搜索结果: 1-15 共查到“理论统计学 Mixtures”相关记录15条 . 查询时间(0.25 秒)
Outlier Detection via Parsimonious Mixtures of Contaminated Gaussian Distributions
Mixture models Model-based classification EM algorithm Contaminated Gaussian distribution Outlier detection Robust estimates Trimmed clustering
2013/6/14
For multivariate continuous data, the contaminated Gaussian distribution - having two parameters indicating the proportion of outliers and the degree of contamination - represents a convenient and nat...
In this short 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 c...
Learning Mixtures of Bernoulli Templates by Two-Round EM with Performance Guarantee
Mixtures of Bernoulli Templates Two-Round EM Performance Guarantee
2013/6/13
Dasgupta showed that a two-round variant of the EM algorithm can learn mixture of Gaussian distributions with near optimal precision with high probability if the Gaussian distributions are well separa...
Convergence rate for predictive recursion estimation of finite mixtures
Density estimation Kullback–Leibler divergence
2011/7/6
Predictive recursion (PR) is a fast stochastic algorithm for nonparametric estimation of mixing distributions in mixture models.
Some covariance models based on normal scale mixtures
cross covariance function Gneiting's class rainfall model spatio-temporal model
2011/3/24
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance ...
Perfect Simulation for Mixtures with Known and Unknown Number of components
Bounding chains Dirichlet process Gibbs sampling Mixtures Optimization Perfect Sam-pling
2011/3/24
We propose and develop a novel and effective perfect sampling methodology for simulating from posteriors corresponding to mixtures with either known (fixed) or unknown number of components. For the la...
Consistent order estimation and the local geometry of mixtures
consistent order estimation penalized likelihood likelihood inequalities uniform law of iterated logarithm empirical process theory bracketing entropy
2010/3/10
Consider an i.i.d. sequence of random variables whose distribution f
lies in one of a nested family of models (Mq)q2N,Mq Mq+1. The smallest
index q such that Mq contains f is called the model orde...
Rates of convergence for the posterior distributions of mixtures of Betas and adaptive nonparametric estimation of the density
Bayesian nonparametric rates of convergence mixtures of Betas adaptive estimation kernel
2010/3/9
In this paper, we investigate the asymptotic properties of nonparametric
Bayesian mixtures of Betas for estimating a smooth density
on [0, 1]. We consider a parametrization of Beta distributions in
...
Graphically dependent and spatially varying Dirichlet process mixtures
local clustering global clustering mixture models nonparametric Bayes Dirichletprocess Gaussian process graphical model spatial dependence
2010/3/9
We consider the problem of clustering grouped and functional data, which are indexed by
a covariate, and assessing the dependency of the clustered groups on the covariate. We assume
that each observ...
Bayesian Inference for Shape Mixtures of Skewed Distributions, with Application to Regression Analysis
Posterior analysis regression model shape parameter skewness symmetry
2009/9/22
We introduce a class of shape mixtures of skewed distributions and
study some of its main properties. We discuss a Bayesian interpretation and some
invariance results of the proposed class. We devel...
Variational inference for Dirichlet process mixtures
Dirichlet processes hierarchical models variational inference image processing Bayesian computation
2009/9/21
Dirichlet process (DP) mixture models are the cornerstone of non-
parametric Bayesian statistics, and the development of Monte-Carlo Markov chain
(MCMC) sampling methods for DP mixtures has enabled ...
The results discussed here are most easily described in words using Bayesian terminology. For each n, there are probability distributions for the data conditional on a parameter, and there is also a p...
A Dynamic Algorithm for Blind Separation of Convolutive Sound Mixtures
Convolutive Mixtures Indeterminacies Dynamic Statistics Update Optimization Blind Separation
2010/4/28
We study an efficient dynamic blind source separation algorithm of
convolutive sound mixtures based on updating statistical information
in the frequency domain, and minimizing the support of time do...
Nonlinear Models Using Dirichlet Process Mixtures
Nonlinear Models Dirichlet Process Mixtures
2010/4/27
We introduce a new nonlinear model for classification, in which we model the joint
distribution of response variable, y, and covariates, x, non-parametrically using Dirichlet process mixtures. We kee...
Bayesian Inference for Linear Dynamic Models with Dirichlet Process Mixtures
Bayesian nonparametrics Dirichlet Process Mixture Markov Chain Monte Carlo Rao-Blackwellization Particle filter
2010/4/26
Using Kalman techniques, it is possible to perform optimal estimation in linear Gaussian statespace models. We address here the case where the noise probability density functions are of unknown functi...