Mixture Models : Parametric, Semiparametric, and New Directions / Weixin Yao and Sijia Xiang.

Format:

Book

Author/Creator:

Yao, Weixin, author.

Xiang, Sijia, author.

Series:

Monographs on statistics and applied probability (Series) ; 175.

Monographs on statistics and applied probability ; 175

Language:

English

Subjects (All):

Mixture distributions (Probability theory).

Parametric modeling.

R (Computer program language).

Physical Description:

1 online resource (429 pages)

Edition:

First edition.

Place of Publication:

Boca Raton : CRC Press, [2024]

Summary:

"Mixture models are a powerful tool for analyzing complex and heterogeneous datasets across many scientific fields, from finance to genomics. Mixture Models: Parametric, Semiparametric, and New Directions provides an up-to-date introduction to these models, their recent developments, and their implementation using R. It fills a gap in the literature by covering not only the basics of finite mixture models, but also recent developments such as semiparametric extensions, robust modeling, label switching, and high-dimensional modeling"-- Provided by publisher.

Contents:

Cover

Half Title

Series Page

Title Page

Copyright Page

Dedication

Contents

Preface

Symbols

Authors

1. Introduction to mixture models

1.1. Introduction

1.2. Formulations of mixture models

1.3. Identifiability

1.4. Maximum likelihood estimation

1.5. EMalgorithm

1.5.1. Introduction of EM algorithm

1.5.2. EM algorithm for mixture models

1.5.3. Rate of convergence of the EM algorithm

1.5.4. Classification EM algorithms

1.5.5. Stochastic EM algorithms

1.5.6. ECM algorithm and some other extensions

1.5.7. Initial values

1.5.8. Stopping rules

1.6. Some applications of EM algorithm

1.6.1. Mode estimation

1.6.2. Maximize a mixture type objective function

1.7. Multivariate normal mixtures

1.7.1. Introduction

1.7.2. Parsimonious multivariate normal mixture modeling

1.8. The topography of finite normal mixture models

1.8.1. Shapes of some univariate normal mixtures

1.8.2. The topography of multivariate normal mixtures

1.9. Unboundedness of normal mixture likelihood

1.9.1. Restricted MLE

1.9.2. Penalized likelihood estimator

1.9.3. Profile likelihood method

1.10. Consistent root selections for mixture models

1.11. Mixture of skewed distributions

1.11.1. Multivariate skew-symmetric distributions

1.11.2. Finite mixtures of skew distributions

1.12. Semi-supervised mixture models

1.13. Nonparametric maximum likelihood estimate

1.13.1. Introduction

1.13.2. Computations of NPMLE

1.13.3. Normal scale of mixture models

1.14. Mixture models for matrix data

1.14.1. Finite mixtures of matrix normal distributions

1.14.2. Parsimonious models for modeling matrix data

1.15. Fitting mixture models using R

2. Mixture models for discrete data

2.1. Mixture models for categorical data

2.1.1. Mixture of ranking data.

2.1.2. Mixture of multinomial distributions

2.2. Mixture models for counting data

2.2.1. Mixture models for univariate counting data

2.2.2. Count data with excess zeros

2.2.3. Mixture models for multivariate counting data

2.3. Hidden Markov models

2.3.1. The EM algorithm

2.3.2. The forward-backward algorithm

2.4. Latent class models

2.4.1. Introduction

2.4.2. Latent class models

2.4.3. Latent class with covariates

2.4.4. Latent class regression

2.4.5. Latent class model with random effect

2.4.6. Bayes latent class analysis

2.4.7. Multi-level latent class model

2.4.8. Latent transition analysis

2.4.9. Case study

2.4.10. Further reading

2.5. Mixture models for mixed data

2.5.1. Location mixture model

2.5.2. Mixture of latent variable models

2.5.3. The MFA-MD model

2.5.4. The clustMD model

2.6. Fitting mixture models for discrete data using R

3. Mixture regression models

3.1. Mixtures of linear regression models

3.2. Unboundedness of mixture regression likelihood

3.3. Mixture of experts model

3.4. Mixture of generalized linear models

3.4.1. Generalized linear models

3.4.2. Mixtures of generalized linear models

3.5. Hidden Markov model regression

3.5.1. Model setting

3.5.2. Estimation algorithm

3.6. Mixtures of linear mixed-effects models

3.7. Mixtures of multivariate regressions

3.7.1. Multivariate regressions with normal mixture errors

3.7.2. Parameter estimation

3.7.3. Mixtures of multivariate regressions

3.8. Seemingly unrelated clusterwise linear regression

3.8.1. Mixtures of Gaussian seemingly unrelated linear regression models

3.8.2. Maximum likelihood estimation

3.9. Fitting mixture regression models using R

4. Bayesian mixture models

4.1. Introduction

4.2. Markov chain Monte Carlo methods.

4.2.1. Hastings-Metropolis algorithm

4.2.2. Gibbs sampler

4.3. Bayesian approach to mixture analysis

4.4. Conjugate priors for Bayesian mixture models

4.5. Bayesian normal mixture models

4.5.1. Bayesian univariate normal mixture models

4.5.2. Bayesian multivariate normal mixture models

4.6. Improper priors

4.7. Bayesian mixture models with unknown numbers of components

4.8. Fitting Bayesian mixture models using R

5. Label switching for mixture models

5.1. Introduction of label switching

5.2. Loss functions-based relabeling methods

5.2.1. KL algorithm

5.2.2. The K-means method

5.2.3. The determinant-based loss

5.2.4. Asymptotic normal likelihood method

5.3. Modal relabeling methods

5.3.1. Ideal labeling based on the highest posterior density region

5.3.2. Introduction of the HPD modal labeling method

5.3.3. ECM algorithm

5.3.4. HPD modal labeling credibility

5.4. Soft probabilistic relabeling methods

5.4.1. Model-based labeling

5.4.2. Probabilistic relabeling strategies

5.5. Label switching for frequentist mixture models

5.6. Solving label switching for mixture models using R

6. Hypothesis testing and model selection for mixture models

6.1. Likelihood ratio tests for mixture models

6.2. LRT based on bootstrap

6.3. Information criteria in model selection

6.4. Cross-validation for mixture models

6.5. Penalized mixture models

6.6. EM-test for finite mixture models

6.6.1. EM-test in single parameter component density

6.6.2. EM-test in normal mixture models with equal variance

6.6.3. EM-test in normal mixture models with unequal variance

6.7. Hypothesis testing based on goodness-of-fit tests

6.8. Model selection for mixture models using R

7. Robust mixture regression models

7.1. Robust linear regression

7.1.1. M-estimators.

7.1.2. Generalized M-estimators (GM-estimators)

7.1.3. R-estimators

7.1.4. LMS estimators

7.1.5. LTS estimators

7.1.6. S-estimators

7.1.7. Generalized S-estimators (GS-estimators)

7.1.8. MM-estimators

7.1.9. Robust and efficient weighted least squares estimator

7.1.10. Robust regression based on regularization of case-specific parameters

7.1.11. Summary

7.2. Robust estimator based on a modified EM algorithm

7.3. Robust mixture modeling by heavy-tailed error densities

7.3.1. Robust mixture regression using t-distribution

7.3.2. Robust mixture regression using Laplace distribution

7.4. Scale mixtures of skew-normal distributions

7.5. Robust EM-type algorithm for log-concave mixture regression models

7.6. Robust estimators based on trimming

7.7. Robust mixture regression modeling by cluster-weighted modeling

7.8. Robust mixture regression via mean-shift penalization

7.9. Some numerical comparisons

7.10. Fitting robust mixture regression models using R

8. Mixture models for high-dimensional data

8.1. Challenges of high-dimensional mixture models

8.2. Mixtures of factor analyzers

8.2.1. Factor analysis (FA)

8.2.2. Mixtures of factor analyzers (MFA)

8.2.3. Parsimonious mixtures of factor analyzers

8.3. Model-based clustering based on reduced projections

8.3.1. Clustering with envelope mixture models

8.3.2. Envelope EM algorithm for CLEMM

8.4. Regularized mixture modeling

8.5. Subspace methods for mixture models

8.5.1. Introduction

8.5.2. High-dimensional GMM

8.6. Variable selection for mixture models

8.7. High-dimensional mixture modeling through random projections

8.8. Multivariate generalized hyperbolic mixtures

8.9. High-dimensional mixture regression models

8.10. Fitting high-dimensional mixture models using R.

9. Semiparametric mixture models

9.1. Why semiparametric mixture models?

9.2. Semiparametric location shifted mixture models

9.3. Two-component semiparametric mixture models with one known component

9.4. Semiparametric mixture models with shape constraints

9.5. Semiparametric multivariate mixtures

9.6. Semiparametric hidden Markov models

9.6.1. Estimation methods

9.7. Bayesian nonparametric mixture models

9.8. Fitting semiparametric mixture models using R

9.9. Proofs

10. Semiparametric mixture regression models

10.1. Why semiparametric regression models?

10.2. Mixtures of nonparametric regression models

10.3. Mixtures of regression models with varying proportions

10.4. Machine learning embedded semiparametric mixtures of regressions

10.5. Mixture of regression models with nonparametric errors

10.6. Semiparametric regression models for longitudinal/functional data

10.7. Semiparmetric hidden Markov models with covariates

10.8. Some other semiparametric mixture regression models

10.9. Fitting semiparametric mixture regression models using R

10.10. Proofs

Bibliography

Index.

Notes:

Includes bibliographical references and index.

Description based on publisher supplied metadata and other sources.

Description based on print version record.

ISBN:

9781003038511

1003038514

9781040009901

1040009905

OCLC:

1438950367