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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…
An important and yet difficult problem in fitting multivariate mixture models is determining the mixture complexity. We develop theory and a unified framework for finding the nonparametric maximum likelihood estimator of a multivariate…
Extreme value theory (EVT) is well suited to model extreme events, such as floods, heatwaves, or mechanical failures, which is required for reliability assessment of systems across multiple domains for risk management and loss prevention.…
Modelling block maxima using the generalised extreme value (GEV) distribution is a classical and widely used method for studying univariate extremes. It allows for theoretically motivated estimation of return levels, including extrapolation…
Robust clustering from incomplete data is an important topic because, in many practical situations, real data sets are heavy-tailed, asymmetric, and/or have arbitrary patterns of missing observations. Flexible methods and algorithms for…
Mixture modeling, which considers the potential heterogeneity in data, is widely adopted for classification and clustering problems. Mixture models can be estimated using the Expectation-Maximization algorithm, which works with the complete…
We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The…
Motivated by a recent result of Daskalakis et al. 2018, we analyze the population version of Expectation-Maximization (EM) algorithm for the case of \textit{truncated} mixtures of two Gaussians. Truncated samples from a $d$-dimensional…
Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present…
Multivariate statistical methods are widely used throughout the sciences, including microscopy, however, their utilisation for analysis of electron backscatter diffraction (EBSD) data has not been adequately explored. The basic aim of most…
We propose a novel exponentially-modified Gaussian (EMG) mixture residual model. The EMG mixture is well suited to model residuals that are contaminated by a distribution with positive support. This is in contrast to commonly used robust…
This paper studies the problem of estimating the means $\pm\theta_{*}\in\mathbb{R}^{d}$ of a symmetric two-component Gaussian mixture $\delta_{*}\cdot N(\theta_{*},I)+(1-\delta_{*})\cdot N(-\theta_{*},I)$ where the weights $\delta_{*}$ and…
Gaussian mixture models (GMMs) are ubiquitous in statistical learning, particularly for unsupervised problems. While full GMMs suffer from the overparameterization of their covariance matrices in high-dimensional spaces, spherical GMMs…
Endmember variability is an important factor for accurately unveiling vital information relating the pure materials and their distribution in hyperspectral images. Recently, the extended linear mixing model (ELMM) has been proposed as a…
We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM). In particular, we show that the empirical EM iterates converge to the target parameter vector…
We investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…
The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…
The scaling of Large Language Models (LLMs) is increasingly limited by data quality. Most methods handle data mixing and sample selection separately, which can break the structure in code corpora. We introduce \textbf{UniGeM}, a framework…
Mixtures of Unigrams are one of the simplest and most efficient tools for clustering textual data, as they assume that documents related to the same topic have similar distributions of terms, naturally described by Multinomials. When the…
We consider the fitting of heavy tailed data and distribution with a special attention to distributions with a non--standard shape in the "body" of the distribution. To this end we consider a dense class of heavy tailed distributions…