Related papers: A Bayesian Fisher-EM algorithm for discriminative …
Bayesian mixture models are widely used for clustering of high-dimensional data with appropriate uncertainty quantification. However, as the dimension of the observations increases, posterior inference often tends to favor too many or too…
Data sets for statistical analysis become extremely large even with some difficulty of being stored on one single machine. Even when the data can be stored in one machine, the computational cost would still be intimidating. We propose a…
Model-based clustering of moderate or large dimensional data is notoriously difficult. We propose a model for simultaneous dimensionality reduction and clustering by assuming a mixture model for a set of latent scores, which are then linked…
Classically, Bayesian clustering interprets each component of a mixture model as a cluster. The inferred clustering posterior is highly sensitive to any inaccuracies in the kernel within each component. As this kernel is made more flexible,…
The Expectation-Maximization (EM) algorithm is a commonly used method for finding the maximum likelihood estimates of the parameters in a mixture model via coordinate ascent. A serious pitfall with the algorithm is that in the case of…
We propose a new class of robust and Fisher-consistent estimators for mixture models. These estimators can be used to construct robust model-based clustering procedures. We study in detail the case of multivariate normal mixtures and…
We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…
Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…
The Bayesian approach to inference stands out for naturally allowing borrowing information across heterogeneous populations, with different samples possibly sharing the same distribution. A popular Bayesian nonparametric model for…
Cluster analysis aims at partitioning data into groups or clusters. In applications, it is common to deal with problems where the number of clusters is unknown. Bayesian mixture models employed in such applications usually specify a…
High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…
We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…
Clustering analysis is one of the most widely used statistical tools in many emerging areas such as microarray data analysis. For microarray and other high-dimensional data, the presence of many noise variables may mask underlying…
This article introduces novel and practicable Bayesian factor analysis frameworks that are computationally feasible for moderate to large spatiotemporal data. Previous Bayesian analysis of spatiotemporal data has utilized a Bayesian factor…
Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…
We present a novel framework for concomitant dimension reduction and clustering. This framework is based on a novel class of Bayesian clustering factor models. These models assume a factor model structure where the vectors of common factors…
In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians…
We propose a Bayesian framework of Gaussian process in order to extend Fisher's discriminant to classify functional data such as spectra and images. The probability structure for our extended Fisher's discriminant is explicitly formulated,…
We derive a new Bayesian Information Criterion (BIC) by formulating the problem of estimating the number of clusters in an observed data set as maximization of the posterior probability of the candidate models. Given that some mild…
Mixture model-based clustering has become an increasingly popular data analysis technique since its introduction over fifty years ago, and is now commonly utilized within a family setting. Families of mixture models arise when the component…