5 papers · 1 filter
Approximation rates for finite mixtures of location-scale models and fast least-squares estimators
Hien Duy Nguyen, TrungTin Nguyen, Jacob Westerhout +1
Finite mixture models provide a flexible framework for approximating and estimating multivariate probability densities. We study mixtures formed from translated and rescaled copies…
Modifications of the BIC for order selection in finite mixture models
Hien Duy Nguyen, TrungTin Nguyen
Finite mixture models are ubiquitous in modern statistical modeling, and a recurring practical issue is choosing the model order. In \citet[Sankhyā Series A, \textbf62, pp. 49--66]…
Continuity conditions weaker than lower semi-continuity
Jacob Westerhout, Xin Guo, Hien Duy Nguyen
Lower semi-continuity (\texttt{LSC}) is a critical assumption in many foundational optimisation theory results; however, in many cases, \texttt{LSC} is stronger than necessary. Thi…
Variable selection via thresholding
Ka Long Keith Ho, Hien Duy Nguyen
Variable selection comprises an important step in many modern statistical inference procedures. In the regression setting, when estimators cannot shrink irrelevant signals to zero,…
On the large-sample limits of some Bayesian model evaluation statistics
Hien Duy Nguyen, Mayetri Gupta, Jacob Westerhout +1
Model selection and order selection problems frequently arise in statistical practice. A popular approach to addressing these problems in the frequentist setting involves informati…