This paper addresses the problem of the adaptation of a Gaussian Mixture Regression (GMR) to a new input distribution, using a limited amount of input-only examples. We propose a new model for GMR adaptation, called Joint GMR (J-GMR), that extends the previously published framework of Cascaded GMR (C-GMR). We provide an exact EM training algorithm for the J-GMR. We discuss the merits of the J-G...

Empirical evidence, obtained from nonparametric estimation of the income distribution, exhibits strong heterogeneity in most populations of interest. It is common, therefore, to suspect that the population is composed of several homogeneous subpopulations. Such an assumption leads us to consider mixed income distributions whose components feature the distributions of the incomes of a particular...

Random vectors on the positive orthant whose distributions possess hidden regular variation are a subclass of those whose distributions are multivariate regularly varying. The concept is an elaboration of the coefficient of tail dependence of Ledford and Tawn(1996, 1997). We provide characterizations and examples of such distribution in terms of mixture models and product models.

In data sets that consist of a large number of clusters, a frequent goal of the analysis is to detect whether heterogeneity exists between clusters. A standard approach taken in the statistical literature is to model the heterogeneity in the framework of a mixture model and to derive a score test to detect heterogeneity. The likelihood function, from which the score test derives, depends heavil...

Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain an explicit expression for the detection boundary. It is shown that the fundamental limits of detection is governed by the behavior of the log-likelihood rati...

This paper is concerned with estimating preference functionals for choice under risk from the choice behaviour of individuals. We note that there is heterogeneity in behaviour between individuals and within individuals. By ‘heterogeneity between individuals’ we mean that people are different, in terms of both their preference functionals and their parameters for these functionals. By ‘heterogen...

ion levels of words document partitioning abstraction levels (a) (b)

ABSTRACT This paper is concerned with improving the attitude estimation accuracy by implementing an adaptive Gaussian sum filter where the a posteriori density function is approximated by a sum of Gaussian density functions. Compared to the traditional Gaussian sum filter, this adaptive approach utilizes the Fokker-Planck-Kolmogorov residual minimization to update the weights associated with di...

When a hybrid Bayesian network has conditionally deterministic variables with continuous parents, the joint density function for the continuous variables does not exist. Conditional linear Gaussian distributions can handle such cases when the continuous variables have a multi-variate normal distribution and the discrete variables do not have continuous parents. In this paper, operations require...