Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

3847691,1531,537 · Jun 202019922001200920172026
48 results for Finite mixture models

New method estimates mixture model components efficiently.

problem Estimating the number of components in finite mixture models.
method Group-Sort-Fuse (GSF) procedure for simultaneous estimation of order and mixing measure.
result GSF achieves consistent estimation of true mixture order and n1/2n^{-1/2} convergence rate.

TAMD prevents degeneracy in finite mixtures, offering strong guarantees but modest practical improvements.

problem Degeneracy in maximum likelihood estimation of finite mixtures.
method Transcendental regularization with analytic barrier functions.
result Strong theoretical guarantees (identifiability, consistency, robustness) but modest practical improvements.

A new method uses Mean Field Games to optimize mixture models of Bernoulli and categorical distributions.

problem Optimizing parameters of finite mixture models of Bernoulli and categorical distributions.
method Mean Field Games theory applied to multi-population systems.
result The Mean Field Games approach provides a method to compute mixture model parameters.

Study on Dirichlet process mixtures for clustering consistency.

problem Consistency of clustering with Dirichlet process mixtures.
method Analysis of posterior distribution as sample size increases, focusing on consistency for the number of clusters.
result Consistency for the number of clusters can be achieved with a properly adapted concentration parameter in a Bayesian setting.

Improved VB algorithm for NIG mixtures outperforms Gaussian mixtures for non-Gaussian data.

problem Clustering non-Gaussian data, especially heavy-tailed and asymmetric.
method Proposed an improved VB algorithm for NIG mixture models and extended Dirichlet process mixture models.
result Outperforms Gaussian mixtures and existing NIG mixture models, especially for highly non-normative data.

Finite mixtures of regression models offer a flexible framework for investigating heterogeneity in data with functional dependencies. These models can be conveniently used for unsupervised learning on data with clear regression relationships. We extend such models by imposing an eigen-decomposition on the multivariate …

2013-12-02abs ↗pdf ↗

A new sampler speeds up Bayesian mixture models.

problem Sampling from Bayesian finite mixture models is slow and hard.
method Introduces a non-reversible sampling scheme for Bayesian finite mixture models.
result The new sampler outperforms classical samplers in many scenarios, especially during convergence.

Model-based clustering imposes a finite mixture modelling structure on data for clustering. Finite mixture models assume that the population is a convex combination of a finite number of densities, the distribution within each population is a basic assumption of each particular model. Among all distributions that have …

2013-11-26abs ↗pdf ↗

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 ask: is it possible to assess how far we are from the global maximum of the likel…

2016-08-18abs ↗pdf ↗

Improved convergence rates for MLE in mixture models using penalized log-likelihood.

problem Convergence rates for MLE in finite mixture models.
method Penalizing log-likelihood to discourage vanishing mixing weights, using Wasserstein distance and new loss functions.
result Improved convergence rates for some mixture components, faster than traditional methods.

A new method detects outliers using ensembles of Dirichlet process mixtures.

problem Challenges in unsupervised outlier detection using Dirichlet process mixtures.
method Ensembles of Dirichlet process Gaussian mixtures with random subspace and subsampling.
result Empirically outperforms existing approaches in unsupervised outlier detection.

Bayesian approach learns nonparametric mixture components from heterogeneous data.

problem Realistic modeling of heterogeneous data populations with nonparametric mixture components.
method Bayesian nonparametric modeling using Dirichlet process mixture priors.
result Posterior contraction rates for component densities are nearly polynomial, improving over deconvolution methods.

New method uses dendrograms for better mixture model selection and clustering.

problem Selecting the correct number of components in finite mixture models.
method Hierarchical clustering tree derived from overfitted latent mixing measures.
result Consistently selects the true number of mixing components and optimal convergence rate for parameter estimation.

Study finds the minimum number of finite Gaussian mixtures for best approximation.

problem Finding the minimum number of finite Gaussian mixtures for best approximation.
method Local moment matching for upper bound and spectral analysis for lower bound.
result Corrects a previous lower bound in the case of Gaussian mixing distributions.

DFMR improves robustness of learning finite mixture models in distributed settings.

problem Learning finite mixture models in distributed settings with Byzantine failures.
method DFMR leverages pairwise L2 distances to filter and retain local estimates, ensuring robust aggregation.
result DFMR achieves optimal convergence rate and asymptotic equivalence to global maximum likelihood estimate.

