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相关论文: Capturing Patterns via Parsimonious t Mixture Mode…

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We consider the problem of jointly modeling and clustering populations of tensors by introducing a high-dimensional tensor mixture model with heterogeneous covariances. To effectively tackle the high dimensionality of tensor objects, we…

统计方法学 · 统计学 2024-11-21 Biao Cai , Jingfei Zhang , Will Wei Sun

Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…

统计方法学 · 统计学 2025-06-03 Pierdomenico Duttilo , Stefano Antonio Gattone

We show how the expectation-maximization (EM) algorithm can be applied exactly for the fitting of mixtures of general multivariate skew t (MST) distributions, eliminating the need for computationally expensive Monte Carlo estimation. Finite…

统计方法学 · 统计学 2012-09-06 S. X. Lee , G. J. McLachlan

We propose an Anderson Acceleration (AA) scheme for the adaptive Expectation-Maximization (EM) algorithm for unsupervised learning a finite mixture model from multivariate data (Figueiredo and Jain 2002). The proposed algorithm is able to…

机器学习 · 计算机科学 2020-09-29 Truong Nguyen , Guangye Chen , Luis Chacon

Infinite mixture models are commonly used for clustering. One can sample from the posterior of mixture assignments by Monte Carlo methods or find its maximum a posteriori solution by optimization. However, in some problems the posterior is…

机器学习 · 计算机科学 2013-11-26 Işık Barış Fidaner , Ali Taylan Cemgil

This paper describes an algorithm for fitting finite mixtures of unrestricted Multivariate Skew t (FM-uMST) distributions. The package EMMIX-uskew implements a closed-form expectation-maximization (EM) algorithm for computing the maximum…

统计计算 · 统计学 2013-03-29 Sharon X. Lee , Geoffrey J. McLachlan

Multivariate time series forecasting involves predicting future values based on historical observations. However, existing approaches primarily rely on predefined single-scale patches or lack effective mechanisms for multi-scale feature…

机器学习 · 计算机科学 2025-09-24 Huanyao Zhang , Jiaye Lin , Wentao Zhang , Haitao Yuan , Guoliang Li

In this paper we study the computation of the nonparametric maximum likelihood estimator (NPMLE) in multivariate mixture models. Our first approach discretizes this infinite dimensional convex optimization problem by fixing the support…

统计方法学 · 统计学 2024-02-20 Yangjing Zhang , Ying Cui , Bodhisattva Sen , Kim-Chuan Toh

In the mixture modeling frame, this paper presents the polynomial Gaussian cluster-weighted model (CWM). It extends the linear Gaussian CWM, for bivariate data, in a twofold way. Firstly, it allows for possible nonlinear dependencies in the…

统计方法学 · 统计学 2012-07-05 Antonio Punzo

Real-world applications may be affected by outlying values. In the model-based clustering literature, several methodologies have been proposed to detect units that deviate from the majority of the data (rowwise outliers) and trim them from…

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

统计方法学 · 统计学 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general…

机器学习 · 统计学 2018-10-18 Faicel Chamroukhi , Marius Bartcus , Hervé Glotin

Mixture models are among the most popular tools for clustering. However, when the dimension and the number of clusters is large, the estimation of the clusters become challenging, as well as their interpretation. Restriction on the…

应用统计 · 统计学 2021-05-11 Léna Carel , Pierre Alquier

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…

机器学习 · 统计学 2019-02-18 Sebastian Ament , John Gregoire , Carla Gomes

This paper considers the problem of robustly estimating the parameters of a heavy-tailed multivariate distribution when the covariance matrix is known to have the structure of a low-rank matrix plus a diagonal matrix as considered in factor…

统计计算 · 统计学 2019-09-30 Rui Zhou , Junyan Liu , Sandeep Kumar , Daniel P. Palomar

Modern scientific studies often collect data sets in the forms of tensors, which call for innovative statistical analysis methods. In particular, there is a pressing need for tensor clustering methods to understand the heterogeneity in the…

统计方法学 · 统计学 2021-04-27 Qing Mai , Xin Zhang , Yuqing Pan , Kai Deng

An improved mixture of probabilistic principal component analysis (PPCA) has been introduced for nonlinear data-driven process monitoring in this paper. To realize this purpose, the technique of a mixture of probabilistic principal…

统计方法学 · 统计学 2020-12-15 Jingxin Zhang , Hao Chen , Songhang Chen , Xia Hong

Biclustering is used for simultaneous clustering of the observations and variables when there is no group structure known \textit{a priori}. It is being increasingly used in bioinformatics, text analytics, etc. Previously, biclustering has…

统计方法学 · 统计学 2020-09-14 Wangshu Tu , Sanjeena Subedi

In many fields, researchers are interested in large and complex biological processes. Two important examples are gene expression and DNA methylation in genetics. One key problem is to identify aberrant patterns of these processes and…

应用统计 · 统计学 2012-10-03 Matthias Kormaksson , James G. Booth , Maria E. Figueroa , Ari Melnick

Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…

统计方法学 · 统计学 2013-12-30 Allou Samé , Faicel Chamroukhi , Gérard Govaert , Patrice Aknin