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We show that the Riemannian Gaussian distributions on symmetric spaces, introduced in recent years, are of standard random matrix type. We exploit this to compute analytically marginals of the probability density functions. This can be done…

Mathematical Physics · Physics 2021-10-29 Leonardo Santilli , Miguel Tierz

The goal of this paper is to show how different machine learning tools on the Riemannian manifold $\mathcal{P}_d$ of Symmetric Positive Definite (SPD) matrices can be united under a probabilistic framework. For this, we will need several…

Machine Learning · Computer Science 2025-11-04 Thibault de Surrel , Florian Yger , Fabien Lotte , Sylvain Chevallier

This is a tutorial and survey paper on Boltzmann Machine (BM), Restricted Boltzmann Machine (RBM), and Deep Belief Network (DBN). We start with the required background on probabilistic graphical models, Markov random field, Gibbs sampling,…

Machine Learning · Computer Science 2022-08-09 Benyamin Ghojogh , Ali Ghodsi , Fakhri Karray , Mark Crowley

For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…

Methodology · Statistics 2023-08-01 Sara Wade , Vanda Inacio , Sonia Petrone

We compare two statistical models of three binary random variables. One is a mixture model and the other is a product of mixtures model called a restricted Boltzmann machine. Although the two models we study look different from their…

Machine Learning · Statistics 2017-09-18 Anna Seigal , Guido Montufar

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

We consider a multivariate density model where we estimate the excess mass of the unknown probability density $f$ at a given level $\nu>0$ from $n$ i.i.d. observed random variables. This problem has several applications such as…

Statistics Theory · Mathematics 2009-09-29 Cristina Butucea , Mathilde Mougeot , Karine Tribouley

By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…

Statistics Theory · Mathematics 2016-08-16 François Roueff , Tobias Rydén

Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…

Methodology · Statistics 2019-12-30 Luca Scrucca

Restricted Boltzmann Machines are a class of undirected graphical models that play a key role in deep learning and unsupervised learning. In this study, we prove a phase transition phenomenon in the mixing time of the Gibbs sampler for a…

Machine Learning · Computer Science 2024-10-14 Youngwoo Kwon , Qian Qin , Guanyang Wang , Yuchen Wei

We study Bayesian estimation of finite mixture models in a general setup where the number of components is unknown and allowed to grow with the sample size. An assumption on growing number of components is a natural one as the degree of…

Statistics Theory · Mathematics 2022-03-18 Ilsang Ohn , Lizhen Lin

Given $iid$ observations from an unknown absolute continuous distribution defined on some domain $\Omega$, we propose a nonparametric method to learn a piecewise constant function to approximate the underlying probability density function.…

Machine Learning · Statistics 2018-03-13 Dangna Li , Kun Yang , Wing Hung Wong

The shape of an object is an important characteristic for many vision problems such as segmentation, detection and tracking. Being independent of appearance, it is possible to generalize to a large range of objects from only small amounts…

Machine Learning · Statistics 2018-12-14 Alessandro Di Martino , Erik Bodin , Carl Henrik Ek , Neill D. F. Campbell

In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian inference for large-scale inverse problems in science and…

Machine Learning · Computer Science 2024-10-14 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Finding suitable features has been an essential problem in computer vision. We focus on Restricted Boltzmann Machines (RBMs), which, despite their versatility, cannot accommodate transformations that may occur in the scene. As a result,…

Computer Vision and Pattern Recognition · Computer Science 2016-11-15 Mario Valerio Giuffrida , Sotirios A. Tsaftaris

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

This work develops a Bayesian non-parametric approach to signal separation where the signals may vary according to latent variables. Our key contribution is to augment Gaussian Process Latent Variable Models (GPLVMs) for the case where each…

Machine Learning · Statistics 2025-03-20 James Odgers , Ruby Sedgwick , Chrysoula Kappatou , Ruth Misener , Sarah Filippi

Complex-valued Gaussian processes are used in Bayesian frequency-domain system identification as prior models for regression. If each realization of such a process were an $H_\infty$ function with probability one, then the same model could…

Systems and Control · Electrical Eng. & Systems 2022-11-30 Alex Devonport , Peter Seiler , Murat Arcak

We propose a flexible regression framework to model the conditional distribution of multilevel generalized multivariate functional data of potentially mixed type, e.g. binary and continuous data. We make pointwise parametric distributional…

Methodology · Statistics 2024-07-31 Alexander Volkmann , Nikolaus Umlauf , Sonja Greven

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

Econometrics · Economics 2025-04-22 Richard Spady , Sami Stouli