9,205 research outputs found
Statistical physics, mixtures of distributions, and the EM algorithm
We show that there are strong relationships between approaches to optmization and learning based on statistical physics or mixtures of experts. In particular, the EM algorithm can be interpreted as converging either to a local maximum of the mixtures model or to a saddle point solution to the statistical physics system. An advantage of the statistical physics approach is that it naturally gives rise to a heuristic continuation method, deterministic annealing, for finding good solutions
Parsimonious Shifted Asymmetric Laplace Mixtures
A family of parsimonious shifted asymmetric Laplace mixture models is
introduced. We extend the mixture of factor analyzers model to the shifted
asymmetric Laplace distribution. Imposing constraints on the constitute parts
of the resulting decomposed component scale matrices leads to a family of
parsimonious models. An explicit two-stage parameter estimation procedure is
described, and the Bayesian information criterion and the integrated completed
likelihood are compared for model selection. This novel family of models is
applied to real data, where it is compared to its Gaussian analogue within
clustering and classification paradigms
Optimizing an Organized Modularity Measure for Topographic Graph Clustering: a Deterministic Annealing Approach
This paper proposes an organized generalization of Newman and Girvan's
modularity measure for graph clustering. Optimized via a deterministic
annealing scheme, this measure produces topologically ordered graph clusterings
that lead to faithful and readable graph representations based on clustering
induced graphs. Topographic graph clustering provides an alternative to more
classical solutions in which a standard graph clustering method is applied to
build a simpler graph that is then represented with a graph layout algorithm. A
comparative study on four real world graphs ranging from 34 to 1 133 vertices
shows the interest of the proposed approach with respect to classical solutions
and to self-organizing maps for graphs
Mixtures of Shifted Asymmetric Laplace Distributions
A mixture of shifted asymmetric Laplace distributions is introduced and used
for clustering and classification. A variant of the EM algorithm is developed
for parameter estimation by exploiting the relationship with the general
inverse Gaussian distribution. This approach is mathematically elegant and
relatively computationally straightforward. Our novel mixture modelling
approach is demonstrated on both simulated and real data to illustrate
clustering and classification applications. In these analyses, our mixture of
shifted asymmetric Laplace distributions performs favourably when compared to
the popular Gaussian approach. This work, which marks an important step in the
non-Gaussian model-based clustering and classification direction, concludes
with discussion as well as suggestions for future work
Maximum a Posteriori Estimation by Search in Probabilistic Programs
We introduce an approximate search algorithm for fast maximum a posteriori
probability estimation in probabilistic programs, which we call Bayesian ascent
Monte Carlo (BaMC). Probabilistic programs represent probabilistic models with
varying number of mutually dependent finite, countable, and continuous random
variables. BaMC is an anytime MAP search algorithm applicable to any
combination of random variables and dependencies. We compare BaMC to other MAP
estimation algorithms and show that BaMC is faster and more robust on a range
of probabilistic models.Comment: To appear in proceedings of SOCS1
- …