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This PhD Thesis presents an investigation into the analysis of financial returns using mixture models, focusing on mixtures of generalized normal distributions (MGND) and their extensions. The study addresses several critical issues…

Statistical Finance · Quantitative Finance 2024-11-20 Pierdomenico Duttilo

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…

Machine Learning · Computer Science 2022-02-21 Adam Celarek , Pedro Hermosilla , Bernhard Kerbl , Timo Ropinski , Michael Wimmer

The vast majority of the neural network literature focuses on predicting point values for a given set of response variables, conditioned on a feature vector. In many cases we need to model the full joint conditional distribution over the…

Machine Learning · Statistics 2016-06-09 Wesley Tansey , Karl Pichotta , James G. Scott

This paper studies the binary classification of unbounded data from ${\mathbb R}^d$ generated under Gaussian Mixture Models (GMMs) using deep ReLU neural networks. We obtain $\unicode{x2013}$ for the first time $\unicode{x2013}$…

Machine Learning · Statistics 2023-08-17 Tian-Yi Zhou , Xiaoming Huo

Translating machine learning algorithms into clinical applications requires addressing challenges related to interpretability, such as accounting for the effect of confounding variables (or metadata). Confounding variables affect the…

Machine Learning · Computer Science 2022-07-12 Anthony Vento , Qingyu Zhao , Robert Paul , Kilian M. Pohl , Ehsan Adeli

Clustering task of mixed data is a challenging problem. In a probabilistic framework, the main difficulty is due to a shortage of conventional distributions for such data. In this paper, we propose to achieve the mixed data clustering with…

Methodology · Statistics 2015-10-01 Matthieu Marbac , Christophe Biernacki , Vincent Vandewalle

A novel method for estimating Bayesian network (BN) parameters from data is presented which provides improved performance on test data. Previous research has shown the value of representing conditional probability distributions (CPDs) via…

Machine Learning · Computer Science 2013-01-14 Geoff A. Jarrad

This paper uses sample data to study the problem of comparing populations on finite-dimensional parallelizable Riemannian manifolds and more general trivial vector bundles. Utilizing triviality, our framework represents populations as…

Methodology · Statistics 2023-11-29 Michael Wilson , Tom Needham , Chiwoo Park , Suprateek Kundu , Anuj Srivastava

Model-based clustering methods for continuous data are well established and commonly used in a wide range of applications. However, model-based clustering methods for categorical data are less standard. Latent class analysis is a commonly…

Methodology · Statistics 2013-02-20 Isabella Gollini , Thomas Brendan Murphy

Deep learning is a hierarchical inference method formed by subsequent multiple layers of learning able to more efficiently describe complex relationships. In this work, Deep Gaussian Mixture Models are introduced and discussed. A Deep…

Machine Learning · Statistics 2017-11-21 Cinzia Viroli , Geoffrey J. McLachlan

Modeling of high-dimensional data is very important to categorize different classes. We develop a new mixture model called Multinomial cluster-weighted model (MCWM). We derive the identifiability of a general class of MCWM. We estimate the…

Methodology · Statistics 2022-08-25 Kehinde Olobatuyi , Oludare Ariyo

Nuclei detection is an important task in the histology domain as it is a main step toward further analysis such as cell counting, cell segmentation, study of cell connections, etc. This is a challenging task due to the complex texture of…

Computer Vision and Pattern Recognition · Computer Science 2018-08-28 Navid Alemi Koohababni , Mostafa Jahanifar , Ali Gooya , Nasir Rajpoot

Feature selection can facilitate the learning of mixtures of discrete random variables as they arise, e.g. in crowdsourcing tasks. Intuitively, not all workers are equally reliable but, if the less reliable ones could be eliminated, then…

Machine Learning · Statistics 2017-11-28 Vincent Zhao , Steven W. Zucker

The Gaussian graphical model is a widely used tool for learning gene regulatory networks with high-dimensional gene expression data. Most existing methods for Gaussian graphical models assume that the data are homogeneous, i.e., all samples…

Methodology · Statistics 2018-05-08 Bochao Jia , Faming Liang

Merge trees are a valuable tool in the scientific visualization of scalar fields; however, current methods for merge tree comparisons are computationally expensive, primarily due to the exhaustive matching between tree nodes. To address…

Machine Learning · Computer Science 2024-10-07 Yu Qin , Brittany Terese Fasy , Carola Wenk , Brian Summa

We derive relations between theoretical properties of restricted Boltzmann machines (RBMs), popular machine learning models which form the building blocks of deep learning models, and several natural notions from discrete mathematics and…

Machine Learning · Statistics 2014-09-22 Guido F. Montufar , Jason Morton

Diffusion models optimized via variational inference (VI) have emerged as a promising tool for generating samples from unnormalized target densities. These models create samples by simulating a stochastic differential equation, starting…

Machine Learning · Computer Science 2025-03-04 Denis Blessing , Xiaogang Jia , Gerhard Neumann

Because of its mathematical tractability, the Gaussian mixture model holds a special place in the literature for clustering and classification. For all its benefits, however, the Gaussian mixture model poses problems when the data is skewed…

Applications · Statistics 2020-11-19 Michael P. B. Gallaugher , Paul D. McNicholas , Volodymyr Melnykov , Xuwen Zhu

A mixture of Gaussians fit to a single curved or heavy-tailed cluster will report that the data contains many clusters. To produce more appropriate clusterings, we introduce a model which warps a latent mixture of Gaussians to produce…

Machine Learning · Computer Science 2014-08-12 Tomoharu Iwata , David Duvenaud , Zoubin Ghahramani

A mixture of Gaussians fit to a single curved or heavy-tailed cluster will report that the data contains many clusters. To produce more appropriate clusterings, we introduce a model which warps a latent mixture of Gaussians to produce…

Machine Learning · Statistics 2013-03-25 Tomoharu Iwata , David Duvenaud , Zoubin Ghahramani
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