Related papers: Arithmetic Average Density Fusion -- Part I: Some …
Conventional approximations to Bayesian inference rely on either approximations by statistics such as mean and covariance or by point particles. Recent advances such as the ensemble Gaussian mixture filter have generalized these notions to…
This paper presents a method for Bayesian multi-robot peer-to-peer data fusion where any pair of autonomous robots hold non-identical, but overlapping parts of a global joint probability distribution, representing real world inference tasks…
Mixtures of high dimensional Gaussian distributions have been studied extensively in statistics and learning theory. While the total variation distance appears naturally in the sample complexity of distribution learning, it is analytically…
By learning the gradient of smoothed data distributions, diffusion models can iteratively generate samples from complex distributions. The learned score function enables their generalization capabilities, but how the learned score relates…
The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…
This paper proposes a novel method for deep learning based on the analytical convolution of multidimensional Gaussian mixtures. In contrast to tensors, these do not suffer from the curse of dimensionality and allow for a compact…
The median absolute deviation (MAD) is a popular robust measure of statistical dispersion. However, when it is applied to non-parametric distributions (especially multimodal, discrete, or heavy-tailed), lots of statistical inference issues…
Finite mixture models, typically Gaussian mixtures, are well known and widely used as model-based clustering. In practical situations, there are many non-Gaussian data that are heavy-tailed and/or asymmetric. Normal inverse Gaussian (NIG)…
An abstraction for multisensor communication termed the Gaussian Multiplex Channel is presented and analyzed. In this model, the sensor outputs can be added together in any combination through a network of switches, and the combinations can…
We propose Bayesian model averaging (BMA) as a method for postprocessing the results of model-based clustering. Given a number of competing models, appropriate model summaries are averaged, using the posterior model probabilities, instead…
In multi-sensor data fusion (or sensor fusion), sensor biases (or offsets) often affect the accuracy of the correlation and integration results of the tracking targets. Therefore, to estimate and compensate the bias, several methods are…
Although extensive research exists in spatial modeling, few studies have addressed finite mixture model-based clustering methods for spatial data. Finite mixture models, especially Gaussian mixture models, particularly suffer from high…
We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are…
In Bayesian inference for mixture models with an unknown number of components, a finite mixture model is usually employed that assumes prior distributions for mixing weights and the number of components. This model is called a mixture of…
Gaussian mixtures are widely used for approximating density functions in various applications such as density estimation, belief propagation, and Bayesian filtering. These applications often utilize Gaussian mixtures as initial…
In this letter, a new filtering technique to solve a nonlinear state estimation problem has been developed. It is well known that for a nonlinear system, the prior and posterior probability density functions (pdf) are non-Gaussian in…
Many physical systems evolve on matrix Lie groups and mixture filtering designed for such manifolds represent an inevitable tool for challenging estimation problems. However, mixture filtering faces the issue of a constantly growing number…
As with the advancement of geographical information systems, non-Gaussian spatial data sets are getting larger and more diverse. This study develops a general framework for fast and flexible non-Gaussian regression, especially for…
We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…
When constructing a Bayesian Machine Learning model, we might be faced with multiple different prior distributions and thus are required to properly consider them in a sensible manner in our model. While this situation is reasonably well…