相关论文: Estimating the Number of Components in a Mixture o…
The latent position cluster model is a popular model for the statistical analysis of network data. This approach assumes that there is an underlying latent space in which the actors follow a finite mixture distribution. Moreover, actors…
The automatic configuration of Mixed-Integer Programming (MIP) optimizers has become increasingly critical as the large number of configurations can significantly affect solver performance. Yet the lack of standardized evaluation frameworks…
This report introduces a parsimonious structure for mixture of autoregressive models, where the weighting coefficients are determined through latent random variables as functions of all past observations. These variables follow a hidden…
In Chib (1995), a method for approximating marginal densities in a Bayesian setting is proposed, with one proeminent application being the estimation of the number of components in a normal mixture. As pointed out in Neal (1999) and…
In this paper, we present a method for computing the marginal likelihood, also known as the model likelihood or Bayesian evidence, from Markov Chain Monte Carlo (MCMC), or other sampled posterior distributions. In order to do this, one…
Evaluation of the marginal likelihood plays an important role in model selection problems. The widely applicable Bayesian information criterion (WBIC) and singular Bayesian information criterion (sBIC) give approximations to the log…
Mixture models whose components have skewed hypercube contours are developed via a generalization of the multivariate shifted asymmetric Laplace density. Specifically, we develop mixtures of multiple scaled shifted asymmetric Laplace…
Let $\pi$ denote the intractable posterior density that results when the likelihood from a multivariate linear regression model with errors from a scale mixture of normals is combined with the standard non-informative prior. There is a…
This paper presents a new Bayesian model and algorithm for nonlinear unmixing of hyperspectral images. The model proposed represents the pixel reflectances as linear combinations of the endmembers, corrupted by nonlinear (with respect to…
This paper outlines a Bayesian approach to estimate finite mixtures of Tobit models. The method consists of an MCMC approach that combines Gibbs sampling with data augmentation and is simple to implement. I show through simulations that the…
The bottom-up saliency, an early stage of humans' visual attention, can be considered as a binary classification problem between centre and surround classes. Discriminant power of features for the classification is measured as mutual…
Recent advances in nonlinear Independent Component Analysis (ICA) provide a principled framework for unsupervised feature learning and disentanglement. The central idea in such works is that the latent components are assumed to be…
In this paper, we propose the Lipschitz margin ratio and a new metric learning framework for classification through maximizing the ratio. This framework enables the integration of both the inter-class margin and the intra-class dispersion,…
We present a new version of the truncated harmonic mean estimator (THAMES) for univariate or multivariate mixture models. The estimator computes the marginal likelihood from Markov chain Monte Carlo (MCMC) samples, is consistent,…
Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…
We describe a criterion for the detection of entanglement between two multi-boson systems. The criterion is based on calculating correlations of Gell-Mann matrices with a fixed boson number on each subsystem. This applies naturally to…
We derive a new Bayesian Information Criterion (BIC) by formulating the problem of estimating the number of clusters in an observed data set as maximization of the posterior probability of the candidate models. Given that some mild…
Analysing multiple evidence sources is often feasible only via a modular approach, with separate submodels specified for smaller components of the available evidence. Here we introduce a generic framework that enables fully Bayesian…
This paper is concerned with learning of mixture regression models for individuals that are measured repeatedly. The adjective "unsupervised" implies that the number of mixing components is unknown and has to be determined, ideally by data…
This paper studies a Markov network model for unbalanced data, aiming to solve the problems of classification bias and insufficient minority class recognition ability of traditional machine learning models in environments with uneven class…