This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models. The proposed method is shown to be statistically consistent in determining of th…

2013-01-16abs ↗pdf ↗

Conditional diffusion models can approximate target distributions well with Gaussian-mixture reverse kernels.

problem Approximating target distributions in conditional diffusion models.
method Using finite Gaussian mixtures with ReLU-network logits as reverse kernels, reducing the problem to static conditional density approximation.
result The resulting neural reverse-kernel class is dense in conditional KL divergence under exact terminal matching.

Algorithm estimates nonparametric mixtures from grouped data.

problem Estimating identifiable nonparametric mixture models from grouped observations.
method Oracle inequality for weighted kernel density estimators and general consistency result.
result Consistent estimation of mixture components from grouped observations.

New bounds on sample size for identifying mixture models with grouped samples.

problem Identifying mixture models with minimal sample size.
method Generalized identifiability bounds for mixture models with grouped samples.
result Identifiability with (2m1)/(k1)(2m-1)/(k-1) samples per group, with no improvement possible.

NPMLE estimator automatically chooses the right model complexity for Gaussian mixtures.

problem Learning mixture models and empirical Bayes estimation with non-convex likelihoods.
method Nonparametric maximum likelihood estimator (NPMLE) using complex-analytic techniques.
result NPMLE solution has O(logn)O(\log n) atoms with high probability, improving model complexity.

Novel connections between Neyman-Scott processes and Bayesian nonparametric mixture models enable scalable inference.

problem Efficiently modeling and detecting clusters in spatiotemporal data.
method Adapting collapsed Gibbs sampling for Neyman-Scott processes via connections to mixture of finite mixture models.
result Demonstrated scalability and effectiveness on neural spike trains and document streams.

Understanding separation effects on parameter estimation in finite Gaussian mixtures

problem Minimum component separation impact on convergence rates in finite Gaussian mixtures
method Developing a unified geometric framework using Hellinger lower bounds and specialized moment-extraction test functions
result Separation complexity driven by spatial configuration of mixture components

The paper extends sequences while preserving statistical properties using a mixture model.

problem Extending sequences while retaining their statistical properties.
method Auto-regressive Sequence Extension Mixture Model (SEMM) using deep learning.
result The mixture model outperforms traditional neural networks in sequence extension with statistical property retention.

When estimating finite mixture models, it is common to make assumptions on the mixture components, such as parametric assumptions. In this work, we make no distributional assumptions on the mixture components and instead assume that observations from the mixture model are grouped, such that observations in the same gro…

2016-06-30abs ↗pdf ↗

Finite mixture models are statistical models which appear in many problems in statistics and machine learning. In such models it is assumed that data are drawn from random probability measures, called mixture components, which are themselves drawn from a probability measure P over probability measures. When estimating …

2015-02-23abs ↗pdf ↗

How to forecast next year's portfolio-wide credit default rate based on last year's default observations and the current score distribution? A classical approach to this problem consists of fitting a mixture of the conditional score distributions observed last year to the current score distribution. This is a special (…

2014-06-23abs ↗pdf ↗

In this paper, we introduce and evaluate a data-driven staged mixture modeling technique for building density, regression, and classification models. Our basic approach is to sequentially add components to a finite mixture model using the structural expectation maximization (SEM) algorithm. We show that our technique i…

2012-12-12abs ↗pdf ↗

Bayesian models overestimate clusters, but practical summaries can correct this.

problem Bayesian mixture models overestimate the number of clusters.
method Simulations and gene expression data analysis using MCMC summarisation.
result Overestimation is limited in finite samples and can be corrected, but misspecification leads to significant overestimation.

This study analyzes communication constraints in MoE architectures using information theory.

problem Communication constraints in Mixture-of-Experts (MoE) architectures.
method Developed a rate-distortion characterization of finite-rate gating in MoE architectures using information theory.
result Yielded capacity-aware limits for communication-constrained MoE systems.

This paper develops a federated EM algorithm for unsupervised learning of mixture models.

problem Theoretical foundations of unsupervised federated learning are lacking.
method Introduces a federated gradient EM algorithm (FedGrEM) for unsupervised learning of mixture models.
result Theoretical analysis shows FedGrEM outperforms local single-task learning.

Survey on Bayesian inference for Gaussian mixture models.

problem Estimating parameters of Gaussian mixture models using Bayesian methods.
method Uses Bayesian inference to estimate parameters and uncertainty of Gaussian mixture models.
result Bayesian approach provides point estimates and associated uncertainty for mixture model parameters.