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Probability theory has become the predominant framework for quantifying uncertainty across scientific and engineering disciplines, with a particular focus on measurement and control systems. However, the widespread reliance on simple…

Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…

Systems and Control · Electrical Eng. & Systems 2025-06-02 Ondŕej Straka , Uwe D. Hanebeck

We present a comparative study of the Gaussian mixture model (GMM) and the Deep Autoencoder Gaussian Mixture Model (DAGMM) for estimating satellite quantum channel capacity, considering hybrid quantum noise (HQN) and transmission…

Signal Processing · Electrical Eng. & Systems 2025-08-01 Mouli Chakraborty , Subhash Chandra , Avishek Nag , Anshu Mukherjee

In this work we propose an approximate Minimum Mean-Square Error (MMSE) filter for linear dynamic systems with Gaussian Mixture noise. The proposed estimator tracks each component of the Gaussian Mixture (GM) posterior with an individual…

Systems and Control · Computer Science 2015-06-26 Leila Pishdad , Fabrice Labeau

Hyperspectral unmixing while considering endmember variability is usually performed by the normal compositional model (NCM), where the endmembers for each pixel are assumed to be sampled from unimodal Gaussian distributions. However, in…

Computer Vision and Pattern Recognition · Computer Science 2018-03-14 Yuan Zhou , Anand Rangarajan , Paul D. Gader

In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

Gaussian Mixture Models (GMM) do not adapt well to curved and strongly nonlinear data. However, we can use Gaussians in the curvilinear coordinate systems to solve this problem. Moreover, such a solution allows for the adaptation of…

Computer Vision and Pattern Recognition · Computer Science 2023-04-05 Krzysztof Byrski , Przemysław Spurek , Jacek Tabor

In this work, we propose to utilize Gaussian mixture models (GMMs) to design pilots for downlink (DL) channel estimation in frequency division duplex (FDD) systems. The GMM captures prior information during training that is leveraged to…

Signal Processing · Electrical Eng. & Systems 2024-03-27 Nurettin Turan , Benedikt Fesl , Benedikt Böck , Michael Joham , Wolfgang Utschick

The mean square error (MSE)-optimal estimator is known to be the conditional mean estimator (CME). This paper introduces a parametric channel estimation technique based on Bayesian estimation. This technique uses the estimated channel…

Signal Processing · Electrical Eng. & Systems 2025-11-24 Franz Weißer , Wolfgang Utschick

This work examines the problem of using finite Gaussian mixtures (GM) probability density functions in recursive Bayesian peer-to-peer decentralized data fusion (DDF). It is shown that algorithms for both exact and approximate GM DDF lead…

Signal Processing · Electrical Eng. & Systems 2019-07-10 Nisar R. Ahmed

An efficient, and intuitive algorithm is presented for the identification of speakers from a long dataset (like YouTube long discussion, Cocktail party recorded audio or video).The goal of automatic speaker identification is to identify the…

Sound · Computer Science 2014-11-12 Nitesh Kumar Chaudhary

Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…

Methodology · Statistics 2019-12-30 Luca Scrucca

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 this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

Machine Learning · Statistics 2026-02-24 Xinyu Liu , Hai Zhang

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

In continuation to a recent work on the statistical--mechanical analysis of minimum mean square error (MMSE) estimation in Gaussian noise via its relation to the mutual information (the I-MMSE relation), here we propose a simple and more…

Information Theory · Computer Science 2016-11-17 Neri Merhav

Learning a Gaussian mixture model (GMM) is a fundamental problem in machine learning, learning theory, and statistics. One notion of learning a GMM is proper learning: here, the goal is to find a mixture of $k$ Gaussians $\mathcal{M}$ that…

Data Structures and Algorithms · Computer Science 2015-06-04 Jerry Li , Ludwig Schmidt

We investigate the problem of representing information measures in terms of the moments of the underlying random variables. First, we derive polynomial approximations of the conditional expectation operator. We then apply these…

Information Theory · Computer Science 2021-09-03 Wael Alghamdi , Flavio P. Calmon

Gaussian Mixture Models (GMMs) commonly arise in communication systems, particularly in bilinear joint estimation and detection problems. Although the product of GMMs is still a GMM, as the number of factors increases, the number of…

Signal Processing · Electrical Eng. & Systems 2026-02-04 Zilu Zhao , Dirk Slock

We derive an asymptotic expansion for the log likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for…

Statistics Theory · Mathematics 2020-06-30 Anya Katsevich , Afonso Bandeira