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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

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…

Methodology · Statistics 2016-06-21 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

Finite mixture models, typically Gaussian mixtures, are well known and widely used as model-based clustering. In practical situations, there are many non-Gaussian data that are heavy-tailed and/or asymmetric. Normal inverse Gaussian (NIG)…

Machine Learning · Statistics 2020-09-15 Takashi Takekawa

We introduce a parametric nonlinear transformation that is well-suited for Gaussianizing data from natural images. The data are linearly transformed, and each component is then normalized by a pooled activity measure, computed by…

Machine Learning · Computer Science 2021-01-19 Johannes Ballé , Valero Laparra , Eero P. Simoncelli

This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…

Methodology · Statistics 2013-01-17 Tao Huang , Heng Peng , Kun Zhang

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…

Statistics Theory · Mathematics 2015-10-23 Spyridon J. Hatjispyros , Theodoros Nicoleris , Stephen G. Walker

Modeling complex physical systems such as they arise in civil engineering applications requires finding a trade-off between physical fidelity and practicality. Consequently, deviations of simulation from measurements are ubiquitous even…

Computational Engineering, Finance, and Science · Computer Science 2026-03-18 Paolo Villani , Daniel Andrés Arcones , Jörg F. Unger , Martin Weiser

In this work we address the problem of approximating high-dimensional data with a low-dimensional representation. We make the following contributions. We propose an inverse regression method which exchanges the roles of input and response,…

Machine Learning · Computer Science 2015-09-04 Antoine Deleforge , Florence Forbes , Radu Horaud

Standard random-effects meta-analysis relies heavily on the assumption that the underlying true effects are normally distributed. In the social sciences, where evidence synthesis increasingly involves large, highly heterogeneous datasets,…

Methodology · Statistics 2026-05-01 Daihe Sui , Elizabeth Tipton

Finite mixtures are a flexible modeling tool for irregularly shaped densities and samples from heterogeneous populations. When modeling with mixtures using an exchangeable prior on the component features, the component labels are arbitrary…

Methodology · Statistics 2020-07-10 Deborah Kunkel , Mario Peruggia

In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of…

Machine Learning · Computer Science 2013-07-04 Ji Won Yoon

We consider the analysis of continuous repeated measurement outcomes that are collected through time, also known as longitudinal data. A standard framework for analysing data of this kind is a linear Gaussian mixed-effects model within…

Methodology · Statistics 2018-04-10 Özgür Asar , David Bolin , Peter J. Diggle , Jonas Wallin

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…

Methodology · Statistics 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an integral of Gaussian density functions weighted by a mixing…

Computation · Statistics 2024-08-30 Rafael Flock , Yiqiu Dong , Felipe Uribe , Olivier Zahm

The total variation distance is a core statistical distance between probability measures that satisfies the metric axioms, with value always falling in $[0,1]$. This distance plays a fundamental role in machine learning and signal…

Machine Learning · Computer Science 2018-07-02 Frank Nielsen , Ke Sun

This paper compares the continuum evolution for density equation modelling and the Gaussian mixture model on the 2D phase space long-term density propagation problem in the context of high-altitude and high area-to-mass ratio satellite…

Numerical Analysis · Mathematics 2022-05-09 Pan Sun , Camilla Colombo , Mirko Trisolini , Shuang Li

We show that density models describing multiple observables with (i) hard boundaries and (ii) dependence on external parameters may be created using an auto-regressive Gaussian mixture model. The model is designed to capture how observable…

Data Analysis, Statistics and Probability · Physics 2022-02-01 Stephen B. Menary , Darren D. Price

In the analysis of observational data in social sciences and businesses, it is difficult to obtain a "(quasi) single-source dataset" in which the variables of interest are simultaneously observed. Instead, multiple-source datasets are…

Methodology · Statistics 2021-09-02 Masaki Mitsuhiro , Takahiro Hoshino

Given a decision process based on the approximate probability density function returned by a data assimilation algorithm, an interaction level between the decision making level and the data assimilation level is designed to incorporate the…

Computation · Statistics 2015-03-19 Gabriel Terejanu , Puneet Singla , Tarunraj Singh , Peter D. Scott