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Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…

Machine Learning · Computer Science 2023-08-23 Amirhossein Reisizadeh , Khashayar Gatmiry , Asuman Ozdaglar

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

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

We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Quanquan Gu , Yang Ning , Han Liu

The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…

Methodology · Statistics 2025-09-25 Daniel A. Griffith

Embeddings are a basic initial feature extraction step in many machine learning models, particularly in natural language processing. An embedding attempts to map data tokens to a low-dimensional space where similar tokens are mapped to…

Machine Learning · Computer Science 2025-04-10 Golara Ahmadi Azar , Melika Emami , Alyson Fletcher , Sundeep Rangan

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

Optimizing robotic action parameters is a significant challenge for manipulation tasks that demand high levels of precision and generalization. Using a model-based approach, the robot must quickly reason about the outcomes of different…

Robotics · Computer Science 2024-03-19 M. Yunus Seker , Oliver Kroemer

Theoretically exploring the advantages of neural networks might be one of the most challenging problems in the AI era. An adaptive feature program has recently been proposed to analyze feature learning, the characteristic property of neural…

Machine Learning · Computer Science 2026-04-08 Yicheng Li , Qian Lin

Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…

Computation · Statistics 2023-04-11 Nicholas C. Henderson , Zhongzhe Ouyang

This paper explores learning emulators for parameter estimation with uncertainty estimation of high-dimensional dynamical systems. We assume access to a computationally complex simulator that inputs a candidate parameter and outputs a…

Machine Learning · Computer Science 2022-11-04 Ruoxi Jiang , Rebecca Willett

Due to recent empirical successes, the options framework for hierarchical reinforcement learning is gaining increasing popularity. Rather than learning from rewards which suffers from the curse of dimensionality, we consider learning an…

Machine Learning · Computer Science 2021-02-16 Zhiyu Zhang , Ioannis Paschalidis

This paper addresses the problem of learning the impulse responses characterizing forward models by means of a regularized kernel-based Prediction Error Method (PEM). The common approach to accomplish that is to approximate the system with…

Optimization and Control · Mathematics 2024-09-20 Giulio Fattore , Marco Peruzzo , Giacomo Sartori , Mattia Zorzi

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…

Machine Learning · Computer Science 2020-09-29 Truong Nguyen , Guangye Chen , Luis Chacon

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

Statistics Theory · Mathematics 2015-06-11 Pierre Barbillon , Célia Barthélémy , Adeline Samson

Expectation-Maximization (EM) is a prominent approach for parameter estimation of hidden (aka latent) variable models. Given the full batch of data, EM forms an upper-bound of the negative log-likelihood of the model at each iteration and…

Machine Learning · Computer Science 2020-02-24 Ehsan Amid , Manfred K. Warmuth

We consider efficient estimation of flexible transformation models with interval-censored data. To reduce the dimension of semi-parametric models, the unknown monotone transformation function is approximated via monotone splines. A…

Methodology · Statistics 2019-12-30 Minggen Lu , Yan Liu , Chin-Shang Li , Jianguo Sun

Finite mixture models are powerful tools for modelling and analyzing heterogeneous data. Parameter estimation is typically carried out using maximum likelihood estimation via the Expectation-Maximization (EM) algorithm. Recently, the…

Computation · Statistics 2020-05-15 Sharon X. Lee , Geoffrey J. McLachlan , Kaleb L. Leemaqz

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

The development of enhanced sampling methods has greatly extended the scope of atomistic simulations, allowing long-time phenomena to be studied with accessible computational resources. Many such methods rely on the identification of an…

Computational Physics · Physics 2022-06-08 Luigi Bonati , GiovanniMaria Piccini , Michele Parrinello