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This paper introduces the Univariate Gaussian Mixture Model Neural Network (uGMM-NN), a novel neural architecture that embeds probabilistic reasoning directly into the computational units of deep networks. Unlike traditional neurons, which…

Machine Learning · Computer Science 2026-01-05 Zakeria Sharif Ali

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

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

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

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

Applications · Statistics 2023-04-12 Trevor Harris , Bo Li , Ryan Sriver

Single-channel deep speech enhancement approaches often estimate a single multiplicative mask to extract clean speech without a measure of its accuracy. Instead, in this work, we propose to quantify the uncertainty associated with clean…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-16 Huajian Fang , Timo Gerkmann

Probability theory has become the predominant framework for quantifying uncertainty across scientific and engineering disciplines, with a particular focus on measurement and control systems. However, the widespread reliance on simple…

Probabilistic time series forecasting is crucial for quantifying future uncertainty, with significant applications in fields such as energy and finance. However, existing methods often rely on computationally expensive sampling or…

Machine Learning · Computer Science 2026-01-21 Lei Liu , Tengyuan Liu , Hongwei Zhao , Jiahui Huang , Ruibo Guo , Bin Li

We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…

Machine Learning · Computer Science 2023-06-21 Xing Yan , Yonghua Su , Wenxuan Ma

In domains with interdependent data, such as graphs, quantifying the epistemic uncertainty of a Graph Neural Network (GNN) is challenging as uncertainty can arise at different structural scales. Existing techniques neglect this issue or…

Machine Learning · Computer Science 2025-02-28 Dominik Fuchsgruber , Tom Wollschläger , Stephan Günnemann

We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…

Machine Learning · Statistics 2018-06-04 Reshad Hosseini , Suvrit Sra

This work focuses on optimizing the hybrid quantum noise model to improve the capacity of Gaussian quantum channels using Machine Learning (ML) generated clusters. The work specifically leverages Gaussian Mixture Model (GMM) and the…

Signal Processing · Electrical Eng. & Systems 2025-01-24 Mouli Chakraborty , Anshu Mukherjee , Ioannis Krikidis , Avishek Nag , Subhash Chandra

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

We derive an asymptotic expansion for the log likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for…

Statistics Theory · Mathematics 2020-06-30 Anya Katsevich , Afonso Bandeira

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 Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

In this work, we investigate Gaussian Mixture Models ({\it abbrv} GMM) and the related problem of non parametric maximum likelihood estimation ({\it abbrv} NPMLE) from the perspective of statistical mechanics. In particular, we establish…

Statistics Theory · Mathematics 2026-03-25 Subhroshekhar Ghosh , Adityanand Guntuboyina , Satyaki Mukherjee , Hoang-Son Tran

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…

Machine Learning · Statistics 2025-11-10 Tom Szwagier , Pierre-Alexandre Mattei , Charles Bouveyron , Xavier Pennec

Contextual optimization enhances decision quality by leveraging side information to improve predictions of uncertain parameters. However, existing approaches face significant challenges when dealing with multimodal or mixtures of…

Optimization and Control · Mathematics 2025-09-19 YoungChul Yoon , Grani A. Hanasusanto , Yijie Wang

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai
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