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We study modeling and inference with the Elliptical Gamma Distribution (EGD). We consider maximum likelihood (ML) estimation for EGD scatter matrices, a task for which we develop new fixed-point algorithms. Our algorithms are efficient and…

Computation · Statistics 2018-06-04 Reshad Hosseini , Suvrit Sra , Lucas Theis , Matthias Bethge

Probabilistic Latent Variable Models (LVMs) excel at modeling complex, high-dimensional data through lower-dimensional representations. Recent advances show that equipping these latent representations with a Riemannian metric unlocks…

Machine Learning · Computer Science 2025-05-20 Luis Augenstein , Noémie Jaquier , Tamim Asfour , Leonel Rozo

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

Finite mixture modelling is a popular method in the field of clustering and is beneficial largely due to its soft cluster membership probabilities. A common method for fitting finite mixture models is to employ spectral clustering, which…

Machine Learning · Statistics 2024-03-22 Liam Welsh , Phillip Shreeves

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

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

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…

Machine Learning · Computer Science 2013-01-18 Scott Davies , Andrew Moore

We consider a finite mixture of Gaussian regression model for high- dimensional data, where the number of covariates may be much larger than the sample size. We propose to estimate the unknown conditional mixture density by a maximum…

Statistics Theory · Mathematics 2014-09-05 Emilie Devijver

Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…

Computation · Statistics 2013-08-09 Salvatore Ingrassia , Simona C. Minotti

We explore computational aspects of maximum likelihood estimation of the mixture proportions of a nonparametric finite mixture model -- a convex optimization problem with old roots in statistics and a key member of the modern data analysis…

Computation · Statistics 2023-12-11 Haoyue Wang , Shibal Ibrahim , Rahul Mazumder

Accurate detection of the centerline of a thick linear structure and good estimation of its thickness are challenging topics in many real-world applications such X-ray imaging, remote sensing and lane marking detection in road traffic.…

Computer Vision and Pattern Recognition · Computer Science 2024-05-16 Nafaa Nacereddine , Aicha Baya Goumeidane , Djemel Ziou

We address the estimation problem for general finite mixture models, with a particular focus on the elliptical mixture models (EMMs). Compared to the widely adopted Kullback-Leibler divergence, we show that the Wasserstein distance provides…

Machine Learning · Computer Science 2020-10-09 Shengxi Li , Zeyang Yu , Min Xiang , Danilo Mandic

Problems of probabilistic inference and decision making under uncertainty commonly involve continuous random variables. Often these are discretized to a few points, to simplify assessments and computations. An alternative approximation is…

Artificial Intelligence · Computer Science 2013-03-08 William B. Poland , Ross D. Shachter

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

Methodology · Statistics 2013-03-07 Cinzia Viroli

Hyperbolic geometry is gaining traction in machine learning for its effectiveness at capturing hierarchical structures in real-world data. Hyperbolic spaces, where neighborhoods grow exponentially, offer substantial advantages and…

Machine Learning · Computer Science 2024-03-06 Philippe Chlenski , Ethan Turok , Antonio Moretti , Itsik Pe'er

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…

Machine Learning · Statistics 2019-05-10 Shu Wang , Jonathan G. Yabes , Chung-Chou H. Chang

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

We study the nonparametric maximum likelihood estimator $\widehat{\pi}$ for Gaussian location mixtures in one dimension. It has been known since (Lindsay, 1983) that given an $n$-point dataset, this estimator always returns a mixture with…

Statistics Theory · Mathematics 2025-03-27 Yury Polyanskiy , Mark Sellke

Finite mixture such as the Gaussian mixture is a flexible and powerful probabilistic modeling tool for representing the multimodal distribution widely involved in many estimation and learning problems. The core of it is representing the…

Statistics Theory · Mathematics 2024-01-02 Tiancheng Li , Yan Song , Enbin Song , Hongqi Fan

Our goal is to develop a Bayesian model averaging technique in linear regression models that accommodates heavier tailed error densities than the normal distribution. Motivated by the use of the Huber loss function in the presence of…

Methodology · Statistics 2024-11-26 Shamriddha De , Joyee Ghosh