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In this data science article, emphasis is placed on science, not just on data. State-of-the art material is presented in simple English, from multiple perspectives: applications, theoretical research asking more questions than it answers, scientific computing, machine learning, and algorithms. I attempt here to lay the foundations of a new statistical technology, hoping that it will plant the seeds for further research on a topic with a broad range of potential applications. It is based on mixture models. Mixtures have been studied and used in applications for a long time, and it is still a subject of active research. Yet you will find here plenty of new material.
Introduction and Context
In a previous article (see here) I attempted to approximate a random variable representing real data, by a weighted sum of simple kernels such as uniformly and independently, identically distributed random variables. The purpose was to build Taylor-like series approximations to more complex models (each term in the series being a random variable), to
Why I've found very interesting properties about stable distributions during this research project, I could not come up with a solution to solve all these problems. The fact is that these weighed sums would usually converge (in distribution) to a normal distribution if the weights did not decay too fast -- a consequence of the central limit theorem. And even if using uniform kernels (as opposed to Gaussian ones) with fast-decaying weights, it would converge to an almost symmetrical, Gaussian-like distribution. In short, very few real-life data sets could be approximated by this type of model.
Now, in this article, I offer a full solution, using mixtures rather than sums. The possibilities are endless.
Content of this article
1. Introduction and Context
2. Approximations Using Mixture Models
3. Example
4. Applications
5. Interesting problems
Read full article here.
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