van Chien Ta , Thi Mai Hong Chu , Minh-Ngoc Tran

We propose a large-margin Gaussian Mixture (L-GM) loss for deep neural networks in classification tasks. Different from the softmax cross-entropy loss, our proposal is established on the assumption that the deep features of the training set…

Computer Vision and Pattern Recognition · Computer Science 2018-03-09 Weitao Wan , Yuanyi Zhong , Tianpeng Li , Jiansheng Chen

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

Existing eye fixation prediction methods perform the mapping from input images to the corresponding dense fixation maps generated from raw fixation points. However, due to the stochastic nature of human fixation, the generated dense…

Computer Vision and Pattern Recognition · Computer Science 2024-03-25 Peipei Song , Jing Zhang , Piotr Koniusz , Nick Barnes

We derive an asymptotic expansion for the log likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for…

Statistics Theory · Mathematics 2020-06-30 Anya Katsevich , Afonso Bandeira

Model-based clustering of moderate or large dimensional data is notoriously difficult. We propose a model for simultaneous dimensionality reduction and clustering by assuming a mixture model for a set of latent scores, which are then linked…

Methodology · Statistics 2024-06-04 Lorenzo Ghilotti , Mario Beraha , Alessandra Guglielmi

We perform a detailed investigation of the statistical properties of the projected distribution of galaxy clusters obtained in Cold Dark Matter (CDM) models with both Gaussian and skewed primordial density fluctuations. We use N-body…

Astrophysics · Physics 2015-06-24 S. Borgani , P. Coles , L. Moscardini , M. Plionis
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