Drift Detection and Model Selection Algorithms: Concept and Experimental Evaluation

Author(s):  
Piotr Cal ◽  
Michał Woźniak
Author(s):  
JINWEN MA ◽  
TAIJUN WANG

Gaussian mixture modeling is a powerful approach for data analysis and the determination of the number of Gaussians, or clusters, is actually the problem of Gaussian mixture model selection which has been investigated from several respects. This paper proposes a new kind of automated model selection algorithm for Gaussian mixture modeling via an entropy penalized maximum-likelihood estimation. It is demonstrated by the experiments that the proposed algorithm can make model selection automatically during the parameter estimation, with the mixing proportions of the extra Gaussians attenuating to zero. As compared with the BYY automated model selection algorithms, it converges more stably and accurately as the number of samples becomes large.


2011 ◽  
Vol 27 (2) ◽  
pp. 269-296 ◽  
Author(s):  
Jennifer L. Castle ◽  
Xiaochuan Qin ◽  
W. Robert Reed

2011 ◽  
Vol 2 (2) ◽  
Author(s):  
Satkartar K. Kinney ◽  
Jerome P. Reiter ◽  
James O. Berger

Several statistical agencies use, or are considering the use of, multiple imputation to limit the risk of disclosing respondents' identities or sensitive attributes in public use files. For example, agencies can release partially synthetic datasets, comprising the units originally surveyed with some values, such as sensitive values at high risk of disclosure, or values of key identifiers, replaced with multiple imputations. We describe how secondary analysts of such multiply-imputed datasets can implement Bayesian model selection procedures that appropriately condition on the multiple datasets and the information released by the agency about the imputation models. We illustrate by deriving Bayes factor approximations and a data augmentation step for stochastic search variable selection algorithms.


2004 ◽  
Vol 37 (10) ◽  
pp. 2027-2037 ◽  
Author(s):  
Haojun Sun ◽  
Shengrui Wang ◽  
Qingshan Jiang

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