학술논문

Adaptive Mixture Model Reduction based on the Composite Transportation Dissimilarity
Document Type
Conference
Source
2023 26th International Conference on Information Fusion (FUSION) Information Fusion (FUSION), 2023 26th International Conference on. :1-8 Jun, 2023
Subject
Aerospace
Computing and Processing
Robotics and Control Systems
Signal Processing and Analysis
Transportation
Target tracking
Costs
Merging
Transportation
Mixture models
Switches
Complexity theory
Model Selection
Kullback-Leibler Divergence
Mixture Reduction
Optimal Transport Theory
Language
Abstract
Providing efficient yet accurate statistical models is a challenging problem in many applications. When elementary models are not sufficiently descriptive, mixtures of densities can be used. A complexity management issue arises when mixture models are employed: the number of components should be a trade-off between the complexity and the accuracy of the model. However, in general, it is not obvious how to determine the right number of mixture components for a specific application. In a previous work, theoretical foundations to address such a topic have been laid, grounded on the use of the Composite Transportation Dissimilarity between mixtures, and a preliminary criterion to manage the complexity of a mixture model has been proposed. In this paper, additional theoretical insights are provided that allow to formulate a novel adaptive mixture reduction algorithm. Numerical tests show that in most cases the new algorithm constitutes a significant improvement over the previous one.