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This work considers a problem of estimating a mixing probability density $f$ in the setting of discrete mixture models. The paper consists of three parts. The first part focuses on the construction of an $L_1$ consistent estimator of $f$.…

Information Theory · Computer Science 2021-05-11 Luc Devroye , Alex Dytso

Bayesian inference is a powerful tool in gravitational-wave astronomy. It enables us to deduce the properties of merging compact-object binaries and to determine how these mergers are distributed as a population according to mass, spin, and…

Instrumentation and Methods for Astrophysics · Physics 2022-06-15 Isobel M. Romero-Shaw , Eric Thrane , Paul D. Lasky

Hierarchical probabilistic models, such as mixture models, are used for cluster analysis. These models have two types of variables: observable and latent. In cluster analysis, the latent variable is estimated, and it is expected that…

Machine Learning · Statistics 2017-06-26 Keisuke Yamazaki

We consider a finite mixture of Gaussian regression model for high- dimensional data, where the number of covariates may be much larger than the sample size. We propose to estimate the unknown conditional mixture density by a maximum…

Statistics Theory · Mathematics 2014-09-05 Emilie Devijver

Bayesian clustering typically relies on mixture models, with each component interpreted as a different cluster. After defining a prior for the component parameters and weights, Markov chain Monte Carlo (MCMC) algorithms are commonly used to…

Methodology · Statistics 2024-07-30 Alexander Dombowsky , David B. Dunson

When the data do not conform to the hypothesis of a known sampling-variance, the fitting of a constant to a set of measured values is a long debated problem. Given the data, fitting would require to find what measurand value is the most…

Data Analysis, Statistics and Probability · Physics 2020-07-21 Giovanni Mana , Enrico Massa , Maria Predescu

Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning"…

Machine Learning · Computer Science 2016-06-01 Harish G. Ramaswamy , Clayton Scott , Ambuj Tewari

Model-based clustering is widely-used in a variety of application areas. However, fundamental concerns remain about robustness. In particular, results can be sensitive to the choice of kernel representing the within-cluster data density.…

Machine Learning · Statistics 2019-06-27 Leo L Duan , David B Dunson

Statistical tasks such as density estimation and approximate Bayesian inference often involve densities with unknown normalising constants. Score-based methods, including score matching, are popular techniques as they are free of…

Machine Learning · Statistics 2021-12-22 Li K. Wenliang , Heishiro Kanagawa

Gaussian Mixture Models (GMM) do not adapt well to curved and strongly nonlinear data. However, we can use Gaussians in the curvilinear coordinate systems to solve this problem. Moreover, such a solution allows for the adaptation of…

Computer Vision and Pattern Recognition · Computer Science 2023-04-05 Krzysztof Byrski , Przemysław Spurek , Jacek Tabor

We present a novel framework for concomitant dimension reduction and clustering. This framework is based on a novel class of Bayesian clustering factor models. These models assume a factor model structure where the vectors of common factors…

Methodology · Statistics 2025-05-09 Hwasoo Shin , Marco A. R. Ferreira , Allison N. Tegge

A mixture of factor analyzers is a semi-parametric density estimator that generalizes the well-known mixtures of Gaussians model by allowing each Gaussian in the mixture to be represented in a different lower-dimensional manifold. This…

Machine Learning · Statistics 2015-10-23 Heysem Kaya , Albert Ali Salah

Gaussian mixture block models are distributions over graphs that strive to model modern networks: to generate a graph from such a model, we associate each vertex $i$ with a latent feature vector $u_i \in \mathbb{R}^d$ sampled from a mixture…

Machine Learning · Statistics 2024-04-12 Shuangping Li , Tselil Schramm

We consider the problem of Gaussian mixture clustering in the high-dimensional limit where the data consists of $m$ points in $n$ dimensions, $n,m \rightarrow \infty$ and $\alpha = m/n$ stays finite. Using exact but non-rigorous methods…

Machine Learning · Statistics 2017-03-24 Thibault Lesieur , Caterina De Bacco , Jess Banks , Florent Krzakala , Cris Moore , Lenka Zdeborová

We consider the problem of estimating the conditional probability distribution of missing values given the observed ones. We propose an approach, which combines the flexibility of deep neural networks with the simplicity of Gaussian mixture…

Machine Learning · Computer Science 2020-11-20 Marcin Przewięźlikowski , Marek Śmieja , Łukasz Struski

Probability forecasting is common in the geosciences, the finance sector, and elsewhere. It is sometimes the case that one has multiple probability-forecasts for the same target. How is the information in these multiple forecast systems…

Methodology · Statistics 2016-03-02 Sarah Higgins , Hailiang Du , Leonard A. Smith

Discrete mixture models provide a well-known basis for effective clustering algorithms, although technical challenges have limited their scope. In the context of gene-expression data analysis, a model is presented that mixes over a finite…

Methodology · Statistics 2012-11-12 Michael A. Newton , Lisa M. Chung

In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the…

Methodology · Statistics 2012-07-05 Antonio Punzo

Discrete mixture models are routinely used for density estimation and clustering. While conducting inferences on the cluster-specific parameters, current frequentist and Bayesian methods often encounter problems when clusters are placed too…

Methodology · Statistics 2012-09-21 Francesca Petralia , Vinayak Rao , David B. Dunson

The learning of mixture models can be viewed as a clustering problem. Indeed, given data samples independently generated from a mixture of distributions, we often would like to find the {\it correct target clustering} of the samples…

Machine Learning · Statistics 2022-08-26 Zhaoqiang Liu , Vincent Y. F. Tan
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