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  Inference and mixture modeling with the Elliptical Gamma Distribution

Hosseini, R., Sra, S., Theis, L., & Bethge, M. (2016). Inference and mixture modeling with the Elliptical Gamma Distribution. Computational Statistics Data Analysis, 101, 29-43. doi:10.1016/j.csda.2016.02.009.

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Item Permalink: http://hdl.handle.net/21.11116/0000-0000-797C-E Version Permalink: http://hdl.handle.net/21.11116/0000-0000-FA84-1
Genre: Journal Article

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Hosseini, R1, 2, Author              
Sra, S3, Author              
Theis, L1, 2, Author              
Bethge, M1, 2, Author              
Affiliations:
1Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497794              
2Research Group Computational Vision and Neuroscience, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497805              
3Dept. Empirical Inference, Max Planck Institute for Intelligent Systems, Max Planck Society, ou_1497647              

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 Abstract: The authors study modeling and inference with the Elliptical Gamma Distribution (EGD). In particular, Maximum likelihood (ML) estimation for EGD scatter matrices is considered, a task for which the authors present new fixed-point algorithms. The algorithms are shown to be efficient and convergent to global optima despite non-convexity. Moreover, they turn out to be much faster than both a well-known iterative algorithm of Kent Tyler and sophisticated manifold optimization algorithms. Subsequently, the ML algorithms are invoked as subroutines for estimating parameters of a mixture of EGDs. The performance of the methods is illustrated on the task of modeling natural image statistics—the proposed EGD mixture model yields the most parsimonious model among several competing approaches.

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 Dates: 2016-09
 Publication Status: Published in print
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 Identifiers: DOI: 10.1016/j.csda.2016.02.009
BibTex Citekey: HosseiniSTB2016
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Title: Computational Statistics Data Analysis
Source Genre: Journal
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Pages: - Volume / Issue: 101 Sequence Number: - Start / End Page: 29 - 43 Identifier: -