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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.

168,695 papers · 148 categories

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3787561,1331,511 · Jun 202019922001200920172026
48 results for infinite Gaussian mixture model

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process, the mixture model has the advantages of modeling multimodal data and alleviating…

2013-07-26abs ↗pdf ↗

The paper proposes a Gaussian mixture model for Hilbert-space-valued data.

problem Challenges in characterizing probability measures for infinite-dimensional random objects.
method Gaussian mixture framework based on kernel mean embeddings.
result The proposed algorithm yields a dense class of approximations in infinite-dimensional spaces.

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.

Study of deep neural networks with dependent weights leading to new model limits and properties.

problem Characterizing deep neural networks with dependent weights in the infinite-width limit.
method Modeling weights as a mixture of Gaussian distributions and analyzing the infinite-width limit.
result Characterization of neural network layers by scalar parameters and Lévy measures, leading to new model limits.

A mixture of Gaussians fit to a single curved or heavy-tailed cluster will report that the data contains many clusters. To produce more appropriate clusterings, we introduce a model which warps a latent mixture of Gaussians to produce nonparametric cluster shapes. The possibly low-dimensional latent mixture model allow…

2014-08-09abs ↗pdf ↗

A mixture of Gaussians fit to a single curved or heavy-tailed cluster will report that the data contains many clusters. To produce more appropriate clusterings, we introduce a model which warps a latent mixture of Gaussians to produce nonparametric cluster shapes. The possibly low-dimensional latent mixture model allow…

2012-06-08abs ↗pdf ↗

We show that the visible sector probability density function of the Riemann-Theta Boltzmann machine corresponds to a gaussian mixture model consisting of an infinite number of component multi-variate gaussians. The weights of the mixture are given by a discrete multi-variate gaussian over the hidden state space. This a…

2018-04-20abs ↗pdf ↗

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.

Meta-learning neural networks for better clustering representations.

problem Improving clustering performance with appropriate representations.
method Meta-learning method that trains neural networks for representations using VB inference with an infinite Gaussian mixture model.
result The method achieves higher clustering performance than existing methods.

Study of deep linear neural networks with proportional width and depth.

problem Lack of descriptive power in Gaussian limit of deep linear neural networks.
method Proportional infinite-width infinite-depth limit for deep linear neural networks.
result Characterization of limiting distribution as a nontrivial mixture of Gaussians.

We present the multidimensional membership mixture (M3) models where every dimension of the membership represents an independent mixture model and each data point is generated from the selected mixture components jointly. This is helpful when the data has a certain shared structure. For example, three unique means and …

2012-08-02abs ↗pdf ↗

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.

Confirmation bias leads to biased estimates in noisy data analysis.

problem Confirmation bias affects scientific conclusions in noisy data environments.
method Investigation of confirmation bias in Gaussian mixture models using K-means and EM algorithms.
result Estimates from algorithms are biased and resemble initial hypotheses, not the noise.

The paper uses Gaussian mixture models for Bayesian networks and proposes an optimization algorithm.

problem Modeling nodes in Bayesian networks with complex distributions.
method Gaussian mixture models combined with double iteration algorithm.
result The double iteration algorithm optimizes Gaussian mixture models effectively.

The study bounds the stability of Gaussian mixtures under small perturbations.

problem Stability of Gaussian mixtures under small changes in distribution.
method Deriving an explicit bound on parameter stability of spherical Gaussian Mixture Models (sGMM) in a pre-defined model class.
result Upper bound on parameter distance of close sGMMs to the original sGMM, dependent only on the original model.

Bayesian neural networks with dependent weights converge to Gaussian mixtures.

problem Limitations of standard Gaussian priors in neural networks.
method Posterior analysis with Gaussian likelihood for networks with dependent weights.
result Posterior distribution identified in the wide-width limit, ensuring invertibility of random covariance matrix.

Optimal transport for vector Gaussian mixtures improves efficiency and structure preservation.

problem Optimal mass transport for vector-valued Gaussian mixtures.
method Vectorizing Gaussian mixture models and studying optimal mass transport problems.
result Computational efficiency and structure preservation in optimal mass transport.

