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We consider the statistical analysis of heterogeneous data for prediction in situations where the observations include functions, typically time series. We extend the modeling with Mixtures-of-Experts (ME), as a framework of choice in…

Methodology · Statistics 2023-12-21 Faïcel Chamroukhi , Nhat Thien Pham , Van Hà Hoang , Geoffrey J. McLachlan

Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…

Machine Learning · Computer Science 2023-08-23 Amirhossein Reisizadeh , Khashayar Gatmiry , Asuman Ozdaglar

Finite mixture models are powerful tools for modelling and analyzing heterogeneous data. Parameter estimation is typically carried out using maximum likelihood estimation via the Expectation-Maximization (EM) algorithm. Recently, the…

Computation · Statistics 2020-05-15 Sharon X. Lee , Geoffrey J. McLachlan , Kaleb L. Leemaqz

Mixture models postulate the overall population as a mixture of finite subpopulations with unobserved membership. Fitting mixture models usually requires large sample sizes and combining data from multiple sites can be beneficial. However,…

Methodology · Statistics 2025-12-19 Xiaokang Liu , Rui Duan , Raymond J. Carroll , Yang Ning , Yong Chen

Finite mixture models have been widely used for the modelling and analysis of data from heterogeneous populations. Maximum likelihood estimation of the parameters is typically carried out via the Expectation-Maximization (EM) algorithm. The…

Computation · Statistics 2016-06-08 Sharon X Lee , Kaleb L Lee , Geoffrey J McLachlan

Clustered data is ubiquitous in a variety of scientific fields. In this paper, we propose a flexible and interpretable modeling approach, called grouped heterogenous mixture modeling, for clustered data, which models cluster-wise…

Methodology · Statistics 2020-02-10 Shonosuke Sugasawa

Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…

Machine Learning · Statistics 2018-10-30 Faicel Chamroukhi , Bao-Tuyen Huynh

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

Statistics Theory · Mathematics 2023-07-24 Ning Wang , Xin Zhang , Qing Mai

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

We present a new mixture model-based discriminant analysis approach for functional data using a specific hidden process regression model. The approach allows for fitting flexible curve-models to each class of complex-shaped curves…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Heré Glotin , Céline Rabouy

Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of…

Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…

Methodology · Statistics 2013-12-30 Allou Samé , Faicel Chamroukhi , Gérard Govaert , Patrice Aknin

This paper introduces a novel mixture model-based approach for simultaneous clustering and optimal segmentation of functional data which are curves presenting regime changes. The proposed model consists in a finite mixture of piecewise…

Methodology · Statistics 2014-05-02 Faicel Chamroukhi

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…

Signal Processing · Electrical Eng. & Systems 2024-04-18 Geethu Joseph

The Expectation Maximization (EM) algorithm is the default algorithm for inference in latent variable models. As in any other field of machine learning, applications of latent variable models to very large datasets make the use of advanced…

Optimization and Control · Mathematics 2021-11-11 Aymeric Dieuleveut , Gersende Fort , Eric Moulines , Geneviève Robin

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade

Data heterogeneity has been a long-standing bottleneck in studying the convergence rates of Federated Learning algorithms. In order to better understand the issue of data heterogeneity, we study the convergence rate of the…

Machine Learning · Statistics 2026-03-24 Zhixu Tao , Rajita Chandak , Sanjeev Kulkarni

Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very…

Computation · Statistics 2016-08-10 Sharon X Lee , Kaleb L Leemaqz , Geoffrey J McLachlan

Mixtures-of-Experts (MoE) are conditional mixture models that have shown their performance in modeling heterogeneity in data in many statistical learning approaches for prediction, including regression and classification, as well as for…

Methodology · Statistics 2019-07-17 Bao Tuyen Huynh , Faicel Chamroukhi

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park
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