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A mixture of multivariate Poisson-log normal factor analyzers is introduced by imposing constraints on the covariance matrix, which resulted in flexible models for clustering purposes. In particular, a class of eight parsimonious mixture…

Methodology · Statistics 2023-11-15 Andrea Payne , Anjali Silva , Steven J. Rothstein , Paul D. McNicholas , Sanjeena Subedi

Probabilistic mixture models have been widely used for different machine learning and pattern recognition tasks such as clustering, dimensionality reduction, and classification. In this paper, we focus on trying to solve the most common…

Machine Learning · Computer Science 2020-04-08 Gustavo A Valencia-Zapata , Daniel Mejia , Gerhard Klimeck , Michael Zentner , Okan Ersoy

We give an efficient algorithm for robustly clustering of a mixture of two arbitrary Gaussians, a central open problem in the theory of computationally efficient robust estimation, assuming only that the the means of the component Gaussians…

Data Structures and Algorithms · Computer Science 2020-06-02 He Jia , Santosh Vempala

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian $\alpha$-stable distribution received much interest in…

Machine Learning · Statistics 2017-01-25 Mahdi Teimouri , Saeid Rezakhah , Adel Mohammdpour

Mixture models combine multiple components into a single probability density function. They are a natural statistical model for many situations in astronomy, such as surveys containing multiple types of objects, cluster analysis in various…

Instrumentation and Methods for Astrophysics · Physics 2019-01-30 Michael A. Kuhn , Eric D. Feigelson

Finite mixture of skew distributions have emerged as an effective tool in modelling heterogeneous data with asymmetric features. With various proposals appearing rapidly in the recent years, which are similar but not identical, the…

Methodology · Statistics 2013-05-29 Sharon X. Lee , Geoffrey J. McLachlan

We present an accessible first course on diffusion models and flow matching for machine learning, aimed at a technical audience with no diffusion experience. We try to simplify the mathematical details as much as possible (sometimes…

Machine Learning · Computer Science 2024-06-25 Preetum Nakkiran , Arwen Bradley , Hattie Zhou , Madhu Advani

Clustering is a widely used technique with a long and rich history in a variety of areas. However, most existing algorithms do not scale well to large datasets, or are missing theoretical guarantees of convergence. This paper introduces a…

Machine Learning · Statistics 2024-10-16 Yijia Zhou , Kyle A. Gallivan , Adrian Barbu

It is generally known that counting statistics is not correctly described by a Gaussian approximation. Nevertheless, in neutron scattering, it is common practice to apply this approximation to the counting statistics; also at low counting…

Data Analysis, Statistics and Probability · Physics 2020-06-09 Jakob Lassa , Magnus Egede Bøggild , Per Hedegård , Kim Lefmann

We consider the fitting of heavy tailed data and distribution with a special attention to distributions with a non--standard shape in the "body" of the distribution. To this end we consider a dense class of heavy tailed distributions…

Statistics Theory · Mathematics 2017-05-15 Mogens Bladt , Leonardo Rojas-Nandayapa

This tutorial provides a broad introduction to Bayesian data assimilation that will be useful to practitioners, in interpreting algorithms and results, and for theoretical studies developing novel schemes with an understanding of the rich…

Optimization and Control · Mathematics 2022-03-28 Colin Grudzien , Marc Bocquet

Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…

Systems and Control · Computer Science 2012-04-02 Marco F. Huber

We give a new algorithm for learning mixtures of $k$ Gaussians (with identity covariance in $\mathbb{R}^n$) to TV error $\varepsilon$, with quasi-polynomial ($O(n^{\text{poly\,log}\left(\frac{n+k}{\varepsilon}\right)})$) time and sample…

Machine Learning · Computer Science 2025-03-05 Khashayar Gatmiry , Jonathan Kelner , Holden Lee

In many modern applications, there is interest in analyzing enormous data sets that cannot be easily moved across computers or loaded into memory on a single computer. In such settings, it is very common to be interested in clustering.…

Computation · Statistics 2020-05-15 Hanyu Song , Yingjian Wang , David B. Dunson

We propose the CliPS procedure when fitting Bayesian mixture models in the context of model-based clustering to identify the cluster distributions while simultaneously assessing the suitability of a cluster solution and validating the…

Methodology · Statistics 2026-03-03 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

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

While mixture density networks (MDNs) have been extensively used for regression tasks, they have not been used much for classification tasks. One reason for this is that the usability of MDNs for classification is not clear and…

Machine Learning · Computer Science 2024-02-09 Narendhar Gugulothu , Sanjay P. Bhat , Tejas Bodas

Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting…

Methodology · Statistics 2019-08-29 Panagiotis Papastamoulis

This chapter surveys the most standard Monte Carlo methods available for simulating from a posterior distribution associated with a mixture and conducts some experiments about the robustness of the Gibbs sampler in high dimensional Gaussian…

Feature selection can facilitate the learning of mixtures of discrete random variables as they arise, e.g. in crowdsourcing tasks. Intuitively, not all workers are equally reliable but, if the less reliable ones could be eliminated, then…

Machine Learning · Statistics 2017-11-28 Vincent Zhao , Steven W. Zucker