2011 OnlineHeterogeneousMixtureModel

• (Fujimaki et al., 2011) ⇒ Ryohei Fujimaki, Yasuhiro Sogawa, and Satoshi Morinaga. (2011). “Online Heterogeneous Mixture Modeling with Marginal and Copula Selection.” In: Proceedings of the 17th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD-2011) Journal. ISBN:978-1-4503-0813-7 doi:10.1145/2020408.2020509

Subject Headings:

Cited By

• http://scholar.google.com/scholar?q=%222011%22+Online+Heterogeneous+Mixture+Modeling+with+Marginal+and+Copula+Selection
• http://dl.acm.org/citation.cfm?id=2020408.2020509&preflayout=flat#citedby

Quotes

Author Keywords

• Algorithms; copula; data mining; expectation minimization of description length; heterogeneous mixture model; learning; online model selection

Abstract

This paper proposes an online mixture modeling methodology in which individual components can have different marginal distributions and dependency structures. Mixture models have been widely studied and applied to various application areas, including density estimation, fraud / failure detection, image segmentation, etc. Previous research has been almost exclusively focused on mixture models having components of a single type (e.g., a Gaussian mixture model.) However, recent growing needs for complicated data modeling necessitate the use of more flexible mixture models (e.g., a mixture of a lognormal distribution for medical costs and a Gaussian distribution for blood pressure, for medical analytics.) Our key ideas include: 1) separating marginal distributions and their dependencies using copulas and 2) online extension of a recently-developed “expectation minimization of description length", which enable us to efficiently learn types of both marginal distributions and copulas as well as their parameters. The proposed method provides not only good performance in applications, but also scalable, automatic model selection, which greatly reduces the intensive modeling costs in data mining processes. We show that the proposed method outperforms state-of-the-art methods in application to density estimation and to anomaly detection.

References

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	Author	volume	Date Value	title	type	journal	titleUrl	doi	note	year
2011 OnlineHeterogeneousMixtureModel	Ryohei Fujimaki Yasuhiro Sogawa Satoshi Morinaga			Online Heterogeneous Mixture Modeling with Marginal and Copula Selection				10.1145/2020408.2020509		2011