Bayesian mixtures of multiple scale distributions

Abstract : Multiple scale distributions are multivariate distributions that exhibit a variety of shapes not necessarily elliptical while remaining analytical and tractable. In this work we consider mixtures of such distributions for their ability to handle non standard typically non-gaussian clustering tasks. We propose a Bayesian formulation of the mixtures and a tractable inference procedure based on variational approximation. The interest of such a Bayesian formulation is illustrated on an important mixture model selection task, which is the issue of selecting automatically the number of components. We derive promising procedures that can be carried out in a single-run, in contrast to the more costly comparison of information criteria.
Type de document :
Communication dans un congrès
ERCIM, Dec 2018, Pisa, Italy
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https://hal.archives-ouvertes.fr/hal-01941682
Contributeur : Florence Forbes <>
Soumis le : lundi 3 décembre 2018 - 10:52:46
Dernière modification le : mercredi 5 décembre 2018 - 01:03:43

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  • HAL Id : hal-01941682, version 1

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Florence Forbes, Alexis Arnaud, Russell Steele, Benjamin Lemasson, Emmanuel Barbier. Bayesian mixtures of multiple scale distributions. ERCIM, Dec 2018, Pisa, Italy. 〈hal-01941682〉

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