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When estimating finite mixture models, it is common to make assumptions on the mixture components, such as parametric assumptions. In this work, we make no distributional assumptions on the mixture components and instead assume that…

Machine Learning · Statistics 2016-10-14 Robert A. Vandermeulen , Clayton D. Scott

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…

Machine Learning · Statistics 2022-04-05 Robert A. Vandermeulen , Clayton D. Scott

We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…

Statistics Theory · Mathematics 2025-02-06 Alexandre Lecestre

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…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…

Statistics Theory · Mathematics 2022-12-29 Bryon Aragam , Ruiyi Yang

Mixture models have been widely used in modeling of continuous observations. For the possibility to estimate the parameters of a mixture model consistently on the basis of observations from the mixture, identifiability is a necessary…

Probability · Mathematics 2014-07-02 ZiQiang Shi , TieRan Zheng , JiQing Han

Motivated by problems in data clustering, we establish general conditions under which families of nonparametric mixture models are identifiable, by introducing a novel framework involving clustering overfitted \emph{parametric} (i.e.…

Statistics Theory · Mathematics 2020-02-19 Bryon Aragam , Chen Dan , Eric P. Xing , Pradeep Ravikumar

Mixture models are often used to identify meaningful subpopulations (i.e., clusters) in observed data such that the subpopulations have a real-world interpretation (e.g., as cell types). However, when used for subpopulation discovery,…

Methodology · Statistics 2024-03-04 Jiawei Li , Jonathan H. Huggins

This paper deals with nonparametric estimation of conditional den-sities in mixture models in the case when additional covariates are available. The proposed approach consists of performing a prelim-inary clustering algorithm on the…

Statistics Theory · Mathematics 2015-02-09 Stéphane Auray , Nicolas Klutchnikoff , Laurent Rouvière

Commonly-used clustering algorithms usually find ellipsoidal, spherical or other regular-structured clusters, but are more challenged when the underlying groups lack formal structure or definition. Syncytial clustering is the name that we…

Methodology · Statistics 2020-07-30 Israel Almodóvar-Rivera , Ranjan Maitra

Consider a panel data setting where repeated observations on individuals are available. Often it is reasonable to assume that there exist groups of individuals that share similar effects of observed characteristics, but the grouping is…

Methodology · Statistics 2024-02-09 Lu Yu , Jiaying Gu , Stanislav Volgushev

Suppose that univariate data are drawn from a mixture of two distributions that are equal up to a shift parameter. Such a model is known to be nonidentifiable from a nonparametric viewpoint. However, if we assume that the unknown mixed…

Statistics Theory · Mathematics 2016-08-16 Laurent Bordes , Stéphane Mottelet , Pierre Vandekerkhove

Recent work has shown that finite mixture models with $m$ components are identifiable, while making no assumptions on the mixture components, so long as one has access to groups of samples of size $2m-1$ which are known to come from the…

Statistics Theory · Mathematics 2022-07-25 Robert A. Vandermeulen , René Saitenmacher

Nonparametric estimation of a mixing distribution based on data coming from a mixture model is a challenging problem. Beyond estimation, there is interest in uncertainty quantification, e.g., confidence intervals for features of the mixing…

Methodology · Statistics 2019-06-14 Vaidehi Dixit , Ryan Martin

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…

Econometrics · Economics 2018-11-08 Yuichi Kitamura , Louise Laage

This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…

Statistics Theory · Mathematics 2007-08-07 David R. Hunter , Shaoli Wang , Thomas P. Hettmansperger

The large-sample properties of likelihood-based statistical inference under mixture models have received much attention from statisticians. Although the consistency of the nonparametric MLE is regarded as a standard conclusion, many…

Statistics Theory · Mathematics 2016-07-06 Jiahua Chen

In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…

Statistics Theory · Mathematics 2017-12-14 Elisabeth Gassiat , Judith Rousseau , Elodie Vernet

Mixture distributions provide a versatile and widely used framework for modeling random phenomena, and are particularly well-suited to the analysis of geoscientific processes and their attendant risks to society. For continuous mixtures of…

Machine Learning · Statistics 2025-06-18 Michael R. Powers , Jiaxin Xu

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…

Methodology · Statistics 2016-06-21 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün
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