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Model-based clustering is a technique widely used to group a collection of units into mutually exclusive groups. There are, however, situations in which an observation could in principle belong to more than one cluster. In the context of…

Applications · Statistics 2016-05-13 Saverio Ranciati , Cinzia Viroli , Ernst Wit

We introduce PyHHMM, an object-oriented open-source Python implementation of Heterogeneous-Hidden Markov Models (HHMMs). In addition to HMM's basic core functionalities, such as different initialization algorithms and classical observations…

Mathematical Software · Computer Science 2022-01-19 Fernando Moreno-Pino , Emese Sükei , Pablo M. Olmos , Antonio Artés-Rodríguez

We develop clustering procedures for longitudinal trajectories based on a continuous-time hidden Markov model (CTHMM) and a generalized linear observation model. Specifically in this paper, we carry out finite and infinite mixture…

Methodology · Statistics 2021-12-08 Yu Luo , David A. Stephens , David L. Buckeridge

The recomputability and reproducibility of results from scientific software requires access to both the source code and all associated input and output data. However, the full collection of these resources often does not accompany the key…

Computational Engineering, Finance, and Science · Computer Science 2015-12-24 Christian T. Jacobs , Alexandros Avdis , Gerard J. Gorman , Matthew D. Piggott

Nonparametric Bayesian approaches to clustering, information retrieval, language modeling and object recognition have recently shown great promise as a new paradigm for unsupervised data analysis. Most contributions have focused on the…

Methodology · Statistics 2012-07-02 Ian Porteous , Alexander T. Ihler , Padhraic Smyth , Max Welling

Fuzzy clustering algorithms can be roughly categorized into two main groups: Fuzzy C-Means (FCM) based methods and mixture model based methods. However, for almost all existing FCM based methods, how to automatically selecting proper…

Machine Learning · Computer Science 2024-05-24 Qiang Chen , Weizhong Yu , Feiping Nie , Xuelong Li

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy , Luca Scrucca

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

Finite mixture models, typically Gaussian mixtures, are well known and widely used as model-based clustering. In practical situations, there are many non-Gaussian data that are heavy-tailed and/or asymmetric. Normal inverse Gaussian (NIG)…

Machine Learning · Statistics 2020-09-15 Takashi Takekawa

Many physical systems evolve on matrix Lie groups and mixture filtering designed for such manifolds represent an inevitable tool for challenging estimation problems. However, mixture filtering faces the issue of a constantly growing number…

Systems and Control · Computer Science 2017-08-22 Josip Cesic , Ivan Markovic , Ivan Petrovic

Mixture models are probabilistic models aimed at uncovering and representing latent subgroups within a population. In the realm of network data analysis, the latent subgroups of nodes are typically identified by their connectivity…

Methodology · Statistics 2020-05-27 Giacomo De Nicola , Benjamin Sischka , Göran Kauermann

We present srlearn, a Python library for boosted statistical relational models. We adapt the scikit-learn interface to this setting and provide examples for how this can be used to express learning and inference problems.

Machine Learning · Computer Science 2019-12-19 Alexander L. Hayes

Finite mixture models are a useful statistical model class for clustering and density approximation. In the Bayesian framework finite mixture models require the specification of suitable priors in addition to the data model. These priors…

Methodology · Statistics 2024-07-09 Bettina Grün , Gertraud Malsiner-Walli

Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…

Methodology · Statistics 2025-06-17 Joshua Krause , Jelmer P. Borst , Jacolien van Rij

The increasing reliance on machine learning (ML) models for decision-making requires high-quality training data. However, access to real-world datasets is often restricted due to privacy concerns, proprietary restrictions, and incomplete…

Machine Learning · Computer Science 2026-04-30 Alessandra Agostini , Andrea Maurino , Blerina Spahiu

Do expert-defined or diagnostically-labeled data groups align with clusters inferred through statistical modeling? If not, where do discrepancies between predefined labels and model-based groupings occur and why? In this work, we introduce…

Methodology · Statistics 2026-03-18 Patricia Puchhammer , Ines Wilms , Peter Filzmoser

We have built PRISM, a "Probabilistic Regression Instrument for Simulating Models". PRISM uses the Bayes linear approach and history matching to construct an approximation ('emulator') of any given model, by combining limited model…

Instrumentation and Methods for Astrophysics · Physics 2019-06-18 Ellert van der Velden , Alan R. Duffy , Darren Croton , Simon J. Mutch , Manodeep Sinha

High-dimensional data of discrete and skewed nature is commonly encountered in high-throughput sequencing studies. Analyzing the network itself or the interplay between genes in this type of data continues to present many challenges. As…

Methodology · Statistics 2017-12-01 Anjali Silva , Steven J. Rothstein , Paul D. McNicholas , Sanjeena Subedi

The $\texttt{torch-choice}$ is an open-source library for flexible, fast choice modeling with Python and PyTorch. $\texttt{torch-choice}$ provides a $\texttt{ChoiceDataset}$ data structure to manage databases flexibly and…

Machine Learning · Computer Science 2025-06-05 Tianyu Du , Ayush Kanodia , Susan Athey

We propose Deep Residual Mixture Models (DRMMs), a novel deep generative model architecture. Compared to other deep models, DRMMs allow more flexible conditional sampling: The model can be trained once with all variables, and then used for…

Machine Learning · Computer Science 2021-07-22 Perttu Hämäläinen , Martin Trapp , Tuure Saloheimo , Arno Solin