As the classical Gaussian mixture model has some problems of not considering it self’s matching degree of Gaussian density functions, model updating and the background in real video motion detection, made improvements on the three aspects. Optimized Gaussian mixture model’s overall architecture and proposed an improved algorithm according to the analysis of the definition and disadvantages of c...

In a Bayesian mixture model it is not necessary a priori to limit the number of components to be finite. In this paper an infinite Gaussian mixture model is presented which neatly sidesteps the difficult problem of finding the “right” number of mixture components. Inference in the model is done using an efficient parameter-free Markov Chain that relies entirely on Gibbs sampling.

Generalized autoregressive conditional heteroscedasticity (GARCH) models have long been considered as one of the most successful families of approaches for volatility modeling in financial return series. In this paper, we propose an alternative approach based on methodologies widely used in the field of statistical machine learning. Specifically, we propose a novel nonparametric Bayesian mixtur...

Unsupervised anomaly detection on multior high-dimensional data is of great importance in both fundamental machine learning research and industrial applications, for which density estimation lies at the core. Although previous approaches based on dimensionality reduction followed by density estimation have made fruitful progress, they mainly suffer from decoupled model learning with inconsisten...

Unsupervised anomaly detection on multior high-dimensional data is of great importance in both fundamental machine learning research and industrial applications, for which density estimation lies at the core. Although previous approaches based on dimensionality reduction followed by density estimation have made fruitful progress, they mainly suffer from decoupled model learning with inconsisten...

A belief-propagation decoder for low-density lattice codes is given which represents messages explicitly as a mixture of Gaussians functions. The key component is an algorithm for approximating a mixture of several Gaussians with another mixture with a smaller number of Gaussians. This Gaussian mixture reduction algorithm iteratively reduces the number of Gaussians by minimizing the distance be...

Gaussian Processes (GPs) have become a core technique in machine learning over the last decade, with numerous extensions and applications. Although several approaches exist for warping the conditional Gaussian posterior distribution to other members of the exponential family, most tacitly assume a unimodal posterior. In this paper we present a mixture density model (MDM) allowing multi-modal po...