Related papers: Robust mixture regression with Exponential Power d…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…