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Inference of evolutionary trees and rates from biological sequences is commonly performed using continuous-time Markov models of character change. The Markov process evolves along an unknown tree while observations arise only from the tips…

Statistics Theory · Mathematics 2008-02-01 Elizabeth S. Allman , Cecile Ane , John A. Rhodes

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

Inferring dynamics from time series is an important objective in data analysis. In particular, it is challenging to infer stochastic dynamics given incomplete data. We propose an expectation maximization (EM) algorithm that iterates between…

Data Analysis, Statistics and Probability · Physics 2021-08-25 Sangwon Lee , Vipul Periwal , Junghyo Jo

Phylogenetic analyses which include fossils or molecular sequences that are sampled through time require models that allow one sample to be a direct ancestor of another sample. As previously available phylogenetic inference tools assume…

Populations and Evolution · Quantitative Biology 2014-12-08 Alexandra Gavryushkina , David Welch , Tanja Stadler , Alexei Drummond

We present an algebraic approach to evolutionary accumulation modelling (EvAM). EvAM is concerned with learning and predicting the order in which evolutionary features accumulate over time. Our approach is complementary to the more common…

Applications · Statistics 2026-04-29 Jessica Renz , Frederik Witt , Iain G. Johnston

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

Branch-specific substitution models are popular for detecting evolutionary change-points, such as shifts in selective pressure. However, applying such models typically requires prior knowledge of change-point locations on the phylogeny or…

Populations and Evolution · Quantitative Biology 2026-05-06 Xiang Ji , Benjamin Redelings , Shuo Su , Hongcun Bao , Wu-Min Deng , Samuel L. Hong , Guy Baele , Philippe Lemey , Marc A. Suchard

Phylogenetic trees describe the relationships between species in the evolutionary process, and provide information about the rates of diversification. To understand the mechanisms behind macroevolution, we consider a class of multitype…

Populations and Evolution · Quantitative Biology 2024-10-07 Mingqi He , Sophie Hautphenne , Yao-ban Chan

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

Markov state modeling has gained popularity in various scientific fields since it reduces complex time-series data sets into transitions between a few states. Yet common Markov state modeling frameworks assume a single Markov chain…

Methodology · Statistics 2026-02-25 Christopher E. Miles , Robert J. Webber

In this paper, we consider statistical estimation of time-inhomogeneous aggregate Markov models. Unaggregated models, which corresponds to Markov chains, are commonly used in multi-state life insurance to model the biometric states of an…

Statistics Theory · Mathematics 2023-08-11 Jamaal Ahmad , Mogens Bladt

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…

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…

Methodology · Statistics 2025-10-17 Andrew Welbaum , Wanli Qiao

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Optimization and Control · Mathematics 2021-11-18 Joseph E. Gaudio , Anuradha M. Annaswamy , Eugene Lavretsky , Michael A. Bolender

Probabilistic programming frameworks are powerful tools for statistical modelling and inference. They are not immediately generalisable to phylogenetic problems due to the particular computational properties of the phylogenetic tree object.…

Populations and Evolution · Quantitative Biology 2022-11-11 Christiaan Swanepoel , Mathieu Fourment , Xiang Ji , Hassan Nasif , Marc A Suchard , Frederick A Matsen , Alexei Drummond

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…

Machine Learning · Statistics 2019-10-29 Belhal Karimi , Hoi-To Wai , Eric Moulines , Marc Lavielle

Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…

Methodology · Statistics 2021-09-13 Sören R. Künzel , Theo F. Saarinen , Edward W. Liu , Jasjeet S. Sekhon

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

Machine Learning · Statistics 2016-03-01 Igor Melnyk , Arindam Banerjee

The advances in variational inference are providing promising paths in Bayesian estimation problems. These advances make variational phylogenetic inference an alternative approach to Markov Chain Monte Carlo methods for approximating the…

Populations and Evolution · Quantitative Biology 2023-09-12 Amine M. Remita , Golrokh Vitae , Abdoulaye Baniré Diallo

We consider the problem of breakpoint detection in a regression modeling framework. To that end, we introduce a novel method, the max-EM algorithm which combines a constrained Hidden Markov Model with the Classification-EM (CEM) algorithm.…

Computation · Statistics 2024-10-14 Modibo Diabaté , Grégory Nuel , Olivier Bouaziz