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We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Methodology · Statistics 2026-05-26 Panagiotis Papastamoulis , Konstantinos Perrakis

Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…

Machine Learning · Computer Science 2022-02-08 Hamed Jalali , Gjergji Kasneci

Imputation is a popular technique for handling item nonresponse in survey sampling. Parametric imputation is based on a parametric model for imputation and is less robust against the failure of the imputation model. Nonparametric imputation…

Methodology · Statistics 2019-09-20 Danhyang Lee , Jae Kwang Kim

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…

Methodology · Statistics 2022-08-17 Shonosuke Sugasawa , Jae Kwang Kim , Kosuke Morikawa

We show that density models describing multiple observables with (i) hard boundaries and (ii) dependence on external parameters may be created using an auto-regressive Gaussian mixture model. The model is designed to capture how observable…

Data Analysis, Statistics and Probability · Physics 2022-02-01 Stephen B. Menary , Darren D. Price

Many methods for machine learning rely on approximate inference from intractable probability distributions. Variational inference approximates such distributions by tractable models that can be subsequently used for approximate inference.…

Machine Learning · Computer Science 2020-10-08 Oleg Arenz , Mingjun Zhong , Gerhard Neumann

In probabilistic classification, a discriminative model based on the softmax function has a potential limitation in that it assumes unimodality for each class in the feature space. The mixture model can address this issue, although it leads…

Machine Learning · Computer Science 2021-05-10 Hideaki Hayashi , Seiichi Uchida

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

Methodology · Statistics 2025-07-01 Hansheng Jiang , Adityanand Guntuboyina

Real-world applications may be affected by outlying values. In the model-based clustering literature, several methodologies have been proposed to detect units that deviate from the majority of the data (rowwise outliers) and trim them from…

Mixtures of Gaussian Bayesian networks have previously been studied under full-covariance assumptions, where each mixture component has its own covariance matrix. We propose a mixture model with tied-covariance, in which all components…

Computation · Statistics 2025-11-11 Marco Grzegorczyk

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

We consider the problem of learning parameters of latent variable models from mixed (continuous and ordinal) data with missing values. We propose a novel Bayesian Gaussian copula factor (BGCF) approach that is consistent under certain…

Machine Learning · Statistics 2018-06-13 Ruifei Cui , Ioan Gabriel Bucur , Perry Groot , Tom Heskes

Within Bayesian nonparametrics, dependent Dirichlet process mixture models provide a highly flexible approach for conducting inference about the conditional density function. However, several formulations of this class make either rather…

Methodology · Statistics 2024-05-14 María Xosé Rodríguez-Álvarez , Vanda Inácio , Nadja Klein

Graphical network inference is used in many fields such as genomics or ecology to infer the conditional independence structure between variables, from measurements of gene expression or species abundances for instance. In many practical…

Methodology · Statistics 2018-03-22 Geneviève Robin , Christophe Ambroise , Stéphane Robin

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

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

We assume that a high-dimensional datum, like an image, is a compositional expression of a set of properties, with a complicated non-linear relationship between the datum and its properties. This paper proposes a factorial mixture prior for…

Machine Learning · Statistics 2018-12-19 Ulrich Paquet , Sumedh K. Ghaisas , Olivier Tieleman

Considerable efforts have been devoted to statistical modeling and the characterization of channels in a range of statistical models for fading channels. In this paper, we consider a unified approach to model wireless channels by the…

Information Theory · Computer Science 2016-11-15 Bassant Selim , Omar Alhussein , Sami Muhaidat , George K. Karagiannidis , Jie Liang

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution…

Computation · Statistics 2009-12-25 Ryan Prescott Adams , Iain Murray , David J. C. MacKay