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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…

Statistics Theory · Mathematics 2026-05-14 Romane Giard , Yohann de Castro , Clément Marteau

Nowadays an increasing amount of data is available and we have to deal with models in high dimension (number of covariates much larger than the sample size). Under sparsity assumption it is reasonable to hope that we can make a good…

Statistics Theory · Mathematics 2014-01-23 Mélanie Blazère , Jean-Michel Loubes , Fabrice Gamboa

This paper deals with nonparametric estimation of conditional den-sities in mixture models in the case when additional covariates are available. The proposed approach consists of performing a prelim-inary clustering algorithm on the…

Statistics Theory · Mathematics 2015-02-09 Stéphane Auray , Nicolas Klutchnikoff , Laurent Rouvière

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…

Methodology · Statistics 2011-11-21 Zhou Fang

Model-based clustering is widely used for identifying and distinguishing types of diseases. However, modern biomedical data coming with high dimensions make it challenging to perform the model estimation in traditional cluster analysis. The…

Methodology · Statistics 2025-07-22 Kazeem Kareem , Fan Dai

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

We consider the problem of estimating complex statistical latent variable models using variational Bayes methods. These methods are used when exact posterior inference is either infeasible or computationally expensive, and they approximate…

Methodology · Statistics 2025-02-28 David Gunawan , David Nott , Robert Kohn

Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…

Methodology · Statistics 2013-12-30 Allou Samé , Faicel Chamroukhi , Gérard Govaert , Patrice Aknin

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Machine Learning · Computer Science 2020-08-26 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter

We develop sampling algorithms to fit Bayesian hierarchical models, the computational complexity of which scales linearly with the number of observations and the number of parameters in the model. We focus on crossed random effect and…

Computation · Statistics 2025-01-03 Omiros Papaspiliopoulos , Timothée Stumpf-Fétizon , Giacomo Zanella

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

Clustering in image analysis is a central technique that allows to classify elements of an image. We describe a simple clustering technique that uses the method of similarity matrices. We expand upon recent results in spectral analysis for…

Statistics Theory · Mathematics 2022-03-23 Denis Gaidashev , Ralf Pihlström , Martin Ryner

Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define…

High dimensional Gaussian graphical models provide a rigorous framework to describe a network of statistical dependencies between entities, such as genes in genomic regulation studies or species in ecology. Penalized methods, including the…

Methodology · Statistics 2025-09-04 Jeanne Tous , Julien Chiquet

In large-scale few-shot learning for classification problems, often there are a large number of classes and few high-dimensional observations per class. Previous model-based methods, such as Fisher's linear discriminant analysis (LDA),…

Methodology · Statistics 2025-04-16 Andrew Simpson , Semhar Michael

Mixture model-based clustering has become an increasingly popular data analysis technique since its introduction over fifty years ago, and is now commonly utilized within a family setting. Families of mixture models arise when the component…

Methodology · Statistics 2019-11-11 Sanjeena Subedi , Paul D. McNicholas

The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood approach and forces sparsity by using a…

Statistics Theory · Mathematics 2008-06-26 Adam J. Rothman , Peter J. Bickel , Elizaveta Levina , Ji Zhu

Real-world applications may be affected by outlying values. In the model-based clustering literature, several methodologies have been proposed to detect units that deviate from the majority of the data (rowwise outliers) and trim them from…

This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…