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Statistical challenges with high dimensionality: feature selection in
Statistical challenges with high dimensionality: feature selection in

... and finance among others. Frontiers of science, engineering and the humanities differ in the problems of their concerns, but nevertheless share one common theme: massive and high-throughput data have been collected and new knowledge needs to be discovered using these data. These massive collections ...
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... further contributes to the dimensionality of the state space. This is complicated by the nested nature of the space. Previous approaches for approximating I-DIDs focus on reducing the dimensionality of the state space by limiting the number of candidate models of other agents. Using the insight that ...
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Mixture model

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.Some ways of implementing mixture models involve steps that attribute postulated sub-population-identities to individual observations (or weights towards such sub-populations), in which case these can be regarded as types of unsupervised learning or clustering procedures. However not all inference procedures involve such steps.Mixture models should not be confused with models for compositional data, i.e., data whose components are constrained to sum to a constant value (1, 100%, etc.). However, compositional models can be thought of as mixture models, where members of the population are sampled at random. Conversely, mixture models can be thought of as compositional models, where the total size of the population has been normalized to 1.
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