Questions tagged [finite-mixture-model]
a model that represents the presence of subpopulations within an overall population and describes the data in terms of a mixture distribution.
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Is omitting the mixture components with small weight enough to select the number of mixture components
I had a discussion with one of my colleagues and he told me that if we fit k- mixture components and some of them are very small, then we can remove them and hence we select the number of the mixture ...
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EM-algorithm for spatial data
I am very new to Geostatistics (Modeling spatial data) and have some questions:
1- I found that in many literature, the spatial random field is divided into spatial bins. That is, suppose I am ...
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Hypothesis Test Finite Sample Spatial Gaussian Mixture Model
I have $n$ observations of pairs $(x, y)$ and three different models I would like to compare. Model0 is nested within Model1. Model0 is also nested within Model2. I would like to do hypothesis ...
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Example of nonidentification mixture
Consider a continuous r.v. $X$ with pdf $f$ obeying the following finite mixture model for each $x\in \mathbb{R}$:
$$
f(x)=\sum_{k=1}^K \lambda_k f_k(x) \quad \lambda_k\geq 0, \sum_k\lambda_k=1
$$
...
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Mixture distributions: an intuition on why we cannot infer the number of mixture components by visual inspection
I am studying mixture models and I would like your help with this question:
Consider the distribution $\Gamma$ and assume it is a finite mixture distribution, i.e., $\Gamma=\sum_{k=1}^K \Gamma_k \...
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MMD to estimate coefficients of a finite mixture is not quadratic?
I am trying to find a relatively fast density estimation by matching RKHS embeddings. I am somehow surprised by my findings and would like a sanity check:
I have some observations $y_1, ..., y_n \in [...
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Proposal parameterization accuracy for Importance Sampling
Suppose I am fitting a Bayesian mixture model that's structured as follows:
$$
Y_i | (z_i = k) \sim \mathcal{N}(\mu_k, \sigma_k^2), \quad k = 1, \cdots, K
$$
$$
z_i \sim \text{Mult}(1; w_{i1}, \cdots, ...
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Is it possible to fit a latent class regression where the latent class is grouped by 1 variable, but there is a random intercept by another variable?
The data generating process I am interested in is the following:
$$y_i=\beta_g x_i+\epsilon_t+\epsilon_i$$
$$S(i)=s, G(s)=g$$
What this means is that that the $i$th observation, which is made of ...
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Is there a way to make a latent class a predictor of a latent growth model?
I was wondering if it is possible to run a second-order latent growth model,
where latent classes can be added as a covariate?
I have three variables of which I have 7 repeated measures, say, variable ...
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How to calculate standard errors in the finite mixture model
I have a panel dataset, and I am estimating a self-defined likelihood function using finite mixture model.
$$
L_i(\theta)=p\prod^T_tL(y_{it}(\theta)|type1) + (1-p)\prod^T_tL(y_{it}(\theta)|type2)
$$
$...
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Feature importance in expectation maximization
The context is using EM algorithm for a mixture model - more precisely Dirichlet Multinomial Mixture, as discussed in Dirichlet Multinomial Mixtures: Generative Models for Microbial Metagenomics. One ...
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Inference of a mixture of logistic regression from simulation data in R
Here is the setup and the code that allows to simulate the mixture of 15 component of logistic regression; here each component has 5 common variables that it shares with the other component (with ...
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Is it possible to implement Growth Mixture Models/Latent Class Mixed Models in Python? If so, how? R has packages such as lcmm and flexmix for this [closed]
R has lots of support for Finite Mixture Models, as well as specialized packages for more specific Mixture Models for approaches such as Latent Class Mixed Models (lcmm package) and Growth Mixture ...
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When to use Mixture Models (e.g., Latent Class Analysis) vs. Cluster Analysis (e.g., K-Means) for segmenting subpopulations?
I have watched a video describing the differences between Cluster Analysis and Mixture Models. https://www.youtube.com/watch?v=HwsMZwhO7wU&t=2s
Clustering determines compact clusters and assigns ...
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Generate unbalanced sample [closed]
Suppose we have $N$ individuals consisting of two different groups, A and B. Each group contains $N/2$ people. The label of each individual $Z$ follows a binary distribution with probability $P(Z=A)=P(...
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