In this paper, we propose a novel sparse source separation method that can be applied even if the number of sources is unknown. Recently, many sparse source separation approaches ...
The problem of merging Gaussian mixture components is discussed in situations where a Gaussian mixture is fitted but the mixture components are not separated enough from each othe...
We propose a variational bayes approach to the problem of robust estimation of gaussian mixtures from noisy input data. The proposed algorithm explicitly takes into account the un...
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
Nonparametric Bayesian mixture models, in particular Dirichlet process (DP) mixture models, have shown great promise for density estimation and data clustering. Given the size of ...