paper-with-me

홈 › Papers

Infinite Mixture of Inverted Dirichlet Distributions

2018-07-27 · Zhanyu Ma, Yuping Lai

In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently proposed extended variational inference (EVI) framework is adopted to derive an analytically tractable solution. The convergency of the proposed algorithm is theoretically guaranteed by introducing single lower bound approximation to the original objective function in the VI framework. In principle, the proposed model can be viewed as an infinite inverted Dirichelt mixture model (InIDMM) that allows the automatic determination of the number of mixture components from data. Therefore, the problem of pre-determining the optimal number of mixing components has been overcome. Moreover, the problems of over-fitting and under-fitting are avoided by the Bayesian estimation approach. Comparing with several recently proposed DP-related methods, the good performance and effectiveness of the proposed method have been demonstrated with both synthesized data and real data evaluations.

📄 PDF Abstract BibTeX arXiv:1807.10693

Code (0)

등록된 구현이 없습니다.

Tasks

Variational Inference

Similar Papers 제목 키워드 기반

Convergence of latent mixing measures in finite and infinite mixture models

2011-09-15 · XuanLong Nguyen

This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distanc…

Clustering

Nested Hierarchical Dirichlet Processes for Multi-Level Non-Parametric Admixture Modeling

2015-08-26 · Lavanya Sita Tekumalla, Priyanka Agrawal, Indrajit Bhattacharya

Dirichlet Process(DP) is a Bayesian non-parametric prior for infinite mixture modeling, where the number of mixture components grows with the number of data items. The Hierarchical Dirichlet Process (HDP), is an extensio…

Clustering

The Infinite Mixture of Infinite Gaussian Mixtures

2014-12-01 · NeurIPS 2014 12 · Halid Z. Yerebakan, Bartek Rajwa, Murat Dundar

Dirichlet process mixture of Gaussians (DPMG) has been used in the literature for clustering and density estimation problems. However, many real-world data exhibit cluster distributions that cannot be captured by a singl…

ClusteringDensity Estimation

Bayesian estimation of discrete entropy with mixtures of stick-breaking priors

2012-12-01 · NeurIPS 2012 12 · Evan Archer, Il Memming Park, Jonathan W. Pillow

We consider the problem of estimating Shannon's entropy H in the under-sampled regime, where the number of possible symbols may be unknown or countably infinite. Pitman-Yor processes (a generalization of Dirichlet…

Unsupervised Outlier Detection using Random Subspace and Subsampling Ensembles of Dirichlet Process Mixtures

2024-01-01 · DongWook Kim, Juyeon Park, Hee Cheol Chung, Seonghyun Jeong

Probabilistic mixture models are recognized as effective tools for unsupervised outlier detection owing to their interpretability and global characteristics. Among these, Dirichlet process mixture models stand out as a s…

Outlier DetectionVariational Inference