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We investigate a clustering problem with data from a mixture of Gaussians that share a common but unknown, and potentially ill-conditioned, covariance matrix. We start by considering Gaussian mixtures with two equally-sized components and…

Machine Learning · Statistics 2021-11-30 Damek Davis , Mateo Díaz , Kaizheng Wang

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

Machine Learning · Statistics 2021-11-04 Andrés F. López-Lopera , François Bachoc , Nicolas Durrande , Olivier Roustant

This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…

Statistics Theory · Mathematics 2007-08-07 David R. Hunter , Shaoli Wang , Thomas P. Hettmansperger

Gaussian mixture models form a flexible and expressive parametric family of distributions that has found applications in a wide variety of applications. Unfortunately, fitting these models to data is a notoriously hard problem from a…

Statistics Theory · Mathematics 2023-01-05 Yuling Yan , Kaizheng Wang , Philippe Rigollet

The Dirichlet process mixture model and more general mixtures based on discrete random probability measures have been shown to be flexible and accurate models for density estimation and clustering. The goal of this paper is to illustrate…

Methodology · Statistics 2013-10-02 Ernesto Barrios , Antonio Lijoi , Luis E. Nieto-Barajas , Igor Prünster

Mixture distributions arise in many parametric and non-parametric settings -- for example, in Gaussian mixture models and in non-parametric estimation. It is often necessary to compute the entropy of a mixture, but, in most cases, this…

Information Theory · Computer Science 2022-11-22 Artemy Kolchinsky , Brendan D. Tracey

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Methodology · Statistics 2026-05-26 Panagiotis Papastamoulis , Konstantinos Perrakis

Estimating a constrained relation is a fundamental problem in machine learning. Special cases are classification (the problem of estimating a map from a set of to-be-classified elements to a set of labels), clustering (the problem of…

Machine Learning · Computer Science 2014-08-06 Lizhen Qu , Bjoern Andres

In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…

Statistics Theory · Mathematics 2017-12-14 Elisabeth Gassiat , Judith Rousseau , Elodie Vernet

Predictive recursion is an accurate and computationally efficient algorithm for nonparametric estimation of mixing densities in mixture models. In semiparametric mixture models, however, the algorithm fails to account for any uncertainty in…

Methodology · Statistics 2015-03-19 Ryan Martin , Surya T. Tokdar

A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…

Methodology · Statistics 2017-10-09 Brian C. Franczak , Ryan P. Browne , Paul D. McNicholas

Finite Gaussian mixture models provide a powerful and widely employed probabilistic approach for clustering multivariate continuous data. However, the practical usefulness of these models is jeopardized in high-dimensional spaces, where…

Methodology · Statistics 2022-05-13 Alessandro Casa , Andrea Cappozzo , Michael Fop

The two most extended density-based approaches to clustering are surely mixture model clustering and modal clustering. In the mixture model approach, the density is represented as a mixture and clusters are associated to the different…

Machine Learning · Statistics 2016-09-16 José E. Chacón

Gaussian mixture models are a popular tool for model-based clustering, and mixtures of factor analyzers are Gaussian mixture models having parsimonious factor covariance structure for mixture components. There are several recent extensions…

Methodology · Statistics 2023-06-29 Lucas Kock , Nadja Klein , David J. Nott

Any clustering algorithm must synchronously learn to model the clusters and allocate data to those clusters in the absence of labels. Mixture model-based methods model clusters with pre-defined statistical distributions and allocate data to…

Machine Learning · Computer Science 2022-10-04 Dumindu Tissera , Kasun Vithanage , Rukshan Wijesinghe , Alex Xavier , Sanath Jayasena , Subha Fernando , Ranga Rodrigo

Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…

We study the clustering problem for mixtures of bounded covariance distributions, under a fine-grained separation assumption. Specifically, given samples from a $k$-component mixture distribution $D = \sum_{i =1}^k w_i P_i$, where each $w_i…

Machine Learning · Computer Science 2023-12-20 Ilias Diakonikolas , Daniel M. Kane , Jasper C. H. Lee , Thanasis Pittas

We consider a simulation optimization problem for a context-dependent decision-making. A Gaussian mixture model is proposed to capture the performance clustering phenomena of context-dependent designs. Under a Bayesian framework, we develop…

Methodology · Statistics 2020-12-15 Haidong Li , Henry Lam , Yijie Peng

The classical Gaussian mixture model assumes homogeneity within clusters, an assumption that often fails in real-world data where observations naturally exhibit varying scales or intensities. To address this, we introduce the…

Machine Learning · Statistics 2026-04-08 Huan Qing

We have previously reported a Bayesian algorithm for determining the coordinates of points in three-dimensional space from uncertain constraints. This method is useful in the determination of biological molecular structure. It is limited,…

Artificial Intelligence · Computer Science 2013-02-28 Russ B. Altman , Cheng C. Chen , William B. Poland , Jaswinder Pal Singh
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