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Related papers: A Component-wise EM Algorithm for Mixtures

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The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park

The EM algorithm is a method for finding the maximum likelihood estimate of a model in the presence of missing data. Unfortunately, EM does not produce a parameter covariance matrix for standard errors. Supplemented EM (SEM; Meng & Rubin,…

Computation · Statistics 2016-05-04 Joshua N. Pritikin

This paper provides a mixture modeling framework using the bivariate generalized exponential distribution. We study different properties of this mixture distribution. Hierarchical EM algorithm is developed for finding the estimates of the…

Computation · Statistics 2018-04-03 Arabin Kumar Dey , Debasis Kundu , Tumati Kiran Kumar

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Applications · Statistics 2014-05-26 Siew Li Tan , David J. Nott

We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on $n$ i.i.d. samples are known to have lower accuracy than the classical $n^{- \frac{1}{2}}$ error. We investigate…

Statistics Theory · Mathematics 2021-11-17 Raaz Dwivedi , Nhat Ho , Koulik Khamaru , Martin J. Wainwright , Michael I. Jordan , Bin Yu

The Stochastic Approximation EM (SAEM) algorithm, a variant stochastic approximation of EM, is a versatile tool for inference in incomplete data models. In this paper, we review the fundamental EM algorithm and then focus especially on the…

Methodology · Statistics 2018-11-30 Vahid Tadayon

In this paper, we introduce and evaluate a data-driven staged mixture modeling technique for building density, regression, and classification models. Our basic approach is to sequentially add components to a finite mixture model using the…

Machine Learning · Computer Science 2013-01-07 Christopher Meek , Bo Thiesson , David Heckerman

The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…

Computation · Statistics 2018-08-14 Nicholas C. Henderson , Ravi Varadhan

We systematically study various network Expectation-Maximization (EM) algorithms for the Gaussian mixture model within the framework of decentralized federated learning. Our theoretical investigation reveals that directly extending the…

Machine Learning · Statistics 2024-11-11 Shuyuan Wu , Bin Du , Xuetong Li , Hansheng Wang

Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very…

Computation · Statistics 2016-08-10 Sharon X Lee , Kaleb L Leemaqz , Geoffrey J McLachlan

In general, there is a mismatch between a finite element model {(FEM)} of a structure and its real behaviour. In aeronautics, this mismatch must be small because {FEM}s are a fundamental part of the development of an aircraft and of…

Computational Engineering, Finance, and Science · Computer Science 2026-04-20 Gabriele Dessena , Alessandro Pontillo , Dmitry I. Ignatyev , James F. Whidborne , Luca Zanotti Fragonara

Finite mixture modelling is a popular method in the field of clustering and is beneficial largely due to its soft cluster membership probabilities. A common method for fitting finite mixture models is to employ spectral clustering, which…

Machine Learning · Statistics 2024-03-22 Liam Welsh , Phillip Shreeves

Data clustering has received a lot of attention and numerous methods, algorithms and software packages are available. Among these techniques, parametric finite-mixture models play a central role due to their interesting mathematical…

Computer Vision and Pattern Recognition · Computer Science 2017-01-31 Israel D. Gebru , Xavier Alameda-Pineda , Florence Forbes , Radu Horaud

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

Machine Learning · Computer Science 2022-05-19 Graham W. Pulford

In this work, we present a study combining two approaches in the context of solving PDEs: the continuous finite element method (FEM) and more recent techniques based on neural networks. In recent years, physics-informed neural networks…

Motivated by indirect measurements and applications from nanometrology with a mixed noise model, we develop a novel algorithm for jointly estimating the posterior and the noise parameters in Bayesian inverse problems. We propose to solve…

Machine Learning · Computer Science 2024-07-08 Paul Hagemann , Johannes Hertrich , Maren Casfor , Sebastian Heidenreich , Gabriele Steidl

Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…

Machine Learning · Statistics 2016-03-29 Sida I. Wang , Arun Tejasvi Chaganty , Percy Liang

In this work we propose an efficient and accurate multi-scale optical simulation algorithm by applying a numerical version of slowly varying envelope approximation in FEM. Specifically, we employ the fast iterative method to quickly compute…

Optics · Physics 2024-12-03 Fan Xiao , Jingwei Wang , Zhongfei Xiong , Yuntian Chen

The Expectation-Maximization (EM) algorithm is an iterative method to maximize the log-likelihood function for parameter estimation. Previous works on the convergence analysis of the EM algorithm have established results on the asymptotic…

Statistics Theory · Mathematics 2017-05-31 Chong Wu , Can Yang , Hongyu Zhao , Ji Zhu

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash