Riemann manifold langevin and hamiltonian monte carlo methods

M Girolami, B Calderhead - … the Royal Statistical Society Series B …, 2011 - academic.oup.com
The paper proposes Metropolis adjusted Langevin and Hamiltonian Monte Carlo sampling
methods defined on the Riemann manifold to resolve the shortcomings of existing Monte …

Non-finite Fisher information and homogeneity: an EM approach

P Li, J Chen, P Marriott - Biometrika, 2009 - academic.oup.com
Even simple examples of finite mixture models can fail to fulfil the regularity conditions that
are routinely assumed in standard parametric inference problems. Many methods have …

Interpolating between sampling and variational inference with infinite stochastic mixtures

RD Lange, AS Benjamin… - Uncertainty in …, 2022 - proceedings.mlr.press
Abstract Sampling and Variational Inference (VI) are two large families of methods for
approximate inference that have complementary strengths. Sampling methods excel at …

[PDF][PDF] Parameter recovery for moment problems on algebraic varieties

M Wageringel - 2022 - osnadocs.ub.uni-osnabrueck.de
One of the main topics in signal processing is the reconstruction of a signal from a set of
measurements. Similarly, in statistics, much interest pertains to finding a ground truth …

Local mixtures of the exponential distribution

KA Anaya-Izquierdo, PK Marriott - Annals of the Institute of Statistical …, 2007 - Springer
A new class of local mixture models called local scale mixture models is introduced. This
class is particularly suitable for the analysis of mixtures of the exponential distribution. The …

Moment ideals of local Dirac mixtures

A Grosdos Koutsoumpelias, M Wageringel - SIAM Journal on Applied Algebra …, 2020 - SIAM
In this paper we study ideals arising from moments of local Dirac measures and their
mixtures. We provide generators for the case of first order local Diracs and explain how to …

Hypothesis testing in finite mixture models

P Li - 2007 - uwspace.uwaterloo.ca
Mixture models provide a natural framework for unobserved heterogeneity in a population.
They are widely applied in astronomy, biology, engineering, finance, genetics, medicine …

Information Geometry and Its Applications: An Overview

F Critchley, P Marriott - … Information Geometry: For Image and Signal …, 2016 - Springer
We give a personal view of what Information Geometry is, and what it is becoming, by
exploring a number of key topics: dual affine families, boundaries, divergences, tensorial …

Mixture models: building a parameter space

V Maroufy, P Marriott - Statistics and Computing, 2017 - Springer
Despite the flexibility and popularity of mixture models, their associated parameter spaces
are often difficult to represent due to fundamental identification problems. This paper looks at …

[PDF][PDF] Algebraic Methods for the Estimation of Statistical Distributions

A Grosdos - 2020 - repositorium.ub.uni-osnabrueck.de
One of the main themes in the field of algebraic statistics is the application of algebraic tools
to statistics. More concretely, methods from combinatorial and computational algebra and …