#### 403 Citations

Finite mixture models do not reliably learn the number of components

- Computer Science, Mathematics
- ICML
- 2021

It is proved that under even the slightest model misspecification, the FMM component-count posterior diverges: the posterior probability of any particular finite number of latent components converges to 0 in the limit of infinite data. Expand

A Likelihood-Based Framework for Association Analysis of Allele-Specific Copy Numbers

- Computer Science, Medicine
- Journal of the American Statistical Association
- 2014

This work presents a general framework for the integrated analysis of CNVs and SNPs, including the analysis of total copy numbers as a special case and establishes the asymptotic properties of the maximum likelihood estimators and develops EM algorithms to implement the corresponding inference procedures. Expand

A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models

- Mathematics
- 2011

We explore least squares and likelihood nonparametric mixtures estimators of the joint distribution of random coefficients in structural models. The estimators fix a grid of heterogeneous parameters… Expand

A Simple Nonparametric Estimator for the Distribution of Random Coefficients

- Mathematics
- 2007

We propose an estimator for discrete choice models, such as the logit, with a nonparametric distribution of random coefficients. The estimator is linear regression subject to linear inequality… Expand

Modeling marked point processes using bivariate mixture transition distribution models

- Mathematics
- Proceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics. SPW-HOS '99
- 1999

We propose new statistical models for the analysis of marked point processes. These models deal with data that arrives in unequal intervals, such as financial transactions or heart attacks. The… Expand

A New Class of Severity Regression Models with an Application to IBNR Prediction

- Computer Science
- 2020

The proposed TG-LRMoE model is applied to fit the severity and reporting delay components of a European automobile insurance dataset and is shown to be useful and crucial for adequate prediction of incurred but not reported (IBNR) reserves through out-of-sample testing. Expand

Power posteriors do not reliably learn the number of components in a finite mixture

- 2020

Scientists and engineers are often interested in learning the number of subpopulations (or components) present in a data set. Data science folk wisdom tells us that a finite mixture model (FMM) with… Expand

A ug 2 01 9 Identifiability of asymmetric circular and cylindrical distributions

- 2019

Abstract. A new method to prove the identifiability of asymmetric circular and cylindrical distributions, which utilizes Teicher’s approach, is proposed. We use the simultaneous Diophantine… Expand

Identifiability of asymmetric circular and cylindrical distributions

- Mathematics
- 2019

A new method to prove the identifiability of asymmetric circular and cylindrical distributions, which utilizes Teicher's approach, is proposed. We use the simultaneous Diophantine approximations and… Expand

Smooth Aggregation of Bayesian Agents

- 2019

I study the ex-ante aggregation of preferences of Bayesian agents in a purely subjective framework. Unlike Gilboa et al. (2004), I relax the assumption of Bayesian society while keeping the Pareto… Expand