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Register a new userRobust estimation of location and concentration parameters for the von Mises-Fisher distribution
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Added by
Shogo Kato Ph.D.
Publication date
2012
fields
Mathematical Statistics
and research's language is
English
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Robust estimation of location and concentration parameters for the von Mises-Fisher distribution is discussed. A key reparametrisation is achieved by expressing the two parameters as one vector on the Euclidean space. With this representation, we first show that maximum likelihood estimator for the von Mises-Fisher distribution is not robust in some situations. Then we propose two families of robust estimators which can be derived as minimisers of two density power divergences. The presented families enable us to estimate both location and concentration parameters simultaneously. Some properties of the estimators are explored. Simple iterative algorithms are suggested to find the estimates numerically. A comparison with the existing robust estimators is given as well as discussion on difference and similarity between the two proposed estimators. A simulation study is made to evaluate finite sample performance of the estimators. We consider a sea star dataset and discuss the selection of the tuning parameters and outlier detection.
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The von Mises-Fisher distribution is one of the most widely used probability distributions to describe directional data. Finite mixtures of von Mises-Fisher distributions have found numerous applications. However, the likelihood function for the finite mixture of von Mises-Fisher distributions is unbounded and consequently the maximum likelihood estimation is not well defined. To address the problem of likelihood degeneracy, we consider a penalized maximum likelihood approach whereby a penalty function is incorporated. We prove strong consistency of the resulting estimator. An Expectation-Maximization algorithm for the penalized likelihood function is developed and simulation studies are performed to examine its performance.
Speaker Diarization (i.e. determining who spoke and when?) for multi-speaker naturalistic interactions such as Peer-Led Team Learning (PLTL) sessions is a challenging task. In this study, we propose robust speaker clustering based on mixture of multivariate von Mises-Fisher distributions. Our diarization pipeline has two stages: (i) ground-truth segmentation; (ii) proposed speaker clustering. The ground-truth speech activity information is used for extracting i-Vectors from each speechsegment. We post-process the i-Vectors with principal component analysis for dimension reduction followed by lengthnormalization. Normalized i-Vectors are high-dimensional unit vectors possessing discriminative directional characteristics. We model the normalized i-Vectors with a mixture model consisting of multivariate von Mises-Fisher distributions. K-means clustering with cosine distance is chosen as baseline approach. The evaluation data is derived from: (i) CRSS-PLTL corpus; and (ii) three-meetings subset of AMI corpus. The CRSSPLTL data contain audio recordings of PLTL sessions which is student-led STEM education paradigm. Proposed approach is consistently better than baseline leading to upto 44.48% and 53.68% relative improvements for PLTL and AMI corpus, respectively. Index Terms: Speaker clustering, von Mises-Fisher distribution, Peer-led team learning, i-Vector, Naturalistic Audio.
Circular variables arise in a multitude of data-modelling contexts ranging from robotics to the social sciences, but they have been largely overlooked by the machine learning community. This paper partially redresses this imbalance by extending some standard probabilistic modelling tools to the circular domain. First we introduce a new multivariate distribution over circular variables, called the multivariate Generalised von Mises (mGvM) distribution. This distribution can be constructed by restricting and renormalising a general multivariate Gaussian distribution to the unit hyper-torus. Previously proposed multivariate circular distributions are shown to be special cases of this construction. Second, we introduce a new probabilistic model for circular regression, that is inspired by Gaussian Processes, and a method for probabilistic principal component analysis with circular hidden variables. These models can leverage standard modelling tools (e.g. covariance functions and methods for automatic relevance determination). Third, we show that the posterior distribution in these models is a mGvM distribution which enables development of an efficient variational free-energy scheme for performing approximate inference and approximate maximum-likelihood learning.
A number of pattern recognition tasks, textit{e.g.}, face verification, can be boiled down to classification or clustering of unit length directional feature vectors whose distance can be simply computed by their angle. In this paper, we propose the von Mises-Fisher (vMF) mixture model as the theoretical foundation for an effective deep-learning of such directional features and derive a novel vMF Mixture Loss and its corresponding vMF deep features. The proposed vMF feature learning achieves the characteristics of discriminative learning, textit{i.e.}, compacting the instances of the same class while increasing the distance of instances from different classes. Moreover, it subsumes a number of popular loss functions as well as an effective method in deep learning, namely normalization. We conduct extensive experiments on face verification using 4 different challenging face datasets, textit{i.e.}, LFW, YouTube faces, CACD and IJB-A. Results show the effectiveness and excellent generalization ability of the proposed approach as it achieves state-of-the-art results on the LFW, YouTube faces and CACD datasets and competitive results on the IJB-A dataset.
Let $F_N$ and $F$ be the empirical and limiting spectral distributions of an $Ntimes N$ Wigner matrix. The Cram{e}r-von Mises (CvM) statistic is a classical goodness-of-fit statistic that characterizes the distance between $F_N$ and $F$ in $ell^2$-norm. In this paper, we consider a mesoscopic approximation of the CvM statistic for Wigner matrices, and derive its limiting distribution. In the appendix, we also give the limiting distribution of the CvM statistic (without approximation) for the toy model CUE.
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