Estimating the number of components in finite mixture models via the group-sort-fuse procedure
From MaRDI portal
Publication:2073694
DOI10.1214/21-AOS2072zbMath1486.62062arXiv2005.11641OpenAlexW3027727313MaRDI QIDQ2073694
Publication date: 7 February 2022
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.11641
Wasserstein distancefinite mixture modelsstrong identifiabilitymaximum penalized likelihood estimation
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Point estimation (62F10)
Related Items
GroupSortFuse ⋮ Determine the number of clusters by data augmentation ⋮ Prices, profits, proxies, and production ⋮ Order selection for regression-based hidden Markov model ⋮ Statistical inference for normal mixtures with unknown number of components
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic Behaviour of the Posterior Distribution in Overfitted Mixture Models
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Convergence rates of parameter estimation for some weakly identifiable finite mixtures
- Hypothesis test for normal mixture models: the EM approach
- One-step sparse estimates in nonconcave penalized likelihood models
- Consistent estimation of a mixing distribution
- Estimating the dimension of a model
- Asymptotics for likelihood ratio tests under loss of identifiability
- Introductory lectures on convex optimization. A basic course.
- Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
- Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
- Rates of convergence for the Gaussian mixture sieve.
- Convergence rates for density estimation with Bernstein polynomials.
- Consistent estimation of mixture complexity.
- Optimal rate of convergence for finite mixture models
- Probability inequalities for likelihood ratios and convergence rates of sieve MLEs
- Convergence of latent mixing measures in finite and infinite mixture models
- MCLUST: Software for model-based cluster analysis
- On posterior contraction of parameters and interpretability in Bayesian mixture modeling
- Strong identifiability and optimal minimax rates for finite mixture estimation
- Optimal estimation of Gaussian mixtures via denoised method of moments
- Robust estimation of mixing measures in finite mixture models
- Finite mixture and Markov switching models.
- A finite mixture distribution for modelling multinomial extra variation
- Bayesian Repulsive Gaussian Mixture Model
- Robust Estimation of Mixture Complexity
- Non-finite Fisher information and homogeneity: an EM approach
- Finite Mixture Models with Concomitant Information: Assessing Diagnostic Criteria for Diabetes
- Bayesian Model Selection in Finite Mixtures by Marginal Density Decompositions
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Testing for a Finite Mixture Model with Two Components
- Mixture Models With a Prior on the Number of Components
- Penalized minimum‐distance estimates in finite mixture models
- Regularization Parameter Selections via Generalized Information Criterion
- Testing the Order of a Finite Mixture
- A Bayesian Information Criterion for Singular Models
- Hidden Markov Models With Applications in Cell Adhesion Experiments
- Order Selection in Finite Mixture Models With a Nonsmooth Penalty
- Identifiability of Finite Mixtures
- On strong identifiability and convergence rates of parameter estimation in finite mixtures
- A new look at the statistical model identification