AI Summary & Key Takeaways
AI InsightIn the detection of optimal Gaussian mixture model, we perform likelihood ratio test due to its advantage in computational efficiency and high accuracy, and compare its performance with consistent Akaike information criterion with Fisher information matrix under distinct simulation scenarios.
📌 3 Key Takeaways
Abstract
Gaussian mixture model is a probabilistic model where all the data points are assumed to be generated from a mixture of a finite number of Gaussian distributions with unknown parameters. This model typically deploys in unsupervised machine learning and has common applications in different fields such as bioinformatics, financial econometrics and deep learning. In this study, we combine bootstrap methods with Gaussian mixture model in order to investigate whether they enable to improve the model accuracy, specifically, when the number of parameters changes with respect to the number of observations. In the detection of optimal Gaussian mixture model, we perform likelihood ratio test due to its advantage in computational efficiency and high accuracy, and compare its performance with consistent Akaike information criterion with Fisher information matrix under distinct simulation scenarios.