Related papers: FEMDA: a unified framework for discriminant analys…
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…
In this paper is proposed a new heuristic approach belonging to the field of evolutionary Estimation of Distribution Algorithms (EDAs). EDAs builds a probability model and a set of solutions is sampled from the model which characterizes the…
This paper investigates the robust linear discriminant analysis (LDA) problem with elliptical distributions in high-dimensional data. We propose a robust classification method, named SSLDA, that is intended to withstand heavy-tailed…
We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…
We introduce a general semiparametric clusterwise elliptical distribution to assess how latent cluster structure shapes continuous outcomes. Using a subjectwise representation, we first estimate cluster-specific mean vectors and a…
We propose a new class of semiparametric exponential family graphical models for the analysis of high dimensional mixed data. Different from the existing mixed graphical models, we allow the nodewise conditional distributions to be…
This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…
In this article, we discuss two specific classes of models - Gaussian Mixture Copula models and Mixture of Factor Analyzers - and the advantages of doing inference with gradient descent using automatic differentiation. Gaussian mixture…
Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…
An extension of the latent class model is presented for clustering categorical data by relaxing the classical "class conditional independence assumption" of variables. This model consists in grouping the variables into inter-independent and…
In recent years, a considerable amount of work has been devoted to generalizing linear discriminant analysis to overcome its incompetence for high-dimensional classification (Witten & Tibshirani 2011, Cai & Liu 2011, Mai et al. 2012, Fan et…
High-dimensional data arise routinely in modern statistics, econometrics, finance, genomics, and machine learning. While a large body of existing methodology is developed under Gaussian or light-tailed assumptions, many real data sets…
While training fair machine learning models has been studied extensively in recent years, most developed methods rely on the assumption that the training and test data have similar distributions. In the presence of distribution shifts, fair…
Traditional principal component analysis (PCA) is well known in high-dimensional data analysis, but it requires to express data by a matrix with observations to be continuous. To overcome the limitations, a new method called flexible PCA…
In this paper, we are concerned with a branch of evolutionary algorithms termed estimation of distribution (EDA), which has been successfully used to tackle derivative-free global optimization problems. For existent EDA algorithms, it is a…
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…
Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…
Linear Discriminant Analysis (LDA) is a fundamental method for classification. Its simple linear structure facilitates interpretation, and it is naturally suited to multi-class settings. LDA is also closely connected to several classical…
The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…
Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…