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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.
2
votes
3
answers
2k
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What is the probabilistic counterpart of weighted K-Means
Gaussian mixture models (GMM) can be seen as the probabilistic counterparts of the k-means clustering algorithm. Weighted k-means takes a set of weighted samples and arranges the centroids according t …
2
votes
1
answer
980
views
Estimate gaussian (mixture) density from a set of weighted samples
Assume I have a set of weighted samples, where each samples has a corresponding weight between 0 and 1. I'd like to estimate the parameters of a gaussian mixture distribution that is biased towards th …