Bayesian Repulsive Gaussian Mixture Model

We develop a general class of Bayesian repulsive Gaussian mixture models that encourage well-separated clusters, aiming at reducing potentially redundant components produced by independent priors for locations (such as the Dirichlet process). The asymptotic results for the posterior distribution of the proposed models are derived, including posterior consistency and posterior contraction rate in the context of nonparametric density estimation. More importantly, we show that compared to the independent prior on the component centers, the repulsive prior introduces additional shrinkage effect on the tail probability of the posterior number of components, which serves as a measurement of the model complexity. In addition, an efficient and easy-to-implement blocked-collapsed Gibbs sampler is developed based on the exchangeable partition distribution and the corresponding urn model. We evaluate the performance and demonstrate the advantages of the proposed model through extensive simulation studies and real data analysis. The R code is available at https://drive.google.com/open?id=0B_zFse0eqxBHZnF5cEhsUFk0cVE

Model Selection for Gaussian Mixture Models

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 the number of components. A modified EM algorithm is developed to simultaneously select the number of components and to estimate the mixing weights, i.e. the mixing probabilities, and unknown parameters of Gaussian distributions. Simulations and a real data analysis are presented to illustrate the performance of the proposed method

Estimasi Parameter Model Mixture Autoregressive (Mar) Menggunakan Algoritma Ekspektasi Maksimisasi (Em)

Mixture autoregressive (MAR) Model is a mixture of Gaussian autoregressive (AR) components. The mixture model is capable for modelling of nonlinear time series with multimodal conditional distributions. This paper discusses about the parameters estimation using EM algorithm. All possible models are then applied to national maize production data. In this case, the BIC is used for the MAR model selection

Classifying Exoplanets with Gaussian Mixture Model

Recently, Odrzywolek and Rafelski (arXiv:1612.03556) have found three distinct categories of exoplanets, when they are classified based on density. We first carry out a similar classification of exoplanets according to their density using the Gaussian Mixture Model, followed by information theoretic criterion (AIC and BIC) to determine the optimum number of components. Such a one-dimensional classification favors two components using AIC and three using BIC, but the statistical significance from both the tests is not significant enough to decisively pick the best model between two and three components. We then extend this GMM-based classification to two dimensions by using both the density and the Earth similarity index (arXiv:1702.03678), which is a measure of how similar each planet is compared to the Earth. For this two-dimensional classification, both AIC and BIC provide decisive evidence in favor of three components.Comment: 8 pages, 7 figure

A compressible mixture model with phase transition

We introduce a new thermodynamically consistent diffuse interface model of Allen--Cahn/Navier--Stokes type for multi-component flows with phase transitions and chemical reactions. For the introduced diffuse interface model, we investigate physically admissible sharp interface limits by matched asymptotic techniques. We consider two scaling regimes, i.e.~a non-dissipative and a dissipative regime, where we recover in the sharp interface limit a generalized Allen-Cahn/Euler system for mixtures with chemical reactions in the bulk phases equipped with admissible interfacial conditions. The interfacial conditions satify, for instance, a Young--Laplace and a Stefan type law