Related papers: Some techniques in density estimation
One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…
The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…
When constructing a Bayesian Machine Learning model, we might be faced with multiple different prior distributions and thus are required to properly consider them in a sensible manner in our model. While this situation is reasonably well…
We study robust estimators of the mean of a probability measure $P$, called robust empirical mean estimators. This elementary construction is then used to revisit a problem of aggregation and a problem of estimator selection, extending…
We present a method based on unsupervised machine learning to identify regions of interest using particle velocity distributions as a signature pattern. An automatic density estimation technique is applied to particle distributions provided…
Gaussian mixture distributions are commonly employed to represent general probability distributions. Despite the importance of using Gaussian mixtures for uncertainty estimation, the entropy of a Gaussian mixture cannot be calculated…
We consider Gaussian mixture models in high dimensions and concentrate on the twin tasks of detection and feature selection. Under sparsity assumptions on the difference in means, we derive information bounds and establish the performance…
In this paper, based on a known formula, we use a simple idea to get a new representation for the density of Malliavin differentiable random variables. This new representation is particularly useful for finding lower bounds for the density.
Given i.i.d samples from some unknown continuous density on hyper-rectangle $[0, 1]^d$, we attempt to learn a piecewise constant function that approximates this underlying density non-parametrically. Our density estimate is defined on a…
This paper studies the interpretability of neural network features from a Bayesian Gaussian view, where optimizing a cost is reaching a probabilistic bound; learning a model approximates a density that makes the bound tight and the cost…
Hyperbolic space is increasingly used for hierarchical, tree-like, and network-structured data, but likelihood-based density modeling on hyperbolic space remains relatively limited. This paper develops finite mixture modeling with isotropic…
We prove finite-sample concentration and anti-concentration bounds for dimension estimation using Gaussian kernel sums. Our bounds provide explicit dependence on sample size, bandwidth, and local geometric and distributional parameters,…
Clustering task of mixed data is a challenging problem. In a probabilistic framework, the main difficulty is due to a shortage of conventional distributions for such data. In this paper, we propose to achieve the mixed data clustering with…
In this paper, we study the finite-horizon optimal density steering problem for discrete-time stochastic linear dynamical systems. Specifically, we focus on steering probability densities represented as Gaussian mixture models which are…
A density estimation method in a Bayesian nonparametric framework is presented when recorded data are not coming directly from the distribution of interest, but from a length biased version. From a Bayesian perspective, efforts to…
Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically…
The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the…
Density Based Clustering are a type of Clustering methods using in data mining for extracting previously unknown patterns from data sets. There are a number of density based clustering methods such as DBSCAN, OPTICS, DENCLUE, VDBSCAN,…
Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristics of the data. Recently, the Gaussian Process Latent…
We study the problem of learning nonparametric distributions in a finite mixture, and establish tight bounds on the sample complexity for learning the component distributions in such models. Namely, we are given i.i.d. samples from a pdf…