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Gaussian mixture models (GMMs) are ubiquitous in statistical learning, particularly for unsupervised problems. While full GMMs suffer from the overparameterization of their covariance matrices in high-dimensional spaces, spherical GMMs…

Machine Learning · Statistics 2025-11-10 Tom Szwagier , Pierre-Alexandre Mattei , Charles Bouveyron , Xavier Pennec

In the modal approach to clustering, clusters are defined as the local maxima of the underlying probability density function, where the latter can be estimated either non-parametrically or using finite mixture models. Thus, clusters are…

Methodology · Statistics 2021-11-30 Luca Scrucca

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

Machine Learning · Computer Science 2023-09-07 Weiguo Lu , Xuan Wu , Deng Ding , Gangnan Yuan

State filtering is a key problem in many signal processing applications. From a series of noisy measurement, one would like to estimate the state of some dynamic system. Existing techniques usually adopt a Gaussian noise assumption which…

Methodology · Statistics 2016-12-16 Bin Liu

In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…

Machine Learning · Computer Science 2023-02-23 Ryohei Umatani , Takashi Imai , Kaoru Kawamoto , Shutaro Kunimasa

Mixture modeling, which considers the potential heterogeneity in data, is widely adopted for classification and clustering problems. Mixture models can be estimated using the Expectation-Maximization algorithm, which works with the complete…

Methodology · Statistics 2022-03-18 Shonosuke Sugasawa , Genya Kobayashi

We propose a federated algorithm for reconstructing images using multimodal tomographic data sourced from dispersed locations, addressing the challenges of traditional unimodal approaches that are prone to noise and reduced image quality.…

Optimization and Control · Mathematics 2025-01-13 Geunyeong Byeon , Minseok Ryu , Zichao Wendy Di , Kibaek Kim

We consider model-based clustering methods for continuous, correlated data that account for external information available in the presence of mixed-type fixed covariates by proposing the MoEClust suite of models. These models allow…

Methodology · Statistics 2021-07-15 Keefe Murphy , Thomas Brendan Murphy

Fuzzy clustering algorithms can be roughly categorized into two main groups: Fuzzy C-Means (FCM) based methods and mixture model based methods. However, for almost all existing FCM based methods, how to automatically selecting proper…

Machine Learning · Computer Science 2024-05-24 Qiang Chen , Weizhong Yu , Feiping Nie , Xuelong Li

Nonnegative matrix factorization (NMF) has been widely used to dimensionality reduction in machine learning. However, the traditional NMF does not properly handle outliers, so that it is sensitive to noise. In order to improve the…

Machine Learning · Computer Science 2022-06-08 Tingting Shen , Junhang Li , Can Tong , Qiang He , Chen Li , Yudong Yao , Yueyang Teng

We propose an Anderson Acceleration (AA) scheme for the adaptive Expectation-Maximization (EM) algorithm for unsupervised learning a finite mixture model from multivariate data (Figueiredo and Jain 2002). The proposed algorithm is able to…

Machine Learning · Computer Science 2020-09-29 Truong Nguyen , Guangye Chen , Luis Chacon

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

Factorization machine (FM) is a prevalent approach to modeling pairwise (second-order) feature interactions when dealing with high-dimensional sparse data. However, on the one hand, FM fails to capture higher-order feature interactions…

Machine Learning · Computer Science 2025-02-24 Shu Wu , Zekun Li , Yunyue Su , Zeyu Cui , Xiaoyu Zhang , Liang Wang

A Bayesian filtering algorithm is developed for a class of state-space systems that can be modelled via Gaussian mixtures. In general, the exact solution to this filtering problem involves an exponential growth in the number of mixture…

Machine Learning · Statistics 2023-07-03 Adrian G. Wills , Johannes Hendriks , Christopher Renton , Brett Ninness

This paper exploits a simplified version of the mixture of multivariate t-factor analyzers (MtFA) for robust mixture modelling and clustering of high-dimensional data that frequently contain a number of outliers. Two classes of eight…

Methodology · Statistics 2013-03-12 Tsung-I Lin , Paul D. McNicholas , Hsiu J. Ho

This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…

Artificial Intelligence · Computer Science 2011-05-19 M. C. Garrido , P. E. Lopez-de-Teruel , A. Ruiz

The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

Factorization machine (FM) is an effective model for feature-based recommendation which utilizes inner product to capture second-order feature interactions. However, one of the major drawbacks of FM is that it couldn't capture complex…

Machine Learning · Computer Science 2024-04-03 Enneng Yang , Xin Xin , Li Shen , Guibing Guo

We systematically study various network Expectation-Maximization (EM) algorithms for the Gaussian mixture model within the framework of decentralized federated learning. Our theoretical investigation reveals that directly extending the…

Machine Learning · Statistics 2024-11-11 Shuyuan Wu , Bin Du , Xuetong Li , Hansheng Wang

Non-Gaussian and multimodal distributions are an important part of many recent robust sensor fusion algorithms. In difference to robust cost functions, they are probabilistically founded and have good convergence properties. Since their…

Robotics · Computer Science 2020-01-14 Tim Pfeifer , Peter Protzel