arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2009.06002stat.MLcs.LG
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正态逆高斯混合模型下非高斯数据的变分贝叶斯聚类

Clustering of non-Gaussian data by variational Bayes for normal inverse Gaussian mixture models

Kogakuin University of Technology and Engineering(工学院大学)

Takashi Takekawa

摘要:

有限混合模型,通常是高斯混合,是众所周知的,并广泛用作基于模型的聚类。在实际情况中,有许多非高斯数据是重尾和/或不对称的。正态逆高斯分布是正态方差均值,其混合密度是逆高斯分布,可以用于半尾和非对称性。对于NIG混合模型,期望最大化方法和变分贝叶斯(VB)算法已经被提出。然而,现有的VB算法对NIG混合物的混合密度的形状是有限的缺点。在本文中,我们提出了另一种VB算法的NIG混合,改进的缺点。我们还提出了一个扩展的Dirichlet过程混合模型,以克服在有限混合模型中确定集群的数量的困难。我们用人工数据评估了性能,发现它优于高斯混合和现有的NIG混合实现,特别是对于高度非规范的数据。

英文摘要:

Finite mixture models, typically Gaussian mixtures, are well known and widely used as model-based clustering. In practical situations, there are many non-Gaussian data that are heavy-tailed and/or asymmetric. Normal inverse Gaussian (NIG) distributions are normal-variance mean which mixing densities are inverse Gaussian distributions and can be used for both haavy-tail and asymmetry. For NIG mixture models, both expectation-maximization method and variational Bayesian (VB) algorithms have been proposed. However, the existing VB algorithm for NIG mixture have a disadvantage that the shape of the mixing density is limited. In this paper, we propose another VB algorithm for NIG mixture that improves on the shortcomings. We also propose an extension of Dirichlet process mixture models to overcome the difficulty in determining the number of clusters in finite mixture models. We evaluated the performance with artificial data and found that it outperformed Gaussian mixtures and existing implementations for NIG mixtures, especially for highly non-normative data.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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