Mixture (probability)

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In probability theory and statistics, a mixture is a probabilistic combination of two or more probability distributions. [1] The concept arises mostly in two contexts:

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A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of sample data. A statistical model represents, often in considerably idealized form, the data-generating process. When referring specifically to probabilities, the corresponding term is probabilistic model. All statistical hypothesis tests and all statistical estimators are derived via statistical models. More generally, statistical models are part of the foundation of statistical inference. A statistical model is usually specified as a mathematical relationship between one or more random variables and other non-random variables. As such, a statistical model is "a formal representation of a theory".

In statistics, a population is a set of similar items or events which is of interest for some question or experiment. A statistical population can be a group of existing objects or a hypothetical and potentially infinite group of objects conceived as a generalization from experience. A common aim of statistical analysis is to produce information about some chosen population.

Bayesian inference is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Fundamentally, Bayesian inference uses prior knowledge, in the form of a prior distribution in order to estimate posterior probabilities. Bayesian inference is an important technique in statistics, and especially in mathematical statistics. Bayesian updating is particularly important in the dynamic analysis of a sequence of data. Bayesian inference has found application in a wide range of activities, including science, engineering, philosophy, medicine, sport, and law. In the philosophy of decision theory, Bayesian inference is closely related to subjective probability, often called "Bayesian probability".

A hidden Markov model (HMM) is a Markov model in which the observations are dependent on a latent Markov process. An HMM requires that there be an observable process whose outcomes depend on the outcomes of in a known way. Since cannot be observed directly, the goal is to learn about state of by observing By definition of being a Markov model, an HMM has an additional requirement that the outcome of at time must be "influenced" exclusively by the outcome of at and that the outcomes of and at must be conditionally independent of at given at time Estimation of the parameters in an HMM can be performed using maximum likelihood. For linear chain HMMs, the Baum–Welch algorithm can be used to estimate the parameters.

Pattern recognition is the task of assigning a class to an observation based on patterns extracted from data. While similar, pattern recognition (PR) is not to be confused with pattern machines (PM) which may possess (PR) capabilities but their primary function is to distinguish and create emergent patterns. PR has applications in statistical data analysis, signal processing, image analysis, information retrieval, bioinformatics, data compression, computer graphics and machine learning. Pattern recognition has its origins in statistics and engineering; some modern approaches to pattern recognition include the use of machine learning, due to the increased availability of big data and a new abundance of processing power.

<span class="mw-page-title-main">Outlier</span> Observation far apart from others in statistics and data science

In statistics, an outlier is a data point that differs significantly from other observations. An outlier may be due to a variability in the measurement, an indication of novel data, or it may be the result of experimental error; the latter are sometimes excluded from the data set. An outlier can be an indication of exciting possibility, but can also cause serious problems in statistical analyses.

A Bayesian network is a probabilistic graphical model that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG). While it is one of several forms of causal notation, causal networks are special cases of Bayesian networks. Bayesian networks are ideal for taking an event that occurred and predicting the likelihood that any one of several possible known causes was the contributing factor. For example, a Bayesian network could represent the probabilistic relationships between diseases and symptoms. Given symptoms, the network can be used to compute the probabilities of the presence of various diseases.

In probability and statistics, a mixture distribution is the probability distribution of a random variable that is derived from a collection of other random variables as follows: first, a random variable is selected by chance from the collection according to given probabilities of selection, and then the value of the selected random variable is realized. The underlying random variables may be random real numbers, or they may be random vectors, in which case the mixture distribution is a multivariate distribution.

In statistics, a mixture model is a probabilistic model for representing the presence of subpopulations within an overall population, without requiring that an observed data set should identify the sub-population to which an individual observation belongs. Formally a mixture model corresponds to the mixture distribution that represents the probability distribution of observations in the overall population. However, while problems associated with "mixture distributions" relate to deriving the properties of the overall population from those of the sub-populations, "mixture models" are used to make statistical inferences about the properties of the sub-populations given only observations on the pooled population, without sub-population identity information. Mixture models are used for clustering, under the name model-based clustering, and also for density estimation.

In statistical classification, two main approaches are called the generative approach and the discriminative approach. These compute classifiers by different approaches, differing in the degree of statistical modelling. Terminology is inconsistent, but three major types can be distinguished, following Jebara (2004):

  1. A generative model is a statistical model of the joint probability distribution on a given observable variable X and target variable Y; A generative model can be used to "generate" random instances (outcomes) of an observation x.
  2. A discriminative model is a model of the conditional probability of the target Y, given an observation x. It can be used to "discriminate" the value of the target variable Y, given an observation x.
  3. Classifiers computed without using a probability model are also referred to loosely as "discriminative".

When classification is performed by a computer, statistical methods are normally used to develop the algorithm.

Probabilistic latent semantic analysis (PLSA), also known as probabilistic latent semantic indexing is a statistical technique for the analysis of two-mode and co-occurrence data. In effect, one can derive a low-dimensional representation of the observed variables in terms of their affinity to certain hidden variables, just as in latent semantic analysis, from which PLSA evolved.

Probabilistic forecasting summarizes what is known about, or opinions about, future events. In contrast to single-valued forecasts, probabilistic forecasts assign a probability to each of a number of different outcomes, and the complete set of probabilities represents a probability forecast. Thus, probabilistic forecasting is a type of probabilistic classification.

In statistics, overdispersion is the presence of greater variability in a data set than would be expected based on a given statistical model.

In probability and statistics, a compound probability distribution is the probability distribution that results from assuming that a random variable is distributed according to some parametrized distribution, with the parameters of that distribution themselves being random variables. If the parameter is a scale parameter, the resulting mixture is also called a scale mixture.

<span class="mw-page-title-main">Probability box</span> Characterization of uncertain numbers consisting of both aleatoric and epistemic uncertainties

A probability box is a characterization of uncertain numbers consisting of both aleatoric and epistemic uncertainties that is often used in risk analysis or quantitative uncertainty modeling where numerical calculations must be performed. Probability bounds analysis is used to make arithmetic and logical calculations with p-boxes.

A probabilistic neural network (PNN) is a feedforward neural network, which is widely used in classification and pattern recognition problems. In the PNN algorithm, the parent probability distribution function (PDF) of each class is approximated by a Parzen window and a non-parametric function. Then, using PDF of each class, the class probability of a new input data is estimated and Bayes’ rule is then employed to allocate the class with highest posterior probability to new input data. By this method, the probability of mis-classification is minimized. This type of artificial neural network (ANN) was derived from the Bayesian network and a statistical algorithm called Kernel Fisher discriminant analysis. It was introduced by D.F. Specht in 1966. In a PNN, the operations are organized into a multilayered feedforward network with four layers:

In machine learning, a probabilistic classifier is a classifier that is able to predict, given an observation of an input, a probability distribution over a set of classes, rather than only outputting the most likely class that the observation should belong to. Probabilistic classifiers provide classification that can be useful in its own right or when combining classifiers into ensembles.

References

  1. Heidari, Hadi; Arabi, Mazdak; Ghanbari, Mahshid; Warziniack, Travis (June 2020). "A Probabilistic Approach for Characterization of Sub-Annual Socioeconomic Drought Intensity-Duration-Frequency (IDF) Relationships in a Changing Environment". Water. 12 (6): 1522. doi: 10.3390/w12061522 .