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We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

Machine Learning · Computer Science 2023-09-07 Weiguo Lu , Xuan Wu , Deng Ding , Gangnan Yuan

Gaussian Mixture Models are a powerful tool in Data Science and Statistics that are mainly used for clustering and density approximation. The task of estimating the model parameters is in practice often solved by the Expectation…

Machine Learning · Statistics 2022-08-25 Lena Sembach , Jan Pablo Burgard , Volker H. Schulz

Aggregation methods have emerged as a powerful and flexible framework in statistical learning, providing unified solutions across diverse problems such as regression, classification, and density estimation. In the context of generalized…

Statistics Theory · Mathematics 2025-04-15 The Tien Mai

Model-based clustering approaches concern the paradigm of exploratory data analysis relying on the finite mixture model to automatically find a latent structure governing observed data. They are one of the most popular and successful…

Methodology · Statistics 2014-04-29 Faicel Chamroukhi

We derive uniform convergence rates for the maximum likelihood estimator and minimax lower bounds for parameter estimation in two-component location-scale Gaussian mixture models with unequal variances. We assume the mixing proportions of…

Statistics Theory · Mathematics 2020-06-02 Tudor Manole , Nhat Ho

In this paper we provide a new analysis of the SEM algorithm. Unlike previous work, we focus on the analysis of a single run of the algorithm. First, we discuss the algorithm for general mixture distributions. Second, we consider Gaussian…

Machine Learning · Computer Science 2014-07-03 Johannes Blömer , Kathrin Bujna , Daniel Kuntze

In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the…

Methodology · Statistics 2012-07-05 Antonio Punzo

Dasgupta and Shulman showed that a two-round variant of the EM algorithm can learn mixture of Gaussian distributions with near optimal precision with high probability if the Gaussian distributions are well separated and if the dimension is…

Machine Learning · Statistics 2015-01-21 Adrian Barbu , Tianfu Wu , Ying Nian Wu

The Gaussian mixture model (GMM) provides a simple yet principled framework for clustering, with properties suitable for statistical inference. In this paper, we propose a new model-based clustering algorithm, called EGMM (evidential GMM),…

Machine Learning · Computer Science 2022-11-29 Lianmeng Jiao , Thierry Denoeux , Zhun-ga Liu , Quan Pan

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

The Expectation-Maximization (EM) algorithm (Dempster, Laird and Rubin, 1977) is a popular method for computing maximum likelihood estimates (MLEs) in problems with missing data. Each iteration of the al- gorithm formally consists of an…

Statistics Theory · Mathematics 2012-06-22 Ronald C. Neath

Finite mixture models provide a flexible framework for approximating and estimating multivariate probability densities. We study mixtures formed from translated and rescaled copies of a fixed density kernel and obtain explicit results for…

Statistics Theory · Mathematics 2026-04-24 Hien Duy Nguyen , TrungTin Nguyen , Jacob Westerhout , Xin Guo

LLMs demonstrate significant inference capacities in complicated machine learning tasks, using the Transformer model as its backbone. Motivated by the limited understanding of such models on the unsupervised learning problems, we study the…

Machine Learning · Statistics 2025-02-11 Yihan He , Hong-Yu Chen , Yuan Cao , Jianqing Fan , Han Liu

The expectation-maximization (EM) algorithm has been widely used in minimizing the negative log likelihood (also known as cross entropy) of mixture models. However, little is understood about the goodness of the fixed points it converges…

Machine Learning · Computer Science 2019-10-30 Guojun Zhang , Pascal Poupart , George Trimponias

Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…

Methodology · Statistics 2016-01-01 Kevin Lee , Lingzhou Xue

In some situations, EM algorithm shows slow convergence problems. One possible reason is that standard procedures update the parameters simultaneously. In this paper we focus on finite mixture estimation. In this framework, we propose a…

Computation · Statistics 2012-01-31 Gilles Celeux , Stéphane Chrétien , Florence Forbes

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…

Optimization and Control · Mathematics 2009-11-04 Augusto Ferrante , Federico Ramponi , Francesco Ticozzi

We consider a discriminative learning (regression) problem, whereby the regression function is a convex combination of k linear classifiers. Existing approaches are based on the EM algorithm, or similar techniques, without provable…

Machine Learning · Computer Science 2014-08-01 Yuekai Sun , Stratis Ioannidis , Andrea Montanari

We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…

Data Structures and Algorithms · Computer Science 2014-05-20 Constantinos Daskalakis , Gautam Kamath
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