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相关论文: Mixtures of Variance-Gamma Distributions

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We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariate t and skew-t distributions are…

统计方法学 · 统计学 2017-10-09 Ryan P. Browne , Paul D. McNicholas

Model-based clustering imposes a finite mixture modelling structure on data for clustering. Finite mixture models assume that the population is a convex combination of a finite number of densities, the distribution within each population is…

统计方法学 · 统计学 2017-10-09 Cristina Tortora , Paul D. McNicholas , Ryan P. Browne

A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…

统计方法学 · 统计学 2017-10-09 Brian C. Franczak , Ryan P. Browne , Paul D. McNicholas

Parameter estimation for model-based clustering using a finite mixture of normal inverse Gaussian (NIG) distributions is achieved through variational Bayes approximations. Univariate NIG mixtures and multivariate NIG mixtures are…

统计方法学 · 统计学 2017-10-09 Sanjeena Subedi , Paul D. McNicholas

Because of its mathematical tractability, the Gaussian mixture model holds a special place in the literature for clustering and classification. For all its benefits, however, the Gaussian mixture model poses problems when the data is skewed…

应用统计 · 统计学 2020-11-19 Michael P. B. Gallaugher , Paul D. McNicholas , Volodymyr Melnykov , Xuwen Zhu

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

统计计算 · 统计学 2020-05-07 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

Finite mixture models, typically Gaussian mixtures, are well known and widely used as model-based clustering. In practical situations, there are many non-Gaussian data that are heavy-tailed and/or asymmetric. Normal inverse Gaussian (NIG)…

机器学习 · 统计学 2020-09-15 Takashi Takekawa

In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of…

机器学习 · 统计学 2017-11-23 G. Revillon , A. Djafari , C. Enderli

For two vast families of mixture distributions and a given prior, we provide unified representations of posterior and predictive distributions. Model applications presented include bivariate mixtures of Gamma distributions labelled as…

统计理论 · 数学 2020-09-09 Aziz LMoudden , Éric Marchand

The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the…

机器学习 · 统计学 2017-02-01 Abdelghafour Talibi , Boujemâa Achchab , Rafik Lasri

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…

统计方法学 · 统计学 2018-11-13 Yuhong Wei , Yang Tang , Paul D. McNicholas

In this study, a numerical quadrature for the generalized inverse Gaussian distribution is derived from the Gauss-Hermite quadrature by exploiting its relationship with the normal distribution. The proposed quadrature is not Gaussian, but…

统计计算 · 统计学 2020-12-16 Jaehyuk Choi , Yeda Du , Qingshuo Song

A mixture of multiple scaled generalized hyperbolic distributions (MMSGHDs) is introduced. Then, a coalesced generalized hyperbolic distribution (CGHD) is developed by joining a generalized hyperbolic distribution with a multiple scaled…

统计方法学 · 统计学 2018-10-30 Cristina Tortora , Brian C. Franczak , Ryan P. Browne , Paul D. McNicholas

Normal variance-mean mixtures encompass a large family of useful distributions such as the generalized hyperbolic distribution, which itself includes the Student t, Laplace, hyperbolic, normal inverse Gaussian, and variance gamma…

统计理论 · 数学 2011-06-14 Yaming Yu

Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear…

机器学习 · 统计学 2016-07-27 A. Llera , D. Vidaurre , R. H. R. Pruim , C. F. Beckmann

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…

统计方法学 · 统计学 2016-06-21 Gertraud Malsiner-Walli , Sylvia Frühwirth-Schnatter , Bettina Grün

In this paper, we introduce a mixture of skew-t factor analyzers as well as a family of mixture models based thereon. The mixture of skew-t distributions model that we use arises as a limiting case of the mixture of generalized hyperbolic…

统计方法学 · 统计学 2014-05-05 Paula M. Murray , Ryan P. Browne , Paul D. McNicholas

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

最优化与控制 · 数学 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

A method for dimension reduction with clustering, classification, or discriminant analysis is introduced. This mixture model-based approach is based on fitting generalized hyperbolic mixtures on a reduced subspace within the paradigm of…

统计方法学 · 统计学 2017-10-09 Katherine Morris , Paul D. McNicholas

The family of location and scale mixtures of Gaussians has the ability to generate a number of flexible distributional forms. It nests as particular cases several important asymmetric distributions like the Generalised Hyperbolic…

统计方法学 · 统计学 2014-08-05 Darren Wraith , Florence Forbes
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