Related papers: A Component-wise EM Algorithm for Mixtures
We investigate convergence of the expectation maximization algorithm by representing it as a generalized proximal method. Convergence of iterates and not just in value is investigated under natural hypotheses such as definability of the…
Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…
In this paper, we study convergence properties of the gradient Expectation-Maximization algorithm \cite{lange1995gradient} for Gaussian Mixture Models for general number of clusters and mixing coefficients. We derive the convergence rate…
Setting initial values of parameters of mixture distributions estimated by using the EM recursive algorithm is very important to the overall quality of estimation. None of the existing methods is suitable for mixtures with large number of…
Online variants of the Expectation Maximization (EM) algorithm have recently been proposed to perform parameter inference with large data sets or data streams, in independent latent models and in hidden Markov models. Nevertheless, the…
Mixture models of Plackett-Luce (PL) -- one of the most fundamental ranking models -- are an active research area of both theoretical and practical significance. Most previously proposed parameter estimation algorithms instantiate the EM…
The mixture model is undoubtedly one of the greatest contributions to clustering. For continuous data, Gaussian models are often used and the Expectation-Maximization (EM) algorithm is particularly suitable for estimating parameters from…
We investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…
Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…
This article discusses the problem of estimation of parameters in finite mixtures when the mixture components are assumed to be symmetric and to come from the same location family. We refer to these mixtures as semi-parametric because no…
The task of mixture proportion estimation (MPE) is to estimate the weight of a component distribution in a mixture, given observations from both the component and mixture. Previous work on MPE adopts the irreducibility assumption, which…
The convergence analysis for least-squares finite element methods led to various adaptive mesh-refinement strategies: Collective marking algorithms driven by the built-in a posteriori error estimator or an alternative explicit…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
The EM algorithm is one of the most popular algorithm for inference in latent data models. The original formulation of the EM algorithm does not scale to large data set, because the whole data set is required at each iteration of the…
Estimating parameters of mixture model has wide applications ranging from classification problems to estimating of complex distributions. Most of the current literature on estimating the parameters of the mixture densities are based on…
Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data…
We propose an Anderson Acceleration (AA) scheme for the adaptive Expectation-Maximization (EM) algorithm for unsupervised learning a finite mixture model from multivariate data (Figueiredo and Jain 2002). The proposed algorithm is able to…
The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…
Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…
There have been several recent advancements in Machine Learning community on the Entity Matching (EM) problem. However, their lack of scalability has prevented them from being applied in practical settings on large real-life datasets.…