Viroli, Cinzia, McLachlan, Geoffrey J.

Deep learning is a hierarchical inference method formed by subsequent multiple layers of learning able to more efficiently describe complex relationships. In this work, Deep Gaussian Mixture Models are introduced and discussed. A Deep Gaussian Mixture model (DGMM) is a network of multiple layers of latent variables, where, at each layer, the variables follow a mixture of Gaussian distributions. Thus, the deep mixture model consists of a set of nested mixtures of linear models, which globally provide a nonlinear model able to describe the data in a very flexible way. In order to avoid overparameterized solutions, dimension reduction by factor models can be applied at each layer of the architecture thus resulting in deep mixtures of factor analysers.

Chamroukhi, Faicel, Bartcus, Marius, Glotin, Hervé

The parsimonious Gaussian mixture models, which exploit an eigenvalue decomposition of the group covariance matrices of the Gaussian mixture, have shown their success in particular in cluster analysis. Their estimation is in general performed by maximum likelihood estimation and has also been considered from a parametric Bayesian prospective. We propose new Dirichlet Process Parsimonious mixtures (DPPM) which represent a Bayesian nonparametric formulation of these parsimonious Gaussian mixture models. The proposed DPPM models are Bayesian nonparametric parsimonious mixture models that allow to simultaneously infer the model parameters, the optimal number of mixture components and the optimal parsimonious mixture structure from the data. We develop a Gibbs sampling technique for maximum a posteriori (MAP) estimation of the developed DPMM models and provide a Bayesian model selection framework by using Bayes factors. We apply them to cluster simulated data and real data sets, and compare them to the standard parsimonious mixture models. The obtained results highlight the effectiveness of the proposed nonparametric parsimonious mixture models as a good nonparametric alternative for the parametric parsimonious models.

Deledalle, Charles-Alban, Parameswaran, Shibin, Nguyen, Truong Q.

Patch priors have became an important component of image restoration. A powerful approach in this category of restoration algorithms is the popular Expected Patch Log-likelihood (EPLL) algorithm. EPLL uses a Gaussian mixture model (GMM) prior learned on clean image patches as a way to regularize degraded patches. In this paper, we show that a generalized Gaussian mixture model (GGMM) captures the underlying distribution of patches better than a GMM. Even though GGMM is a powerful prior to combine with EPLL, the non-Gaussianity of its components presents major challenges to be applied to a computationally intensive process of image restoration. Specifically, each patch has to undergo a patch classification step and a shrinkage step. These two steps can be efficiently solved with a GMM prior but are computationally impractical when using a GGMM prior. In this paper, we provide approximations and computational recipes for fast evaluation of these two steps, so that EPLL can embed a GGMM prior on an image with more than tens of thousands of patches. Our main contribution is to analyze the accuracy of our approximations based on thorough theoretical analysis. Our evaluations indicate that the GGMM prior is consistently a better fit for modeling image patch distribution and performs better on average in image denoising task.

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process, the mixture model has the advantages of modeling multimodal data and alleviating the computationally cubic complexity of the multivariate Gaussian process. A Dirichlet process prior is adopted to allow the (possibly infinite) number of mixture components to be automatically inferred from training data, and Markov chain Monte Carlo sampling techniques are used for parameter and latent variable inference. Preliminary experimental results on multivariate regression show the feasibility of the proposed model.

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables coupled with the degeneracy of the likelihood. We propose as a solution a penalized maximum likelihood technique by imposing an $l_{1}$ penalty on the precision matrix. Our approach shrinks the parameters thereby resulting in better identifiability and variable selection. We use the Expectation Maximization (EM) algorithm which involves the graphical LASSO to estimate the mixing coefficients and the precision matrices. We show that under certain regularity conditions the Penalized Maximum Likelihood (PML) estimates are consistent. We demonstrate the performance of the PML estimator through simulations and we show the utility of our method for high dimensional data analysis in a genomic application.