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Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…

Machine Learning · Statistics 2023-07-06 Pierre Houdouin , Matthieu Jonkcheere , Frederic Pascal

We consider the statistical analysis of heterogeneous data for prediction in situations where the observations include functions, typically time series. We extend the modeling with Mixtures-of-Experts (ME), as a framework of choice in…

Methodology · Statistics 2023-12-21 Faïcel Chamroukhi , Nhat Thien Pham , Van Hà Hoang , Geoffrey J. McLachlan

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

Modern datasets commonly feature both substantial missingness and many variables of mixed data types, which present significant challenges for estimation and inference. Complete case analysis, which proceeds using only the observations with…

Methodology · Statistics 2023-04-10 Joseph Feldman , Daniel R. Kowal

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

Human microbiome studies based on genetic sequencing techniques produce compositional longitudinal data of the relative abundances of microbial taxa over time, allowing to understand, through mixed-effects modeling, how microbial…

Methodology · Statistics 2025-12-23 John Barrera , Cristian Meza , Ana Arribas-Gil

Estimating probabilistic deformable template models is a new approach in the fields of computer vision and probabilistic atlases in computational anatomy. A first coherent statistical framework modelling the variability as a hidden random…

Computation · Statistics 2009-01-16 Stéphanie Allassonnière , Estelle Kuhn

1. Accurate estimates of demographic parameters are required to infer appropriate ecological relationships and inform management actions. Recently developed N-mixture models use count data from unmarked individuals to estimate demographic…

Quantitative Methods · Quantitative Biology 2015-12-29 Joshua H. Schmidt , Devin S. Johnson , Mark S. Lindberg , Layne G. Adams

The finite Gamma mixture model is often used to describe randomness in income data, insurance data, and data from other applications. The popular likelihood approach, however, does not work for this model because the likelihood function is…

Statistics Theory · Mathematics 2020-11-10 Mingxing He , Jiahua Chen

In clinical trials, mixed effects models for repeated measures (MMRM) and pattern mixture models (PMM) are often used to analyze longitudinal continuous outcomes. We describe a simple missing data imputation algorithm for the MMRM that can…

Methodology · Statistics 2016-10-13 Yongqiang Tang

The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…

Methodology · Statistics 2025-09-25 Daniel A. Griffith

Processing high-volume, streaming data is increasingly common in modern statistics and machine learning, where batch-mode algorithms are often impractical because they require repeated passes over the full dataset. This has motivated…

Azzalini (1985) introduced a skew-normal distribution of which normal distribution is a special case. Recently Kundu (2014) introduced a geometric skew-normal distribution and showed that it has certain advantages over Azzalini's…

Methodology · Statistics 2017-06-26 Debasis Kundu

In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a…

Machine Learning · Statistics 2012-06-25 Stevenn Volant , Caroline Bérard , Marie-Laure Martin-Magniette , Stéphane Robin

Nowadays, the confidentiality of data and information is of great importance for many companies and organizations. For this reason, they may prefer not to release exact data, but instead to grant researchers access to approximate data. For…

Methodology · Statistics 2021-12-24 Zahra A. Shirazi , João Pedro A. R. da Silva , Camila P. E. de Souza

Regression analysis with missing data is a long-standing and challenging problem, particularly when there are many missing variables with arbitrary missing patterns. Likelihood-based methods, although theoretically appealing, are often…

Methodology · Statistics 2024-10-16 Ngok Sang Kwok , Kin Yau Wong

We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on $n$ i.i.d. samples are known to have lower accuracy than the classical $n^{- \frac{1}{2}}$ error. We investigate…

Statistics Theory · Mathematics 2021-11-17 Raaz Dwivedi , Nhat Ho , Koulik Khamaru , Martin J. Wainwright , Michael I. Jordan , Bin Yu

Clustering is essential in data analysis and machine learning, but traditional algorithms like $k$-means and Gaussian Mixture Models (GMM) often fail with nonconvex clusters. To address the challenge, we introduce the Flexible Bivariate…

Machine Learning · Computer Science 2025-02-28 Yung-Peng Hsu , Hung-Hsuan Chen

Normal mixture distributions are arguably the most important mixture models, and also the most technically challenging. The likelihood function of the normal mixture model is unbounded based on a set of random samples, unless an artificial…

Statistics Theory · Mathematics 2009-08-25 Jiahua Chen , Pengfei Li