Model selection for Gaussian mixture models
From MaRDI portal
Abstract: 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.
Recommendations
- A non asymptotic penalized criterion for Gaussian mixture model selection
- Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions
- An effective method for selecting the number of components in density mixtures
- Order selection in finite mixture models with a nonsmooth penalty
- Variable Selection in Finite Mixture of Regression Models
Cited in
(67)- Component elimination strategies to fit mixtures of multiple scale distributions
- Component selection and variable selection for mixture regression models
- Community detection in stochastic block models via penalized variational estimation
- Penalized estimation of finite mixture models
- Optimization of the number of components in the mixed model using multi-criteria decision-making
- Root selection in normal mixture models
- Network Inference Using the Hub Model and Variants
- Robust mixture regression modeling based on two-piece scale mixtures of normal distributions
- Estimation and model selection for model-based clustering with the conditional classification likelihood
- Determine the number of states in hidden Markov models via marginal likelihood
- A Lasso-penalized BIC for mixture model selection
- A latent class Cox model for heterogeneous time-to-event data
- Assessment of the number of components in Gaussian mixture models in the presence of multiple local maximizers
- Identifying connected components in Gaussian finite mixture models for clustering
- Clustering discrete data through the multinomial mixture model
- Analysis of a multivariate Gaussian mixture model based on the DRJMCMC method
- A Generalized Competitive Learning Algorithm on Gaussian Mixture with Automatic Model Selection
- Estimation of a clustering model for non Gaussian functional data
- Extending the Gneiting class for modeling spatially isotropic and temporally symmetric vector random fields
- scientific article; zbMATH DE number 2090236 (Why is no real title available?)
- Tuning-free sparse clustering via alternating hard-thresholding
- Finite mixture of varying coefficient model: estimation and component selection
- Statistical inference for normal mixtures with unknown number of components
- A new model selection procedure for finite mixture regression models
- Nonparametric Bayesian inferences on the skewed data using a Dirichlet process mixture model
- Data-driven penalty calibration: a case study for Gaussian mixture model selection
- A note on estimating multivariate Gaussian mixtures with unknown number of components
- An effective method for selecting the number of components in density mixtures
- Estimating finite mixtures of ordinal graphical models
- FBST for Mixture Model Selection
- Penalized proportion estimation for non parametric mixture of regressions
- Penalized estimation in finite mixture of ultra-high dimensional regression models
- Penalized multimodal mixture logit model
- Mixture model selection via hierarchical BIC
- Unsupervised learning of mixture regression models for longitudinal data
- Hybrid Hard-Soft Screening for High-dimensional Latent Class Analysis
- Gaussian mixture models with concave penalized fusion
- Cluster non‐Gaussian functional data
- Semiparametric Fractional Imputation Using Gaussian Mixture Models for Handling Multivariate Missing Data
- Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions
- Explaining mixture models through semantic pattern mining and banded matrix visualization
- A new feature selection method for Gaussian mixture clustering
- Discussion on “Distributional independent component analysis for diverse neuroimaging modalities” by Ben Wu, Subhadip Pal, Jian Kang, and Ying Guo
- Model-based clustering using submixtures of Gaussian distributions
- Model selection for Gaussian regression with random design
- Order selection in finite mixture models with a nonsmooth penalty
- Automated model selection (AMS) on finite mixtures: a new perspective for data modeling
- scientific article; zbMATH DE number 1691487 (Why is no real title available?)
- Fitting a Gaussian mixture model through the Gini index
- scientific article; zbMATH DE number 1759556 (Why is no real title available?)
- Penalized composite likelihood estimation for hidden Markov models with unknown number of states
- Integrated cumulative error (ICE) distance for non-nested mixture model selection: application to extreme values in metal fatigue problems
- Assessing the number of components in finite Gaussian mixtures by generalised Fisher ratio, normalised entropy criterion and functional merging
- A thresholding algorithm for order selection in finite mixture models
- Component selection for exponential power mixture models
- A latent-class model for time-to-event outcomes and high-dimensional imaging data
- Estimation and order selection for multivariate exponential power mixture models
- Model selection for the localized mixture of experts models
- Sparse functional varying-coefficient mixture regression
- Gaussian model selection
- A quick procedure for model selection in the case of mixture of normal densities
- Co-clustering multi-view data using the latent block model
- Order selection in finite mixture models with a nonsmooth penalty
- Order selection in finite mixture models: complete or observed likelihood information criteria?
- Variable selection in finite mixture of generalized estimating equations
- Discussion of a model selection method in time-series mixture models
- A non asymptotic penalized criterion for Gaussian mixture model selection
This page was built for publication: Model selection for Gaussian mixture models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2960508)
