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1.
Jõgi Henna 《Annals of the Institute of Statistical Mathematics》1985,37(1):235-240
Summary Suppose thatH is a mixture of distributions for a given familyF A necessary and sufficient condition is obtained under whichH is, in fact, a finite mixture. An estimator of the number of distributions constituting the mixture is proposed assuming
that the mixture is finite and its asymptotic properties are investigated. 相似文献
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Samuel Kotz Víctor Leiva Antonio Sanhueza 《Methodology and Computing in Applied Probability》2010,12(1):199-212
This article presents a new family of logarithmic distributions to be called the sinh mixture inverse Gaussian model and its
associated life distribution referred as the extended mixture inverse Gaussian model. Specifically, the density, distribution
function, and moments are developed for the sinh mixture inverse Gaussian distribution. Next, the extended mixture inverse
Gaussian distribution is characterized. A graphical analysis of the densities of the new models is also provided. In addition,
a lifetime analysis is presented for the extended mixture inverse Gaussian distribution. Finally, an example with a real data
set is given to illustrate the methodology, which indicates that the new models result in a better fit to the data than some
other well-known distributions. 相似文献
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Finite mixture models are well known for their flexibility in modeling heterogeneity in data. Model-based clustering is an important application of mixture models, which assumes that each mixture component distribution can adequately model a particular group of data. Unfortunately, when more than one component is needed for each group, the appealing one-to-one correspondence between mixture components and groups of data is ruined and model-based clustering loses its attractive interpretation. Several remedies have been considered in literature. We discuss the most promising recent results obtained in this area and propose a new algorithm that finds partitionings through merging mixture components relying on their pairwise overlap. The proposed technique is illustrated on a popular classification and several synthetic datasets, with excellent results. 相似文献
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非饱和土本构关系的混合物理论(Ⅰ)——非线性本构方程和场方程 总被引:1,自引:1,他引:0
以混合物理论为基础建立了非饱和土非线性本构方程和场方程.把非饱和土作为3种组分构成的饱和混合物来研究.首先根据土力学成果提出了非饱和土混合物的基本假设,推导出适用于非饱和土混合物的熵不等式;然后采用混合物理论处理本构问题的常规方法得出了非饱和土非线性本构方程;最后把非线性本构方程代入混合物组分动量守恒定律,获得了非饱和土各组分运动的非线性场方程;并且给出了非饱和土混合物的能量守恒方程,从而形成了解决非饱和土混合物热力学过程的完备方程组. 相似文献
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在混料试验中,响应变量存在着不确定性,提出了一类新的混料试验模型.基于模糊数的可能性方差理论,为该混料模型定义了D-最优和G-最优设计准则.同时,讨论了该模型最优设计的等价定理,并给出实例分析. 相似文献
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Model of mixture with varying concentrations is a generalization of the classical finite mixture model in which the mixing probabilities (concentrations) vary from observation to observation. We consider the case when the concentrations of the mixture components are known, but no assumptions on the distributions of the observed variable are made. The problem is to estimate the moments of the components’ distributions. We propose a modification of the Horvitz-Thompson weighting for moments estimation by observations from mixture with varying concentrations in presence of sampling bias. Consistency of obtained estimators is demonstrated. Results of simulations are presented. 相似文献
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This paper presents a finite mixture of multivariate betas as a new model-based clustering method tailored to applications where the feature space is constrained to the unit hypercube. The mixture component densities are taken to be conditionally independent, univariate unimodal beta densities (from the subclass of reparameterized beta densities given by Bagnato and Punzo in Comput Stat 28(4):10.1007/s00180-012-367-4, 2013). The EM algorithm used to fit this mixture is discussed in detail, and results from both this beta mixture model and the more standard Gaussian model-based clustering are presented for simulated skill mastery data from a common cognitive diagnosis model and for real data from the Assistment System online mathematics tutor (Feng et al. in J User Model User Adap Inter 19(3):243–266, 2009). The multivariate beta mixture appears to outperform the standard Gaussian model-based clustering approach, as would be expected on the constrained space. Fewer components are selected (by BIC-ICL) in the beta mixture than in the Gaussian mixture, and the resulting clusters seem more reasonable and interpretable. 相似文献
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V. P. Maslov 《Theoretical and Mathematical Physics》2011,168(2):1165-1174
We obtain relations for critical values of the mixture of new ideal gases and write differential equations for the mixture
of real gases. 相似文献
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A mixture distribution involving two two-parameter Weibull distributions is characterized by five parameters. The shape of the failure rate function for the mixture depends on the parameter values and can be one of eight distinct shapes. In this paper we present a complete parametric characterization of the shapes for the failure rate function for the mixture. © 1998 John Wiley & Sons, Ltd. 相似文献
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This paper is concerned with the statistical modeling of the dependence structure of multivariate financial data using the copula, and the application of copula functions in VaR valuation. After the introduction of the pure copula method and the maximum and minimum mixture copula method, authors present a new algorithm based on the more generalized mixture copula functions and the dependence measure, and apply the method to the portfolio of Shanghai stock composite index and Shenzhen stock component index. Comparing with the results from various methods, one can find that the mixture copula method is better than the pure Gaussian copula method and the maximum and minimum mixture copula method on different VaR level. 相似文献
