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We propose a Bayesian approach using improper priors for hierarchical linear mixed models with flexible random effects and residual error distributions. The error distribution is modelled using scale mixtures of normals, which can capture…

Methodology · Statistics 2018-02-06 F. J. Rubio , M. F. J. Steel

While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…

Methodology · Statistics 2021-09-15 Shonosuke Sugasawa , Shouto Yonekura

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

Methodology · Statistics 2023-04-20 Yiyuan She , Zhifeng Wang , Jiahui Shen

Mixture models are widely used in Bayesian statistics and machine learning, in particular in computational biology, natural language processing and many other fields. Variational inference, a technique for approximating intractable…

Statistics Theory · Mathematics 2020-08-03 Badr-Eddine Chérief-Abdellatif , Pierre Alquier

The growing availability of network data and of scientific interest in distributed systems has led to the rapid development of statistical models of network structure. Typically, however, these are models for the entire network, while the…

Statistics Theory · Mathematics 2022-03-18 Cosma Rohilla Shalizi , Alessandro Rinaldo

Gaussian mixtures are a powerful and widely used tool to model non-Gaussian estimation problems. They are able to describe measurement errors that follow arbitrary distributions and can represent ambiguity in assignment tasks like point set…

Robotics · Computer Science 2021-04-02 Tim Pfeifer , Sven Lange , Peter Protzel

This paper proposes an adaptive penalized weighted mean regression for outlier detection of high-dimensional data. In comparison to existing approaches based on the mean shift model, the proposed estimators demonstrate robustness against…

Statistics Theory · Mathematics 2023-06-27 Jiaqi Li , Linglong Kong , Bei Jiang , Wei Tu

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

Methodology · Statistics 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

We propose a practical and scalable Gaussian process model for large-scale nonlinear probabilistic regression. Our mixture-of-experts model is conceptually simple and hierarchically recombines computations for an overall approximation of a…

Machine Learning · Statistics 2014-12-10 Jun Wei Ng , Marc Peter Deisenroth

The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and…

Artificial Intelligence · Computer Science 2016-09-20 Priyank Jaini , Pascal Poupart

Fueled by the expressive power of deep neural networks, normalizing flows have achieved spectacular success in generative modeling, or learning to draw new samples from a distribution given a finite dataset of training samples. Normalizing…

Machine Learning · Computer Science 2023-05-05 Yuehaw Khoo , Michael Lindsey , Hongli Zhao

Cluster-Weighted Modeling (CWM) is a flexible mixture approach for modeling the joint probability of data coming from a heterogeneous population as a weighted sum of the products of marginal distributions and conditional distributions. In…

Methodology · Statistics 2012-12-20 Salvatore Ingrassia , Simona C. Minotti , Antonio Punzo , Giorgio Vittadini

Mixture of Experts (MoE) is a popular framework for modeling heterogeneity in data for regression, classification, and clustering. For regression and cluster analyses of continuous data, MoE usually use normal experts following the Gaussian…

Methodology · Statistics 2017-01-26 Faicel Chamroukhi

We study the problem of estimating the means of well-separated mixtures when an adversary may add arbitrary outliers. While strong guarantees are available when the outlier fraction is significantly smaller than the minimum mixing weight,…

Gaussian mixtures are commonly used for modeling heavy-tailed error distributions in robust linear regression. Combining the likelihood of a multivariate robust linear regression model with a standard improper prior distribution yields an…

Statistics Theory · Mathematics 2023-01-05 Haoxiang Li , Qian Qin , Galin L. Jones

The panel data regression models have become one of the most widely applied statistical approaches in different fields of research, including social, behavioral, environmental sciences, and econometrics. However, traditional…

Methodology · Statistics 2021-08-06 Abhijit Mandal , Beste Hamiye Beyaztas , Soutir Bandyopadhyay

In this note, we consider the problem of robust learning mixtures of linear regressions. We connect mixtures of linear regressions and mixtures of Gaussians with a simple thresholding, so that a quasi-polynomial time algorithm can be…

Machine Learning · Statistics 2023-05-25 Ying Huang , Liang Chen

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

Statistics Theory · Mathematics 2020-09-11 Abhik Ghosh , Tuhin Majumder , Ayanendranath Basu

DUS transformation of lifetime distributions received attention by engineers and researchers in recent years. The present study introduces a new class of distribution using exponentiation of DUS transformation. A new distribution using the…

Methodology · Statistics 2021-11-30 Beenu Thomas , Chacko V M