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We present new initialization methods for the expectation-maximization algorithm for multivariate Gaussian mixture models. Our methods are adaptions of the well-known $K$-means++ initialization and the Gonzalez algorithm. Thereby we aim to…

Machine Learning · Computer Science 2017-05-31 Johannes Blömer , Kathrin Bujna

We present a quantum algorithm for efficiently sampling transformed Gaussian random fields on $d$-dimensional domains, based on an enhanced version of the classical moving average method. Pointwise transformations enforcing boundedness are…

Quantum Physics · Physics 2025-08-20 Matthias Deiml , Daniel Peterseim

A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures…

Probability · Mathematics 2019-04-18 Alexandros Eskenazis , Piotr Nayar , Tomasz Tkocz

We present a new and general Monte Carlo iteration method for generalized ensembles. It consists of two elements: (1) a simple algorithm to distinguish between distributions arising from respectively equilibrium- and non-equilibrium…

Condensed Matter · Physics 2007-05-23 J. Borg

Setting initial values of parameters of mixture distributions estimated by using the EM recursive algorithm is very important to the overall quality of estimation. None of the existing methods is suitable for mixtures with large number of…

Applications · Statistics 2015-08-04 Andrzej Polanski , Michal Marczyk , Monika Pietrowska , Piotr Widlak , Joanna Polanska

We consider the problem of estimating complex statistical latent variable models using variational Bayes methods. These methods are used when exact posterior inference is either infeasible or computationally expensive, and they approximate…

Methodology · Statistics 2025-02-28 David Gunawan , David Nott , Robert Kohn

First-passage probability estimation of high-dimensional nonlinear stochastic systems is a significant task to be solved in many science and engineering fields, but remains still an open challenge. The present paper develops a novel…

Computing the posterior distribution of a probabilistic program is a hard task for which no one-fit-for-all solution exists. We propose Gaussian Semantics, which approximates the exact probabilistic semantics of a bounded program by means…

Programming Languages · Computer Science 2023-11-15 Francesca Randone , Luca Bortolussi , Emilio Incerto , Mirco Tribastone

Synthesis problems for linkages in kinematics often yield large structured parameterized polynomial systems which generically have far fewer solutions than traditional upper bounds would suggest. This paper describes statistical models for…

Robotics · Computer Science 2020-10-05 Jonathan D. Hauenstein , Samantha N. Sherman

Recently developed techniques have made it possible to quickly learn accurate probability density functions from data in low-dimensional continuous space. In particular, mixtures of Gaussians can be fitted to data very quickly using an…

Machine Learning · Computer Science 2013-01-18 Scott Davies , Andrew Moore

The development of mechanistic models of biological systems is a central part of Systems Biology. One major task in developing these models is the inference of the correct model parameters. Due to the size of most realistic models and their…

Quantitative Methods · Quantitative Biology 2016-06-28 Jan Mikelson , Mustafa Khammash

How can we train a statistical mixture model on a massive data set? In this work we show how to construct coresets for mixtures of Gaussians. A coreset is a weighted subset of the data, which guarantees that models fitting the coreset also…

Machine Learning · Statistics 2018-01-17 Mario Lucic , Matthew Faulkner , Andreas Krause , Dan Feldman

We present a novel method for the accurate numerical determination of the phase behavior of fluid mixtures having large particle size asymmetries. By incorporating the recently developed geometric cluster algorithm within a restricted Gibbs…

Soft Condensed Matter · Physics 2007-05-23 Jiwen Liu , Nigel B. Wilding , Erik Luijten

Let $K:={x: g(x)\leq 1}$ be the compact sub-level set of some homogeneous polynomial $g$. Assume that the only knowledge about $K$ is the degree of $g$ as well as the moments of the Lebesgue measure on $K$ up to order 2d. Then the vector of…

Optimization and Control · Mathematics 2013-11-15 Jean Lasserre

We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…

Statistics Theory · Mathematics 2025-04-08 Yun Ma , Yihong Wu , Pengkun Yang

Particle identification in large high-energy physics experiments typically relies on classifiers obtained by combining many experimental observables. Predicting the probability density function (pdf) of such classifiers in the multivariate…

High Energy Physics - Experiment · Physics 2022-02-11 Giacomo Graziani , Lucio Anderlini , Saverio Mariani , Edoardo Franzoso , Luciano Libero Pappalardo , Pasquale di Nezza

This paper presents a novel approach for guiding a Generative Adversarial Network trained on the FashionGen dataset to generate designs corresponding to target fashion styles. Finding the latent vectors in the generator's latent space that…

Neural and Evolutionary Computing · Computer Science 2022-04-05 Imke Grabe , Jichen Zhu , Manex Agirrezabal

In this work, we revisit the problem of estimating the mean and covariance of an unknown $d$-dimensional Gaussian distribution in the presence of an $\varepsilon$-fraction of adversarial outliers. The pioneering work of [DKK+16] gave a…

Data Structures and Algorithms · Computer Science 2021-10-25 Pravesh K. Kothari , Peter Manohar , Brian Hu Zhang

We present the multidimensional membership mixture (M3) models where every dimension of the membership represents an independent mixture model and each data point is generated from the selected mixture components jointly. This is helpful…

Machine Learning · Computer Science 2012-08-03 Yun Jiang , Marcus Lim , Ashutosh Saxena

Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the…

Methodology · Statistics 2017-01-06 Jakub Prüher , Ondřej Straka