arXiv Machine Learning By Xiaolong Wang, Xiangwen Hao, Jing Feng, Yuanyuan Liu, Yong Xu

Identifying parameter couplings and uncertainties of mixed-noise stochastic systems via full-covariance Gaussian mixture network

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arXiv:2608. 15198v1 Announce Type: cross Abstract: Parameter identification of stochastic dynamical systems driven by mixed noises is challenging due to intractable likelihood functions.

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arXiv Machine Learning
Jun 9

Dendrograms of Mixing Measures for Softmax-Gated Gaussian Mixture of Experts: Consistency Without Model Sweeps

arXiv:2510. 12744v2 Announce Type: replace-cross Abstract: We develop a unified statistical framework for softmax-gated Gaussian mixture of experts (SGMoE) that addresses three long-standing obstacles in parameter estimation and model selection: (i) non-identifiability of gating parameters up to common translations, (ii) intrinsic gate-expert interactions that induce coupled differential relations in the likelihood, and (iii) the tight numerator-denominator coupling in the softmax-induced conditional density.

By Do Tien Hai, Trung Nguyen Mai, TrungTin Nguyen, Nhat Ho, Binh T. Nguyen, Christopher Drovandi