Related papers: EM algorithm and variants: an informal tutorial

We study estimation of large Dynamic Factor models implemented through the Expectation Maximization (EM) algorithm, jointly with the Kalman smoother. We prove that as both the cross-sectional dimension, $n$, and the sample size, $T$,…

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

In this paper, we analyze the celebrated EM algorithm from the point of view of proximal point algorithms. More precisely, we study a new type of generalization of the EM procedure introduced in \cite{Chretien&Hero:98} and called…

Expectation maximization (EM) is the default algorithm for fitting probabilistic models with missing or latent variables, yet we lack a full understanding of its non-asymptotic convergence properties. Previous works show results along the…

We explore a method of statistical estimation called Maximum Entropy on the Mean (MEM) which is based on an information-driven criterion that quantifies the compliance of a given point with a reference prior probability measure. At the core…

We study the convergence behavior of the Expectation Maximization (EM) algorithm on Gaussian mixture models with an arbitrary number of mixture components and mixing weights. We show that as long as the means of the components are separated…

A probabilistic model for random hypergraphs is introduced to represent unary, binary and higher order interactions among objects in real-world problems. This model is an extension of the Latent Class Analysis model, which captures…

Efficient Bayesian model selection relies on the model evidence or marginal likelihood, whose computation often requires evaluating an intractable integral. The harmonic mean estimator (HME) has long been a standard method of approximating…

Model error covariances play a central role in the performance of data assimilation methods applied to nonlinear state-space models. However, these covariances are largely unknown in most of the applications. A misspecification of the model…

The computational complexity of reasoning within the Dempster-Shafer theory of evidence is one of the main points of criticism this formalism has to face. To overcome this difficulty various approximation algorithms have been suggested that…

Tutorial chapter on the Online EM algorithm to appear in the volume 'Mixtures' edited by Kerrie Mengersen, Mike Titterington and Christian P. Robert.

Fast Incremental Expectation Maximization (FIEM) is a version of the EM framework for large datasets. In this paper, we first recast FIEM and other incremental EM type algorithms in the {\em Stochastic Approximation within EM} framework.…

A non linear regression approach which consists of a specific regression model incorporating a latent process, allowing various polynomial regression models to be activated preferentially and smoothly, is introduced in this paper. The model…

In this paper we formulate the nonnegative matrix factorisation (NMF) problem as a maximum likelihood estimation problem for hidden Markov models and propose online expectation-maximisation (EM) algorithms to estimate the NMF and the other…

Nowadays, the confidentiality of data and information is of great importance for many companies and organizations. For this reason, they may prefer not to release exact data, but instead to grant researchers access to approximate data. For…

We consider regularization methods of Kaczmarz type in connection with the expectation-maximization (EM) algorithm for solving ill-posed equations. For noisy data, our methods are stabilized extensions of the well established…

It is shown how expectation maximization (EM) may be viewed as a message passing algorithm in factor graphs. In particular, a general EM message computation rule is identified. As a factor graph tool, EM may be used to break cycles in a…

We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…

We perform detailed theoretical analysis of an expectation-maximization-based algorithm recently proposed in for solving a variation of the 3D registration problem, named multi-model 3D registration. Despite having shown superior empirical…

This paper proposes a general switching dynamical system model, and a custom majorization-minimization-based algorithm EM++ for identifying its parameters. For certain families of distributions, such as Gaussian distributions, this…