Probability Density Estimation via an Infinite Gaussian Mixture Model: Application to Statistical Process Monitoring

DOI10.1111/j.1467-9876.2006.00560.xzbMath1109.62123OpenAlexW1982724156MaRDI QIDQ3435369

A. Julian Morris, Elaine B. Martin, Tao Chen

Publication date: 26 April 2007

Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL: http://epubs.surrey.ac.uk/6482/2/tchen06-jrscc.pdf

zbMATH Keywords

probability density estimationMarkov chain Monte Carlo methodsDirichlet process mixturesinfinite Gaussian mixture modelmultivariate statistical process monitoring

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric tolerance and confidence regions (62G15) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (4)

Robust probabilistic PCA with missing data and contribution analysis for outlier detection ⋮ Semiadaptive fault diagnosis via variational Bayesian mixture factor analysis with application to wastewater treatment ⋮ Adaptive fault detection and diagnosis using parsimonious Gaussian mixture models trained with distributed computing techniques ⋮ Advances and applications of chance-constrained approaches to systems optimisation under uncertainty

Cites Work

• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• Control Procedures for Residuals Associated with Principal Component Analysis
• Adaptive Rejection Sampling for Gibbs Sampling

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