Questions tagged [gaussian-mixture]

A type of mixed distribution or model which assumes subpopulations follow Gaussian distributions.

162 questions
776 views

Gaussian Mixture Model - Model selection using the held-out likelihood?

I am trying to understand how to select the number of components in a Gaussian Mixture Model (GMM). Most presentations mention the use of criteria such as AIC and BIC. But if we simply follow model ...
145 views

PCA for probability vectors

Is there a procedure equivalent to principal component analysis (PCA) for probability vectors? I have an n-by-m array where every column sums to one, and all entries are positive. PCA works in ...
78 views

Decompose/split a single multivariate gauss into random gaussian mixture

Say, there is a single $n$-dimensional multivariate Gaussian. $$Gauss_a(\mu_a,\Sigma_a)$$ $\mu_a$ is $1\times n$ vector and $\Sigma_a$ is $n\times n$ matrix. Is there any easy way to decompose/...
199 views

Number of parameters mixture model

In order to do a LRT between two mixture models with different numbers of components, I need to know the number of parameters. I would like to know the answer both for: a) Gaussian mixture model b) ...
177 views

JAGS mixture models with exogenous regressors

This is my first post,I hope this is the right forum for such a question and I formulate it correctly. I am working with a time series data set where the response y seems to follow a mixture of two ...
83 views

Finding a Dominant Cluster

Super-basic question here: I'm looking for a way to find the dominant cluster of a set of clusters (as in the first image): This is not what I get when I run a Gaussian Mixture model with one ...
96 views

Three component mixture model for element concentration using mixtools in R

As an update to a previously posed question, Fitting a mixture distribution for two approximately normally distributed populations using mixtools in R , I have now fit a three component mixture ...
28 views

How to match sample points to a probabilistic model?

This might be a trivial question I have a probabilistic model, say a Gaussian mixture model of known parameters, and with that I have a set of defined sample points. I would like to know how likely ...
90 views

Is it a known phenomenon for the variance of a component (GMM) to increase without stopping?

I know it can happen for it to decrease dramatically as it overfits on a single datapoint. But I've never read about a component "taking everything over". See the following images (circles are stddevs)...
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How to choose closer gaussian?

Suppose, I have two random number generators with normal distribution, which generated a number. How to decide, to which one it is most probably belong? Should I calculate probability density of each ...
I have data points that are generated with the $n$ normal distributions with the same $\sigma$ and different means. I do not know $n$, but I know that $1 \leq n \leq 4$. I know the possible set of ...