8,354 research outputs found
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
Location Dependent Dirichlet Processes
Dirichlet processes (DP) are widely applied in Bayesian nonparametric
modeling. However, in their basic form they do not directly integrate
dependency information among data arising from space and time. In this paper,
we propose location dependent Dirichlet processes (LDDP) which incorporate
nonparametric Gaussian processes in the DP modeling framework to model such
dependencies. We develop the LDDP in the context of mixture modeling, and
develop a mean field variational inference algorithm for this mixture model.
The effectiveness of the proposed modeling framework is shown on an image
segmentation task
Automatic Differentiation Variational Inference
Probabilistic modeling is iterative. A scientist posits a simple model, fits
it to her data, refines it according to her analysis, and repeats. However,
fitting complex models to large data is a bottleneck in this process. Deriving
algorithms for new models can be both mathematically and computationally
challenging, which makes it difficult to efficiently cycle through the steps.
To this end, we develop automatic differentiation variational inference (ADVI).
Using our method, the scientist only provides a probabilistic model and a
dataset, nothing else. ADVI automatically derives an efficient variational
inference algorithm, freeing the scientist to refine and explore many models.
ADVI supports a broad class of models-no conjugacy assumptions are required. We
study ADVI across ten different models and apply it to a dataset with millions
of observations. ADVI is integrated into Stan, a probabilistic programming
system; it is available for immediate use
Harmonic Exponential Families on Manifolds
In a range of fields including the geosciences, molecular biology, robotics
and computer vision, one encounters problems that involve random variables on
manifolds. Currently, there is a lack of flexible probabilistic models on
manifolds that are fast and easy to train. We define an extremely flexible
class of exponential family distributions on manifolds such as the torus,
sphere, and rotation groups, and show that for these distributions the gradient
of the log-likelihood can be computed efficiently using a non-commutative
generalization of the Fast Fourier Transform (FFT). We discuss applications to
Bayesian camera motion estimation (where harmonic exponential families serve as
conjugate priors), and modelling of the spatial distribution of earthquakes on
the surface of the earth. Our experimental results show that harmonic densities
yield a significantly higher likelihood than the best competing method, while
being orders of magnitude faster to train.Comment: fixed typ
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