This work investigates training infinite mixtures with maximum likelihood for improved uncertainty quantification.

problem Improving uncertainty quantification in neural networks.
method Investigates training infinite mixtures with maximum likelihood instead of variational inference.
result The proposed method leads to stochastic networks with increased predictive variance, improved robustness, and higher entropy on out-of-distribution data.

The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means clustering algorithm. Despite its wide use and applications, there are essentially no …

2016-09-01abs ↗pdf ↗

Deep learning is a hierarchical inference method formed by subsequent multiple layers of learning able to more efficiently describe complex relationships. In this work, Deep Gaussian Mixture Models are introduced and discussed. A Deep Gaussian Mixture model (DGMM) is a network of multiple layers of latent variables, wh…

2017-11-18abs ↗pdf ↗

Study how depth affects inference in deep Bayesian neural networks.

problem Understanding how depth impacts inference in overparameterized linear Bayesian neural networks.
method Interpreting finite deep linear Bayesian neural networks as scale mixtures of Gaussian process predictors.
result Advances analytical understanding of how depth affects inference in a simple class of Bayesian neural networks.

This work approximates finite neural networks with Gaussian processes, providing error bounds and applications in prior selection.

problem Approximating finite neural networks with Gaussian processes for error bounds and uncertainty quantification.
method Iterative approximation of neural network layers as mixtures of Gaussian processes, using optimal transport and Gaussian processes.
result The ability to return a mixture of Gaussian processes that is ε-close to the neural network at a finite set of input points.

This paper tackles online reinforcement learning for unseen tasks with unknown boundaries.

problem Real-world tasks violate assumptions of task distributions, independence, and clear task delineations.
method A mixture of Gaussian Processes models different dynamics, and a transition prior handles temporal dependencies.
result The approach reliably handles task distribution shifts and outperforms alternatives in non-stationary tasks.

Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gaussian αα-stable distribution received much interest in the literature. Here, we introduce a type of expectation maximization algorithm that e…

2017-01-24abs ↗pdf ↗

Study uniform rates for estimating Gaussian mixtures without separation assumption.

problem Estimating parameters in two-component Gaussian mixtures without separation.
method Uniform convergence rates derived using minimax lower bounds and careful analysis of polynomial equalities.
result Phase transition in optimal estimation rate based on mixture balance.

Deep neural networks converge to Gaussian mixtures as layer width increases.

problem Understanding the distribution of outputs from deep neural networks.
method Proof and experiments with a simple model showing the convergence of neural network outputs to Gaussian mixtures.
result Neural networks converge to Gaussian mixtures as the width of the last hidden layer increases.

The mixture of Gaussian distributions, a soft version of k-means , is considered a state-of-the-art clustering algorithm. It is widely used in computer vision for selecting classes, e.g., color, texture, and shapes. In this algorithm, each class is described by a Gaussian distribution, defined by its mean and covarianc…

2016-12-29abs ↗pdf ↗

Study exact community detection in k-community Gaussian mixtures with different intensities.

problem Community detection in k-community Gaussian mixtures with varying intensities.
method Explicitly find the threshold for exact recovery of maximum likelihood estimation.
result Threshold for exact recovery of maximum likelihood estimation is identified.

This paper studies clustering and embedding in high-dimensional Gaussian mixture block models.

problem Clustering and embedding in high-dimensional Gaussian mixture block models.
method Spectral clustering and embedding algorithms for graphs sampled from Gaussian mixture block models.
result Performance analysis of spectral clustering and embedding algorithms for 2-component spherical Gaussian mixtures.

We propose a greedy variational method for decomposing a non-negative multivariate signal as a weighted sum of Gaussians, which, borrowing the terminology from statistics, we refer to as a Gaussian mixture model. Notably, our method has the following features: (1) It accepts multivariate signals, i.e. sampled multivari…

2019-09-01abs ↗pdf ↗

Flexible model captures varying scales in data clusters.

problem Real-world data often exhibits varying scales or intensities, violating the homogeneity assumption of classical Gaussian mixture models.
method Individual-heterogeneous sub-Gaussian mixture model with an efficient spectral method for exact recovery.
result The method provably achieves exact recovery of true cluster labels under mild separation conditions.