Related papers: Finite mixture representations of zero-and-$N$-inf…
We study Bayesian estimation of mixture models and argue in favor of fitting the marginal posterior distribution over component assignments directly, rather than Gibbs sampling from the joint posterior on components and parameters as is…
We propose the finite mixture of skewed sub-Gaussian stable distributions. The maximum likelihood estimator for the parameters of proposed finite mixture model is computed through the expectation-maximization algorithm. The proposed model…
We extend the synthetic theories of discrete and Gaussian categorical probability by introducing a diagrammatic calculus for reasoning about hybrid probabilistic models in which continuous random variables, conditioned on discrete ones,…
The conventional use of the Generalized Extreme Value (GEV) distribution to model block maxima may be inappropriate when extremes are actually structured into multiple heterogeneous groups. In this work, we propose a novel approach for…
Recently developed techniques have made it possible to quickly learn accurate probability density functions from data in low-dimensional continuous space. In particular, mixtures of Gaussians can be fitted to data very quickly using an…
We introduce an extension of finite mixture models by incorporating skew-normal distributions within a Hidden Markov Model framework. By assuming a constant transition probability matrix and allowing emission distributions to vary according…
Recurrent event data are common in clinical studies when participants are followed longitudinally, and are often subject to a terminal event. With the increasing popularity of large pragmatic trials with a heterogeneous source population,…
Item nonresponse is frequently encountered in practice. Ignoring missing data can lose efficiency and lead to misleading inference. Fractional imputation is a frequentist approach of imputation for handling missing data. However, the…
We present a margin-free finite mixture model which allows us to simultaneously classify objects into known classes and to identify possible new object types using a set of continuous attributes. This application is motivated by the needs…
We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…
We consider the complex data modeling problem motivated by the zero-inflated and overdispersed data from microbiome studies. Analyzing how microbiome abundance is associated with human biological features, such as BMI, is of great…
This paper presents a general and efficient framework for probabilistic inference and learning from arbitrary uncertain information. It exploits the calculation properties of finite mixture models, conjugate families and factorization. Both…
This paper introduces a new approach to the study of rates of convergence for posterior distributions. It is a natural extension of a recent approach to the study of Bayesian consistency. In particular, we improve on current rates of…
Finite mixture models are useful in applied econometrics. They can be used to model unobserved heterogeneity, which plays major roles in labor economics, industrial organization and other fields. Mixtures are also convenient in dealing with…
Unit-level models for survey data offer many advantages over their area-level counterparts, such as potential for more precise estimates and a natural benchmarking property. However two main challenges occur in this context: accounting for…
We consider a two-component mixture model with one known component. We develop methods for estimating the mixing proportion and the unknown distribution nonparametrically, given i.i.d.~data from the mixture model, using ideas from shape…
When modeling the distribution of a set of data by a mixture of Gaussians, there are two possibilities: i) the classical one is using a set of parameters which are the proportions, the means and the variances; ii) the second is to consider…
We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the…
Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used…
Finite mixture model is an important branch of clustering methods and can be applied on data sets with mixed types of variables. However, challenges exist in its applications. First, it typically relies on the EM algorithm which could be…