Augmented Quantization: a General Approach to Mixture Models - Archive ouverte HAL
Communication Dans Un Congrès Année : 2024

Augmented Quantization: a General Approach to Mixture Models

Résumé

The investigation of mixture models is a key to understand and visualize the distribution of multivariate data. Most mixture models approaches are based on likelihoods, and are not adapted to distribution with finite support or without a well-defined density function. This study proposes the Augmented Quantization method, which is a reformulation of the classical quantization problem but which uses the p-Wasserstein distance. This metric can be computed in very general distribution spaces, in particular with varying supports. The clustering interpretation of quantization is revisited in a more general framework. The performance of Augmented Quantization is first demonstrated through analytical toy problems. Subsequently, it is applied to a practical case study involving river flooding, wherein mixtures of Dirac and Uniform distributions are built in the input space, enabling the identification of the most influential variables.
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hal-04527349 , version 1 (30-03-2024)

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  • HAL Id : hal-04527349 , version 1

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Charlie Sire, Rodolphe Le Riche, Didier Rullière, Jérémy Rohmer, Lucie Pheulpin, et al.. Augmented Quantization: a General Approach to Mixture Models. UQ 2024 - SIAM Conference on Uncertainty Quantification, Society for Industrial and Applied Mathematics, Feb 2024, Trieste, Italy. ⟨hal-04527349⟩
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