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The ensemble Gaussian mixture filter combines the simplicity and power of Gaussian mixture models with the provable convergence and power of particle filters. The quality of the ensemble Gaussian mixture filter heavily depends on the choice…

Optimization and Control · Mathematics 2022-12-21 Andrey A Popov , Renato Zanetti

Many science and engineering problems rely on expensive computational simulations, where a multi-fidelity approach can accelerate the exploration of a parameter space. We study efficient allocation of a simulation budget using a Gaussian…

Machine Learning · Computer Science 2025-10-13 Murray Cutforth , Yiming Yang , Tiffany Fan , Serge Guillas , Eric Darve

This paper addresses the adaptive radar target detection problem in the presence of Gaussian interference with unknown statistical properties. To this end, the problem is first formulated as a binary hypothesis test, and then we derive a…

Signal Processing · Electrical Eng. & Systems 2025-03-05 Chaoran Yin , Tianqi Wang , Linjie Yan , Chengpeng Hao , Alfonso Farina , Danilo Orlando

Dirichlet process mixture model (DPMM) is a popular Bayesian nonparametric model. In this paper, we apply this model to weighted data and then estimate the un-weighted distribution from the corresponding weighted distribution using the…

Computation · Statistics 2018-12-12 Soghra Bohlourihajjar , Soleiman Khazaei

A decentralized Poisson multi-Bernoulli filter is proposed to track multiple vehicles using multiple high-resolution sensors. Independent filters estimate the vehicles' presence, state, and shape using a Gaussian process extent model; a…

Multiagent Systems · Computer Science 2024-12-20 Markus Fröhle , Karl Granström , Henk Wymeersch

Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear…

Machine Learning · Statistics 2016-07-27 A. Llera , D. Vidaurre , R. H. R. Pruim , C. F. Beckmann

We propose a probability distribution for multivariate binary random variables. The probability distribution is expressed as principal minors of the parameter matrix, which is a matrix analogous to the inverse covariance matrix in the…

Methodology · Statistics 2025-12-08 Takashi Arai

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

Background modeling is widely used for intelligent surveillance systems to detect moving targets by subtracting the static background components. Most roadside LiDAR object detection methods filter out foreground points by comparing new…

Computer Vision and Pattern Recognition · Computer Science 2024-08-13 Tianya Zhang , Yi Ge , Peter J. Jin

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

Methodology · Statistics 2026-01-13 Sphiwe B. Skhosana , Weixin Yao

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

In this paper, we propose a nonparametric Bayesian approach for Lindsey and penalized Gaussian mixtures methods. We compare these methods with the Dirichlet process mixture model. Our approach is a Bayesian nonparametric method not based…

Methodology · Statistics 2020-11-30 Adel Bedoui , Ori Rosen

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

In this work, we utilize a Gaussian mixture model (GMM) to capture the underlying probability density function (PDF) of the channel trajectories of moving mobile terminals (MTs) within the coverage area of a base station (BS) in an offline…

Signal Processing · Electrical Eng. & Systems 2024-02-14 Nurettin Turan , Benedikt Böck , Kai Jie Chan , Benedikt Fesl , Friedrich Burmeister , Michael Joham , Gerhard Fettweis , Wolfgang Utschick

Gaussian Mixture Models are a powerful tool in Data Science and Statistics that are mainly used for clustering and density approximation. The task of estimating the model parameters is in practice often solved by the Expectation…

Machine Learning · Statistics 2022-08-25 Lena Sembach , Jan Pablo Burgard , Volker H. Schulz

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…

Machine Learning · Statistics 2020-07-17 Avinava Dubey , Michael Minyi Zhang , Eric P. Xing , Sinead A. Williamson

In this work we propose an approximate Minimum Mean-Square Error (MMSE) filter for linear dynamic systems with Gaussian Mixture noise. The proposed estimator tracks each component of the Gaussian Mixture (GM) posterior with an individual…

Systems and Control · Computer Science 2015-06-26 Leila Pishdad , Fabrice Labeau

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

Methodology · Statistics 2013-03-07 Cinzia Viroli

In this work we propose a Bayesian framework for data fusion of multivariate signals which arises in imaging systems. More specifically, we consider the case where we have observed two images of the same object through two different imaging…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Olivier Feron , Ali Mohammad-Djafari

Generalized linear mixed models (GLMM) are used for inference and prediction in a wide range of different applications providing a powerful scientific tool. An increasing number of sources of data are becoming available, introducing a…

Computation · Statistics 2019-03-19 Aliaksandr Hubin , Geir Storvik
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