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This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…

Machine Learning · Computer Science 2023-05-25 Ke Wan , Alain Kornhauser

Let $\mathbf{H}=(h_{ij})$ and $\mathbf{G}=(g_{ij})$ be two $m\times n$, $m\leq n$, random matrices, each with i.i.d complex zero-mean unit-variance Gaussian entries, with correlation between any two elements given by…

Probability · Mathematics 2007-05-23 Shuangquan Wang , Ali Abdi

Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…

Machine Learning · Statistics 2022-03-23 João M. Pereira , Joe Kileel , Tamara G. Kolda

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

Methodology · Statistics 2026-01-21 Peterson Mambondimumwe , Sphiwe B. Skhosana , Najmeh Nakhaei Rad

The ability to estimate joint, conditional and marginal probability distributions over some set of variables is of great utility for many common machine learning tasks. However, estimating these distributions can be challenging,…

Machine Learning · Computer Science 2018-09-20 Andrew Skabar

Through viewing out the literature, many generated distributions took a new special form of probability density function (PDF) in which it is written as a linear combination of n other distributions. Therefore, we define in this paper a new…

Statistics Theory · Mathematics 2022-11-15 Therar Kadri , Amina Halat

We consider the problem of estimating the conditional probability distribution of missing values given the observed ones. We propose an approach, which combines the flexibility of deep neural networks with the simplicity of Gaussian mixture…

Machine Learning · Computer Science 2020-11-20 Marcin Przewięźlikowski , Marek Śmieja , Łukasz Struski

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

Various categories have been proposed as targets for the denotational semantics of higher-order probabilistic programming languages. One such proposal involves joint probability distributions (couplings) used in Bayesian statistical models…

Programming Languages · Computer Science 2024-12-09 Dexter Kozen , Alexandra Silva , Erik Voogd

This paper investigates a channel estimator based on Gaussian mixture models (GMMs) in the context of linear inverse problems with additive Gaussian noise. We fit a GMM to given channel samples to obtain an analytic probability density…

Signal Processing · Electrical Eng. & Systems 2022-09-14 Michael Koller , Benedikt Fesl , Nurettin Turan , Wolfgang Utschick

Since Pearson [Philosophical Transactions of the Royal Society of London. A, 185 (1894), pp. 71-110] first applied the method of moments (MM) for modeling data as a mixture of one-dimensional Gaussians, moment-based estimation methods have…

Machine Learning · Computer Science 2025-07-29 Liu Zhang , Oscar Mickelin , Sheng Xu , Amit Singer

Prevalent semantic segmentation solutions are, in essence, a dense discriminative classifier of p(class|pixel feature). Though straightforward, this de facto paradigm neglects the underlying data distribution p(pixel feature|class), and…

Computer Vision and Pattern Recognition · Computer Science 2022-10-06 Chen Liang , Wenguan Wang , Jiaxu Miao , Yi Yang

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

We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…

Machine Learning · Statistics 2025-04-03 Daniel Frisch , Uwe D. Hanebeck

A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform…

Data Analysis, Statistics and Probability · Physics 2009-10-31 T. Dudok de Wit , E. Floriani

We introduce a new approximate multiresolution analysis (MRA) using a single Gaussian as the scaling function, which we call Gaussian MRA (GMRA). As an initial application, we employ this new tool to accurately and efficiently compute the…

Numerical Analysis · Mathematics 2017-06-07 Gregory Beylkin , Lucas Monzon , Ignas Satkauskas

In this article, a Probability Mass Function (PMF) estimation method which tames the curse of dimensionality is proposed. This method, called Partial Coupled Tensor Factorization of 3D marginals or PCTF3D, has for principle to partially…

Signal Processing · Electrical Eng. & Systems 2025-09-08 Philippe Flores , Konstantin Usevich , David Brie

One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams