I consider the problem of finding all the modes of a mixture of multivariate Gaussian distributions, which has applications in clustering and regression. I derive exact formulas f...
Abstract--The question of polynomial learnability of probability distributions, particularly Gaussian mixture distributions, has recently received significant attention in theoreti...
Abstract. Bayesian approaches to density estimation and clustering using mixture distributions allow the automatic determination of the number of components in the mixture. Previou...
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...