Related papers: Convergence of de Finetti's mixing measure in late…
In this paper, we develop a finite mixture of convolutional distributions, a statistical model to analyze continuous data distributed approximately on a mixture of low-dimensional affine subspaces. The observations are assumed independent…
Mixture models are widely used in modeling heterogeneous data populations. A standard approach of mixture modeling assumes that the mixture component takes a parametric kernel form. In many applications, making parametric assumptions on the…
We study posterior contraction rates for mixing measures in homoscedastic location-scale mixture models with infinitely many components. While posterior convergence at the level of densities is well understood, ensuring convergence of the…
Mixtures of regression are a powerful class of models for regression learning with respect to a highly uncertain and heterogeneous response variable of interest. In addition to being a rich predictive model for the response given some…
Understanding posterior contraction behavior in Bayesian hierarchical models is of fundamental importance, but progress in this question is relatively sparse in comparison to the theory of density estimation. In this paper, we study two…
In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…
Dirichlet process mixtures are flexible non-parametric models, particularly suited to density estimation and probabilistic clustering. In this work we study the posterior distribution induced by Dirichlet process mixtures as the sample size…
This paper studies identifiability and convergence behaviors for parameters of multiple types in finite mixtures, and the effects of model fitting with extra mixing components. First, we present a general theory for strong identifiability,…
The posterior distribution of the number of components k in a finite mixture satisfies a set of inequality constraints. The result holds irrespective of the parametric form of the mixture components and under assumptions on the prior…
Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…
The problem of identifiability of finite mixtures of finite product measures is studied. A mixture model with $K$ mixture components and $L$ observed variables is considered, where each variable takes its value in a finite set with…
A finite form of de Finetti's representation theorem is established using elementary information-theoretic tools: The distribution of the first $k$ random variables in an exchangeable binary vector of length $n\geq k$ is close to a mixture…
We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting…
Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…
We develop a structural framework for modeling and inferring unobserved heterogeneity in dynamic panel-data models. Unlike methods treating clustering as a descriptive device, we model heterogeneity as arising from a latent clustering…
We study posterior contraction behaviors for parameters of interest in the context of Bayesian mixture modeling, where the number of mixing components is unknown while the model itself may or may not be correctly specified. Two…
Finite mixture models are statistical models which appear in many problems in statistics and machine learning. In such models it is assumed that data are drawn from random probability measures, called mixture components, which are…
Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with…
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…
Singularities of a statistical model are the elements of the model's parameter space which make the corresponding Fisher information matrix degenerate. These are the points for which estimation techniques such as the maximum likelihood…