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We describe how to use Schoenberg’s theorem for a radial kernel combined with existing bounds on the approximation error functions for Gaussian kernels to obtain a bound on the approximation error function for the radial kernel. The result is applied to the exponential kernel and Student’s kernel. To establish these results we develop a general theory regarding mixtures of kernels. We analyze the reproducing kernel Hilbert space (RKHS) of the mixture in terms of the RKHS’s of the mixture components and prove a type of Jensen inequality between the approximation error function for the mixture and the approximation error functions of the mixture components. 相似文献
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Denuit Michel Lefèvre Claude Shaked Moshe 《Methodology and Computing in Applied Probability》2000,2(3):231-254
This paper is devoted to the study of the compound Poisson mixture model in an actuarial framework. Using the s-convex stochastic orderings and stochastic s-convexity, several problems involving an unknown mixing parameter with given moments are examined; namely, the specification of the number of support points in a finite mixture model, and the derivation of extremal mixture distributions. The theory is enhanced with the derivation of theoretical and numerical bounds on several quantities of actuarial interest. 相似文献
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The analysis of finite mixture models for exponential repeated data is considered. The mixture components correspond to different unknown groups of the statistical units. Dependency and variability of repeated data are taken into account through random effects. For each component, an exponential mixed model is thus defined. When considering parameter estimation in this mixture of exponential mixed models, the EM-algorithm cannot be directly used since the marginal distribution of each mixture component cannot be analytically derived. In this paper, we propose two parameter estimation methods. The first one uses a linearisation specific to the exponential distribution hypothesis within each component. The second approach uses a Metropolis–Hastings algorithm as a building block of a general MCEM-algorithm. 相似文献
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V. P. Maslov 《Mathematical Notes》2011,89(5-6):706-711
In the paper, relations for the critical values of a mixture of new ideal gases are presented and differential equations for a mixture of real gases are written out. 相似文献
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Computing Normalizing Constants for Finite Mixture Models via Incremental Mixture Importance Sampling (IMIS) 总被引:1,自引:0,他引:1
《Journal of computational and graphical statistics》2013,22(3):712-734
This article proposes a method for approximating integrated likelihoods in finite mixture models. We formulate the model in terms of the unobserved group memberships, z, and make them the variables of integration. The integral is then evaluated using importance sampling over the z. We propose an adaptive importance sampling function which is itself a mixture, with two types of component distributions, one concentrated and one diffuse. The more concentrated type of component serves the usual purpose of an importance sampling function, sampling mostly group assignments of high posterior probability. The less concentrated type of component allows for the importance sampling function to explore the space in a controlled way to find other, unvisited assignments with high posterior probability. Components are added adaptively, one at a time, to cover areas of high posterior probability not well covered by the current importance sampling function. The method is called incremental mixture importance sampling (IMIS).IMIS is easy to implement and to monitor for convergence. It scales easily for higher dimensional mixture distributions when a conjugate prior is specified for the mixture parameters. The simulated values on which the estimate is based are independent, which allows for straightforward estimation of standard errors. The self-monitoring aspects of the method make it easier to adjust tuning parameters in the course of estimation than standard Markov chain Monte Carlo algorithms. With only small modifications to the code, one can use the method for a wide variety of mixture distributions of different dimensions. The method performed well in simulations and in mixture problems in astronomy and medical research. 相似文献
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Paolo Giordani Xiuyan Mun Minh-Ngoc Tran Robert Kohn 《Journal of computational and graphical statistics》2013,22(4):814-829
This article is concerned with multivariate density estimation. We discuss deficiencies in two popular multivariate density estimators—mixture and copula estimators, and propose a new class of estimators that combines the advantages of both mixture and copula modeling, while being more robust to their weaknesses. Our method adapts any multivariate density estimator using information obtained by separately estimating the marginals. We propose two marginally adapted estimators based on a multivariate mixture of normals and a mixture of factor analyzers estimators. These estimators are implemented using computationally efficient split-and-elimination variational Bayes algorithms. It is shown through simulation and real-data examples that the marginally adapted estimators are capable of improving on their original estimators and compare favorably with other existing methods. Supplementary materials for this article are available online. 相似文献
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Advances in Data Analysis and Classification - The two most extended density-based approaches to clustering are surely mixture model clustering and modal clustering. In the mixture model approach,... 相似文献