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Linear mixture models have proven very useful in a plethora of applications, e.g., topic modeling, clustering, and source separation. As a critical aspect of the linear mixture models, identifiability of the model parameters is…

Machine Learning · Computer Science 2021-02-24 Bo Yang , Xiao Fu , Nicholas D. Sidiropoulos , Kejun Huang

Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…

Computation · Statistics 2019-06-28 Minwoo Chae , Ryan Martin , Stephen G. Walker

We consider a two-component mixture model with one known component. We develop methods for estimating the mixing proportion and the unknown distribution nonparametrically, given i.i.d.~data from the mixture model, using ideas from shape…

Methodology · Statistics 2015-11-10 Rohit Kumar Patra , Bodhisattva Sen

Mixture distributions are a workhorse model for multimodal data in information theory, signal processing, and machine learning. Yet even when each component density is simple, the differential entropy of the mixture is notoriously hard to…

Information Theory · Computer Science 2026-02-18 Namyoon Lee

The Dirichlet process mixture model and more general mixtures based on discrete random probability measures have been shown to be flexible and accurate models for density estimation and clustering. The goal of this paper is to illustrate…

Methodology · Statistics 2013-10-02 Ernesto Barrios , Antonio Lijoi , Luis E. Nieto-Barajas , Igor Prünster

The task of mixture proportion estimation (MPE) is to estimate the weight of a component distribution in a mixture, given observations from both the component and mixture. Previous work on MPE adopts the irreducibility assumption, which…

Machine Learning · Statistics 2023-08-01 Yilun Zhu , Aaron Fjeldsted , Darren Holland , George Landon , Azaree Lintereur , Clayton Scott

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…

Statistics Theory · Mathematics 2022-11-29 Filippo Ascolani , Antonio Lijoi , Giovanni Rebaudo , Giacomo Zanella

We consider the estimation of the mixing distribution of a normal distribution where both the shift and scale are unobserved random variables. We argue that in general, the model is not identifiable. We give an elegant non-constructive…

Statistics Theory · Mathematics 2024-08-20 Ya'acov Ritov

In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…

Methodology · Statistics 2022-12-12 Dietmar Bauer , Sebastian Büscher , Manuel Batram

This paper addresses the problem of full model estimation for non-parametric finite mixture models. It presents an approach for selecting the number of components and the subset of discriminative variables (i.e., the subset of variables…

Statistics Theory · Mathematics 2021-12-13 Marie Du Roy de Chaumaray , Matthieu Marbac

We propose a kernel method to identify finite mixtures of nonparametric product distributions. It is based on a Hilbert space embedding of the joint distribution. The rank of the constructed tensor is equal to the number of mixture…

Machine Learning · Computer Science 2013-09-27 Eleni Sgouritsa , Dominik Janzing , Jonas Peters , Bernhard Schoelkopf

A mixture with varying concentrations is a modification of a finite mixture model in which the mixing probabilities (concentrations of mixture components) may be different for different observations. In the paper, we assume that the…

Probability · Mathematics 2015-03-19 Alexey Doronin , Rostyslav Maiboroda

While hidden class models of various types arise in many statistical applications, it is often difficult to establish the identifiability of their parameters. Focusing on models in which there is some structure of independence of some of…

Statistics Theory · Mathematics 2009-09-01 Elizabeth S. Allman , Catherine Matias , John A. Rhodes

We present a Bayesian mixture model for estimating the joint distribution of mixed ordinal, nominal, and continuous data conditional on a set of fixed variables. The model uses multivariate normal and categorical mixture kernels for the…

Methodology · Statistics 2016-07-14 Maria DeYoreo , Jerome P. Reiter

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,…

Statistics Theory · Mathematics 2015-01-13 Nhat Ho , XuanLong Nguyen

Mixtures of product distributions are a powerful device for learning about heterogeneity within data populations. In this class of latent structure models, de Finetti's mixing measure plays the central role for describing the uncertainty…

Statistics Theory · Mathematics 2021-09-27 Yun Wei , XuanLong Nguyen

Finite mixtures of regression models provide a flexible modeling framework for many phenomena. Using moment-based estimation of the regression parameters, we develop unbiased estimators with a minimum of assumptions on the mixture…

Statistics Theory · Mathematics 2019-05-17 Claus Thorn Ekstrøm , Christian Bressen Pipper

We develop a nonparametric Bayesian modeling framework for clustered ordinal responses in developmental toxicity studies, which typically exhibit extensive heterogeneity. The primary focus of these studies is to examine the dose-response…

Methodology · Statistics 2024-08-22 Jizhou Kang , Athanasios Kottas

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…

Statistics Theory · Mathematics 2018-07-17 Behrooz Tahmasebi , Seyed Abolfazl Motahari , Mohammad Ali Maddah-Ali

This study proposes a mixed logit model with multivariate nonparametric finite mixture distributions. The support of the distribution is specified as a high-dimensional grid over the coefficient space, with equal or unequal intervals…

Econometrics · Economics 2018-02-08 Akshay Vij , Rico Krueger