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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…

统计方法学 · 统计学 2022-05-13 Alessandro Casa , Andrea Cappozzo , Michael Fop

Probabilistic finite mixture models are widely used for unsupervised clustering. These models can often be improved by adapting them to the topology of the data. For instance, in order to classify spatially adjacent data points similarly,…

计算机视觉与模式识别 · 计算机科学 2022-02-09 Jonathan Vacher , Claire Launay , Ruben Coen-Cagli

Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of…

Analysis of matrix-variate data is becoming increasingly common in the literature, particularly in the field of clustering and classification. It is well-known that real data, including real matrix-variate data, often exhibit high levels of…

统计方法学 · 统计学 2024-07-30 Abbas Mahdavi , Narayanaswamy Balakrishnan , Ahad Jamalizadeh

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 mixture of variance-gamma distributions is introduced and developed for model-based clustering and classification. The latest in a growing line of non-Gaussian mixture approaches to clustering and classification, the proposed mixture of…

统计方法学 · 统计学 2014-12-30 Sharon M. McNicholas , Paul D. McNicholas , Ryan P. Browne

Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…

统计方法学 · 统计学 2024-01-19 Andrew M. Raim , Nagaraj K. Neerchal , Jorge G. Morel

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

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

统计方法学 · 统计学 2014-03-18 Giuliano Galimberti , Elena Scardovi , Gabriele Soffritti

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

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…

统计理论 · 数学 2014-09-05 Emilie Devijver

The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we…

机器学习 · 计算机科学 2016-08-19 Elad Mezuman , Yair Weiss

We investigate the link between regularised self-transport problems and maximum likelihood estimation in Gaussian mixture models (GMM). This link suggests that self-transport followed by a clustering technique leads to principled estimators…

统计理论 · 数学 2023-11-07 Gilles Mordant

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

Hyperbolic space is increasingly used for hierarchical, tree-like, and network-structured data, but likelihood-based density modeling on hyperbolic space remains relatively limited. This paper develops finite mixture modeling with isotropic…

统计方法学 · 统计学 2026-04-29 Kisung You

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…

统计金融 · 定量金融 2016-10-04 Asmerilda Hitaj , Friedrich Hubalek , Lorenzo Mercuri , Edit Rroji

In recent work, robust mixture modelling approaches using skewed distributions have been explored to accommodate asymmetric data. We introduce parsimony by developing skew-t and skew-normal analogues of the popular GPCM family that employ…

统计方法学 · 统计学 2013-11-12 Irene Vrbik , Paul D. McNicholas

Growth mixture models (GMMs) incorporate both conventional random effects growth modeling and latent trajectory classes as in finite mixture modeling; therefore, they offer a way to handle the unobserved heterogeneity between subjects in…

统计方法学 · 统计学 2017-11-15 Yuhong Wei , Yang Tang , Emilie Shireman , Paul D. McNicholas , Douglas L. Steinley

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 paper we introduce a new parametric distribution, the Mixed Tempered Stable. It has the same structure of the Normal Variance Mean Mixtures but the normality assumption leaves place to a semi-heavy tailed distribution. We show that,…

统计金融 · 定量金融 2014-05-30 Edit Rroji , Lorenzo Mercuri