相关论文: Multidimensional two-component Gaussian mixtures d…
We study biasing as a physical phenomenon by analysing power spectra (PS) and correlation functions (CF) of simulated galaxy samples and dark matter (DM) samples. We apply an algorithm based on the local densities of particles, $\rho$, to…
We consider the problem of estimating the conditional probability distribution of missing values given the observed ones. We propose an approach, which combines the flexibility of deep neural networks with the simplicity of Gaussian mixture…
This work provides a new multinomial resampling procedure for particle filter resampling, focused on the case where the number of samples required is less than or equal to the size of the underlying discrete distribution. This setting is…
We consider the problem of deciding whether a highly incomplete signal lies within a given subspace. This problem, Matched Subspace Detection, is a classical, well-studied problem when the signal is completely observed. High- dimensional…
Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…
This study focuses on statistical inference for compound models of the form $X=\xi_1+\ldots+\xi_N$, where $N$ is a random variable denoting the count of summands, which are independent and identically distributed (i.i.d.) random variables…
The collective interference of partially distinguishable bosons in multi-mode networks is studied via double-sided Feynman diagrams. The probability for many-body scattering events becomes a multi-dimensional tensor-permanent, which…
We consider a new method for estimating the parameters of univariate Gaussian mixture models. The method relies on a nonparametric density estimator $\hat{f}_n$ (typically a kernel estimator). For every set of Gaussian mixture components,…
A new estimation method for the two-component mixture model introduced in \cite{Van13} is proposed. This model consists of a two-component mixture of linear regressions in which one component is entirely known while the proportion, the…
We consider the problem of multivariate density deconvolution when the interest lies in estimating the distribution of a vector-valued random variable but precise measurements of the variable of interest are not available, observations…
Efficiently learning mixture of Gaussians is a fundamental problem in statistics and learning theory. Given samples coming from a random one out of k Gaussian distributions in Rn, the learning problem asks to estimate the means and the…
We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…
By a mixture density is meant a density of the form $\pi_{\mu}(\cdot)=\int\pi_{\theta}(\cdot)\times\mu(d\theta)$, where $(\pi_{\theta})_{\theta\in\Theta}$ is a family of probability densities and $\mu$ is a probability measure on $\Theta$.…
Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…
We investigate mappings $F = (f_1, f_2) \colon \mathbb{R}^2 \to \mathbb{R}^2 $ where $ f_1, f_2 $ are bivariate normal densities from the perspective of singularity theory of mappings, motivated by the need to understand properties of…
We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…
Searches for new physics typically rely on proton-proton collisions, where isolated mass bumps are the primary signatures. However, when a new particle is nearly degenerate in mass with a known Standard Model resonance, it can be partially…
Testing for multi-dimensional white noise is an important subject in statistical inference. Such test in the high-dimensional case becomes an open problem waiting to be solved, especially when the dimension of a time series is comparable to…
Measuring divergence between two distributions is essential in machine learning and statistics and has various applications including binary classification, change point detection, and two-sample test. Furthermore, in the era of big data,…
The contaminated Gaussian distribution represents a simple heavy-tailed elliptical generalization of the Gaussian distribution; unlike the often-considered t-distribution, it also allows for automatic detection of mild outlying or "bad"…