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Estimating Mixture of Gaussian Processes by Kernel Smoothing
Identifiability EM algorithm Kernel regression Gaussian process Functional principal component analysis
2016/1/20
When the functional data are not homogeneous, e.g., there exist multiple classes of func-tional curves in the dataset, traditional estimation methods may fail. In this paper, we propose a new estimati...
A Mixture of Generalized Hyperbolic Distributions
Mixture Generalized Hyperbolic Distributions
2013/6/13
We introduce a mixture of generalized hyperbolic distributions as an alternative to the ubiquitous mixture of Gaussian distributions as well as their near relatives of which the mixture of multivariat...