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相关论文: Model Building for Semiparametric Mixtures

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This paper studies identifiability and convergence behaviors for parameters of multiple types in finite mixtures, and the effects of model fitting with extra mixing components. First, we present a general theory for strong identifiability,…

统计理论 · 数学 2015-01-13 Nhat Ho , XuanLong Nguyen

In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…

统计方法学 · 统计学 2022-12-12 Dietmar Bauer , Sebastian Büscher , Manuel Batram

We introduce a general framework for regression in the errors-in-variables regime, allowing for full flexibility about the dimensionality of the data, observational error probability density types, the (nonlinear) model type and the…

统计方法学 · 统计学 2024-11-19 Wolfgang Hoegele , Sarah Brockhaus

Mixture model-based clustering has become an increasingly popular data analysis technique since its introduction over fifty years ago, and is now commonly utilized within a family setting. Families of mixture models arise when the component…

统计方法学 · 统计学 2019-11-11 Sanjeena Subedi , Paul D. McNicholas

Model selection, via penalized likelihood type criteria, is a standard task in many statistical inference and machine learning problems. Progress has led to deriving criteria with asymptotic consistency results and an increasing emphasis on…

统计理论 · 数学 2022-05-13 TrungTin Nguyen , Faicel Chamroukhi , Hien Duy Nguyen , Florence Forbes

Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…

统计理论 · 数学 2025-11-07 Marie Du Roy de Chaumaray , Michael Levine , Matthieu Marbac

To avoid specification of the error distribution in a regression model, we propose a general nonparametric scale mixture model for the error distribution. For fitting such mixtures, the predictive recursion method is a simple and…

统计方法学 · 统计学 2015-09-03 Ryan Martin , Zhen Han

Mixture modeling, which considers the potential heterogeneity in data, is widely adopted for classification and clustering problems. Mixture models can be estimated using the Expectation-Maximization algorithm, which works with the complete…

统计方法学 · 统计学 2022-03-18 Shonosuke Sugasawa , Genya Kobayashi

This paper deals with nonparametric estimation of conditional den-sities in mixture models in the case when additional covariates are available. The proposed approach consists of performing a prelim-inary clustering algorithm on the…

统计理论 · 数学 2015-02-09 Stéphane Auray , Nicolas Klutchnikoff , Laurent Rouvière

Composite likelihood estimation has an important role in the analysis of multivariate data for which the full likelihood function is intractable. An important issue in composite likelihood inference is the choice of the weights associated…

统计方法学 · 统计学 2015-12-15 Davide Ferrari , Chao Zheng

Mixture models whose components have skewed hypercube contours are developed via a generalization of the multivariate shifted asymmetric Laplace density. Specifically, we develop mixtures of multiple scaled shifted asymmetric Laplace…

统计方法学 · 统计学 2023-03-28 Brian C. Franczak , Cristina Tortora , Ryan P. Browne , Paul D. McNicholas

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

统计方法学 · 统计学 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…

机器学习 · 统计学 2022-08-05 Tianfang Zhang , Rasmus Bokrantz , Jimmy Olsson

Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…

统计方法学 · 统计学 2021-10-19 Edouard Ollier

Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…

统计方法学 · 统计学 2021-03-10 Sai Li , Tony T. Cai , Hongzhe Li

The aim of this paper is to present a mixture composite regression model for claim severity modelling. Claim severity modelling poses several challenges such as multimodality, heavy-tailedness and systematic effects in data. We tackle this…

统计方法学 · 统计学 2021-08-02 Tsz Chai Fung , George Tzougas , Mario Wuthrich

This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…

统计方法学 · 统计学 2022-08-17 Shonosuke Sugasawa , Jae Kwang Kim , Kosuke Morikawa

Finite mixture modelling is a popular method in the field of clustering and is beneficial largely due to its soft cluster membership probabilities. A common method for fitting finite mixture models is to employ spectral clustering, which…

机器学习 · 统计学 2024-03-22 Liam Welsh , Phillip Shreeves

A mixture of multivariate contaminated normal distributions is developed for model-based clustering. In addition to the parameters of the classical normal mixture, our contaminated mixture has, for each cluster, a parameter controlling the…

统计方法学 · 统计学 2016-05-20 Antonio Punzo , Paul D. McNicholas

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