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Bayesian mixture models are widely used for clustering of high-dimensional data with appropriate uncertainty quantification. However, as the dimension of the observations increases, posterior inference often tends to favor too many or too…

Methodology · Statistics 2022-11-22 Noirrit Kiran Chandra , Antonio Canale , David B. Dunson

Analysis of a Bayesian mixture model for the Matrix Langevin distribution on the Stiefel manifold is presented. The model exploits a particular parametrization of the Matrix Langevin distribution, various aspects of which are elaborated on.…

Methodology · Statistics 2017-08-25 Subhajit Sengupta , Subhadip Pal , Riten Mitra , Ying Guo , Arunava Banerjee , Yuan Ji

We analyze the spectral clustering procedure for identifying coarse structure in a data set $x_1, \dots, x_n$, and in particular study the geometry of graph Laplacian embeddings which form the basis for spectral clustering algorithms. More…

Spectral Theory · Mathematics 2019-01-31 Nicolas Garcia Trillos , Franca Hoffmann , Bamdad Hosseini

We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…

Statistics Theory · Mathematics 2024-02-26 Dapeng Yao , Fangzheng Xie , Yanxun Xu

A demanding challenge in Bayesian inversion is to efficiently characterize the posterior distribution. This task is problematic especially in high-dimensional non-Gaussian problems, where the structure of the posterior can be very chaotic…

Statistics Theory · Mathematics 2015-06-04 Tapio Helin , Martin Burger

In this paper, we show how a complete and exact Bayesian analysis of a parametric mixture model is possible in some cases when components of the mixture are taken from exponential families and when conjugate priors are used. This restricted…

Computation · Statistics 2010-11-01 Christian P. Robert , Kerrie L. Mengersen

We investigate a clustering problem with data from a mixture of Gaussians that share a common but unknown, and potentially ill-conditioned, covariance matrix. We start by considering Gaussian mixtures with two equally-sized components and…

Machine Learning · Statistics 2021-11-30 Damek Davis , Mateo Díaz , Kaizheng Wang

In the framework of Bayesian model-based clustering based on a finite mixture of Gaussian distributions, we present a joint approach to estimate the number of mixture components and identify cluster-relevant variables simultaneously as well…

Methodology · Statistics 2016-06-23 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

Finite mixture models are a useful statistical model class for clustering and density approximation. In the Bayesian framework finite mixture models require the specification of suitable priors in addition to the data model. These priors…

Methodology · Statistics 2024-07-09 Bettina Grün , Gertraud Malsiner-Walli

This paper presents new results for the (partial) maximum a posteriori (MAP) problem in Bayesian networks, which is the problem of querying the most probable state configuration of some of the network variables given evidence. First, it is…

Artificial Intelligence · Computer Science 2010-07-30 Cassio P. de Campos

This paper uses Gaussian mixture model instead of linear Gaussian model to fit the distribution of every node in Bayesian network. We will explain why and how we use Gaussian mixture models in Bayesian network. Meanwhile we propose a new…

Machine Learning · Statistics 2022-05-17 Yiran Dong , Chuanhou Gao

We consider MAP estimators for structured prediction with exponential family models. In particular, we concentrate on the case that efficient algorithms for uniform sampling from the output space exist. We show that under this assumption…

Machine Learning · Computer Science 2012-05-14 Shankar Vembu , Thomas Gartner , Mario Boley

Mixtures of Gaussian (or normal) distributions arise in a variety of application areas. Many heuristics have been proposed for the task of finding the component Gaussians given samples from the mixture, such as the EM algorithm, a…

Probability · Mathematics 2007-05-23 Sanjeev Arora , Ravi Kannan

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

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

Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…

Methodology · Statistics 2023-09-26 Ksheera Sagar , Jyotishka Datta , Sayantan Banerjee , Anindya Bhadra

Divergence is not only an important mathematical concept in information theory, but also applied to machine learning problems such as low-dimensional embedding, manifold learning, clustering, classification, and anomaly detection. We…

Computation · Statistics 2016-11-22 Kun Yang , Hao Su , Wing Hung Wong

Clustering is a well-known and studied problem, one of its variants, called contiguity-constrained clustering, accepts as a second input a graph used to encode prior information about cluster structure by means of contiguity constraints…

Computation · Statistics 2023-02-27 Etienne Côme

Maximum a Posteriori assignment (MAP) is the problem of finding the most probable instantiation of a set of variables given the partial evidence on the other variables in a Bayesian network. MAP has been shown to be a NP-hard problem [22],…

Artificial Intelligence · Computer Science 2012-07-19 Changhe Yuan , Tsai-Ching Lu , Marek J. Druzdzel

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

Statistics Theory · Mathematics 2020-09-09 Aziz LMoudden , Éric Marchand