Questions tagged [gaussian-mixture]

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

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2answers
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 ...
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2answers
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 ...
0
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1answer
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/...
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1answer
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) ...
0
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1answer
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 ...
0
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1answer
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 ...
0
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1answer
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 ...
0
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1answer
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 ...
0
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1answer
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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1answer
20 views

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 ...
0
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1answer
233 views

Confirmatory latent variable cluster analysis with mplus

I would like to do a confirmatory latent class cluster analyses (finite mixtures) with a continuous and several categorical variables. I know how I can constrain binary variables (such as Cluster A ...
-1
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1answer
32 views

Mix of n normals with known locations

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 ...