منابع مشابه
On scale mixtures of normal distributions
Suppose that Y has a standard normal distribution and that ohas some distribution on (0, oo) with a continuous or discrete density h(o-) (o-> 0). Then the distribution of X = Yois referred to as a scale mixture of normals, and with a scale mixing density h(o-). A wide class of continuous, unimodal and symmetric distributions on the real line may be constructed as scale mixtures of normals. Many...
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Abstract Mixture of Experts (MoE) is a popular framework for modeling heterogeneity in data for regression, classification and clustering. For continuous data which we consider here in the context of regression and cluster analysis, MoE usually use normal experts, that is, expert components following the Gaussian distribution. However, for a set of data containing a group or groups of observati...
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Natural learners rarely have access to perfectly labeled data { motivating the study of unsupervised learning in an attempt to assign labels. An alternative viewpoint, which avoids the issue of labels entirely , has as the learner's goal the discovery of an eeective metric with which similarity judgments can be made. We refer to this paradigm as metric learning. EEective classiication, for exam...
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Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical likelihoodbased methods, which may have nice practical properties, are inconsistent. In this paper, we recommend a penalized likelihood method for estimating the m...
متن کاملInitializing normal mixtures of densities
It is well known that log-likelihood function for finite mixtures usually has local maxima and therefore the iterative EM algorithm for maximum-likelihood estimation of mixtures may be starting-point dependent. In the present paper we propose a method of choosing initial parameters of mixtures which includes two stages: (a) computation of nonparametric optimally smoothed kernel estimate of the ...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2017
ISSN: 0167-7152
DOI: 10.1016/j.spl.2016.07.024