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Related papers: Universal Approximation on the Hypersphere

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Given sufficiently many components, it is often cited that finite mixture models can approximate any other probability density function (pdf) to an arbitrary degree of accuracy. Unfortunately, the nature of this approximation result is…

Statistics Theory · Mathematics 2020-08-24 T Tin Nguyen , Hien D Nguyen , Faicel Chamroukhi , Geoffrey J McLachlan

An often-cited fact regarding mixing or mixture distributions is that their density functions are able to approximate the density function of any unknown distribution to arbitrary degrees of accuracy, provided that the mixing or mixture…

Other Statistics · Statistics 2018-03-05 Hien D. Nguyen , Geoffrey J. McLachlan

Mixtures of von Mises-Fisher distributions can be used to cluster data on the unit hypersphere. This is particularly adapted for high-dimensional directional data such as texts. We propose in this article to estimate a von Mises mixture…

Machine Learning · Computer Science 2023-01-02 Fabrice Rossi , Florian Barbaro

The von Mises-Fisher family is a parametric family of distributions on the surface of the unit ball, summarised by a concentration parameter and a mean direction. As a quasi-Bayesian prior, the von Mises-Fisher distribution is a convenient…

Econometrics · Economics 2022-11-22 Toru Kitagawa , Jeff Rowley

In directional statistics, the von Mises-Fisher (vMF) distribution is one of the most basic and popular probability distributions for data on the unit hypersphere. Recently, the spherical normal (SN) distribution was proposed as an…

Methodology · Statistics 2022-02-28 Kisung You

The von Mises-Fisher distribution is one of the most widely used probability distributions to describe directional data. Finite mixtures of von Mises-Fisher distributions have found numerous applications. However, the likelihood function…

Methodology · Statistics 2022-03-08 Tin Lok James Ng

The von Mises-Fisher (vMF) is a well-known density model for directional random variables. The recent surge of the deep embedding methodologies for high-dimensional structured data such as images or texts, aimed at extracting salient…

Machine Learning · Computer Science 2021-02-11 Minyoung Kim

The von Mises-Fisher distribution as an exponential family can be expressed in terms of either its natural or its mean parameters. Unfortunately, however, the normalization function for the distribution in terms of its mean parameters is…

Computation · Statistics 2024-04-12 Marcel Nonnenmacher , Maneesh Sahani

A large class of modern probabilistic learning systems assumes symmetric distributions, however, real-world data tend to obey skewed distributions and are thus not always adequately modelled through symmetric distributions. To address this…

Machine Learning · Statistics 2021-03-16 Shengxi Li , Danilo Mandic

The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we…

Machine Learning · Computer Science 2016-08-19 Elad Mezuman , Yair Weiss

We introduce a novel, geometry-aware distance metric for the family of von Mises-Fisher (vMF) distributions, which are fundamental models for directional data on the unit hypersphere. Although the vMF distribution is widely employed in a…

Machine Learning · Statistics 2025-04-22 Kisung You , Dennis Shung , Mauro Giuffrè

The von Mises-Fisher (vMF) distribution has long been a mainstay for inference with data on the unit hypersphere in directional statistics. The performance of statistical inference based on the vMF distribution, however, may suffer when…

Methodology · Statistics 2025-04-23 Kisung You , Dennis Shung

The class of location-scale finite mixtures is of enduring interest both from applied and theoretical perspectives of probability and statistics. We prove the following results: to an arbitrary degree of accuracy, (a) location-scale…

Statistics Theory · Mathematics 2022-05-26 TrungTin Nguyen , Faicel Chamroukhi , Hien D Nguyen , Geoffrey J McLachlan

Finite mixture models have long been used across a variety of fields in engineering and sciences. Recently there has been a great deal of interest in quantifying the convergence behavior of the \emph{mixing measure}, a fundamental object…

Statistics Theory · Mathematics 2025-09-05 Yun Wei , Sayan Mukherjee , XuanLong Nguyen

We derive a simple and precise approximation to probability density functions in sampling distributions based on the Fourier cosine series. After clarifying the required conditions, we illustrate the approximation on two examples: the…

Statistics Theory · Mathematics 2021-04-27 Shigekazu Nakagawa , Hiroki Hashiguchi , Yoko Ono

We obtain discrete mixture representations for parametric families of probability distributions on Euclidean spheres, such as the von Mises--Fisher, the Watson and the angular Gaussian families. In addition to several special results we…

Probability · Mathematics 2023-02-22 Ludwig Baringhaus , Rudolf Grübel

This paper considers statistical estimation problems where the probability distribution of the observed random variable is invariant with respect to actions of a finite topological group. It is shown that any such distribution must satisfy…

Machine Learning · Statistics 2015-06-23 Yu-Hui Chen , Dennis Wei , Gregory Newstadt , Marc DeGraef , Jeffrey Simmons , Alfred Hero

In this work, we study probability functions associated with Gaussian mixture models. Our primary focus is on extending the use of spherical radial decomposition for multivariate Gaussian random vectors to the context of Gaussian mixture…

Optimization and Control · Mathematics 2024-11-06 Gonzalo Contador , Pedro Pérez-Aros , Emilio Vilches

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

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel
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