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A new maximum approximate likelihood (ML) estimation algorithm for the mixture of Kent distribution is proposed. The new algorithm is constructed via the BSLM (block successive lower-bound maximization) framework and incorporates manifold…

统计计算 · 统计学 2017-09-15 Hien D. Nguyen

The skew-normal and the skew-$t$ distributions are parametric families which are currently under intense investigation since they provide a more flexible formulation compared to the classical normal and $t$ distributions by introducing a…

统计方法学 · 统计学 2012-03-13 Adelchi Azzalini , Reinaldo B. Arellano-Valle

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

We consider the Bayesian estimation of the parameters of a finite mixture model from independent order statistics arising from imperfect ranked set sampling designs. As a cost-effective method, ranked set sampling enables us to incorporate…

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

统计方法学 · 统计学 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

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

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…

信号处理 · 电气工程与系统科学 2024-04-18 Geethu Joseph

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

机器学习 · 计算机科学 2013-01-30 Hagai Attias

In this article the issues are discussed with the Bayesian approach, least-square fits, and most-likely fits. Trying to counter these issues, a method, based on weighted confidence, is proposed for estimating probabilities and other…

统计理论 · 数学 2017-01-26 Fetze Pijlman

Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…

机器学习 · 计算机科学 2016-03-22 Johannes Blömer , Sascha Brauer , Kathrin Bujna

This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…

统计理论 · 数学 2007-08-07 David R. Hunter , Shaoli Wang , Thomas P. Hettmansperger

Bayesian nonparametric mixture models are widely used to cluster observations. However, one major drawback of the approach is that the estimated partition often presents unbalanced clusters' frequencies with only a few dominating clusters…

统计方法学 · 统计学 2026-02-03 Beatrice Franzolini , Giovanni Rebaudo

Laplacian-P-splines (LPS) associate the P-splines smoother and the Laplace approximation in a unifying framework for fast and flexible inference under the Bayesian paradigm. Gaussian Markov field priors imposed on penalized latent variables…

统计方法学 · 统计学 2023-09-18 Philippe Lambert , Oswaldo Gressani

Joint alignment of a collection of functions is the process of independently transforming the functions so that they appear more similar to each other. Typically, such unsupervised alignment algorithms fail when presented with complex data…

机器学习 · 计算机科学 2012-10-19 Marwan A. Mattar , Allen R. Hanson , Erik G. Learned-Miller

Some statistical models are specified via a data generating process for which the likelihood function cannot be computed in closed form. Standard likelihood-based inference is then not feasible but the model parameters can be inferred by…

统计计算 · 统计学 2015-02-20 Michael U. Gutmann , Jukka Corander , Ritabrata Dutta , Samuel Kaski

Finite mixture models are widely used in econometric analyses to capture unobserved heterogeneity. This paper shows that maximum likelihood estimation of finite mixtures of parametric densities can suffer from substantial finite-sample bias…

统计方法学 · 统计学 2026-02-04 Raphaël Langevin

In recent years, methods of approximate parameter estimation have attracted considerable interest in complex problems where exact likelihoods are hard to obtain. In their most basic form, Bayesian methods such as Approximate Bayesian…

统计计算 · 统计学 2015-07-17 Johanna Bertl , Gregory Ewing , Carolin Kosiol , Andreas Futschik

We develop a new computational approach for "focused" optimal Bayesian experimental design with nonlinear models, with the goal of maximizing expected information gain in targeted subsets of model parameters. Our approach considers…

统计计算 · 统计学 2019-03-28 Chi Feng , Youssef M. Marzouk

Our paper deals with inferring simulator-based statistical models given some observed data. A simulator-based model is a parametrized mechanism which specifies how data are generated. It is thus also referred to as generative model. We…

机器学习 · 统计学 2016-01-01 Michael U. Gutmann , Jukka Corander

We consider the problem of recovering a distribution function on the real line from observations additively contaminated with errors following the standard Laplace distribution. Assuming that the latent distribution is completely unknown…

统计方法学 · 统计学 2017-08-21 Catia Scricciolo