scholarly journals Learning Diagonal Gaussian Mixture Models and Incomplete Tensor Decompositions

Author(s):  
Bingni Guo ◽  
Jiawang Nie ◽  
Zi Yang

AbstractThis paper studies how to learn parameters in diagonal Gaussian mixture models. The problem can be formulated as computing incomplete symmetric tensor decompositions. We use generating polynomials to compute incomplete symmetric tensor decompositions and approximations. Then the tensor approximation method is used to learn diagonal Gaussian mixture models. We also do the stability analysis. When the first and third order moments are sufficiently accurate, we show that the obtained parameters for the Gaussian mixture models are also highly accurate. Numerical experiments are also provided.

2017 ◽  
Vol 34 (10) ◽  
pp. 1399-1414 ◽  
Author(s):  
Wanxia Deng ◽  
Huanxin Zou ◽  
Fang Guo ◽  
Lin Lei ◽  
Shilin Zhou ◽  
...  

2013 ◽  
Vol 141 (6) ◽  
pp. 1737-1760 ◽  
Author(s):  
Thomas Sondergaard ◽  
Pierre F. J. Lermusiaux

Abstract This work introduces and derives an efficient, data-driven assimilation scheme, focused on a time-dependent stochastic subspace that respects nonlinear dynamics and captures non-Gaussian statistics as it occurs. The motivation is to obtain a filter that is applicable to realistic geophysical applications, but that also rigorously utilizes the governing dynamical equations with information theory and learning theory for efficient Bayesian data assimilation. Building on the foundations of classical filters, the underlying theory and algorithmic implementation of the new filter are developed and derived. The stochastic Dynamically Orthogonal (DO) field equations and their adaptive stochastic subspace are employed to predict prior probabilities for the full dynamical state, effectively approximating the Fokker–Planck equation. At assimilation times, the DO realizations are fit to semiparametric Gaussian Mixture Models (GMMs) using the Expectation-Maximization algorithm and the Bayesian Information Criterion. Bayes’s law is then efficiently carried out analytically within the evolving stochastic subspace. The resulting GMM-DO filter is illustrated in a very simple example. Variations of the GMM-DO filter are also provided along with comparisons with related schemes.


2013 ◽  
Vol 61 (12) ◽  
pp. 1696-1709 ◽  
Author(s):  
Paulo Drews ◽  
Pedro Núñez ◽  
Rui P. Rocha ◽  
Mario Campos ◽  
Jorge Dias

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