Related papers: An Improved EM algorithm

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite…

Recently, Expectation-maximization (EM) algorithm has been introduced as an effective means to solve multi-view registration problem. Most of the previous methods assume that each data point is drawn from the Gaussian Mixture Model (GMM),…

The EM algorithm is a special case of a more general algorithm called the MM algorithm. Specific MM algorithms often have nothing to do with missing data. The first M step of an MM algorithm creates a surrogate function that is optimized in…

Assignment methods are at the heart of many algorithms for unsupervised learning and clustering - in particular, the well-known K-means and Expectation-Maximization (EM) algorithms. In this work, we study several different methods of…

Gaussian Mixture Models (GMMs) are one of the most potent parametric density models used extensively in many applications. Flexibly-tied factorization of the covariance matrices in GMMs is a powerful approach for coping with the challenges…

Unsupervised learning has been widely used in many real-world applications. One of the simplest and most important unsupervised learning models is the Gaussian mixture model (GMM). In this work, we study the multi-task learning problem on…

F-measures are popular performance metrics, particularly for tasks with imbalanced data sets. Algorithms for learning to maximize F-measures follow two approaches: the empirical utility maximization (EUM) approach learns a classifier having…

We study modeling and inference with the Elliptical Gamma Distribution (EGD). We consider maximum likelihood (ML) estimation for EGD scatter matrices, a task for which we develop new fixed-point algorithms. Our algorithms are efficient and…

In this paper, we outline the use of Mixture Models in density estimation of large astronomical databases. This method of density estimation has been known in Statistics for some time but has not been implemented because of the large…

We consider the problem of clustering with $K$-means and Gaussian mixture models with a constraint on the separation between the centers in the context of real-valued data. We first propose a dynamic programming approach to solving the…

The expected improvement (EI) algorithm is a popular strategy for information collection in optimization under uncertainty. The algorithm is widely known to be too greedy, but nevertheless enjoys wide use due to its simplicity and ability…

Evolutionary multiobjective optimization (EMO) has made significant strides over the past two decades. However, as problem scales and complexities increase, traditional EMO algorithms face substantial performance limitations due to…

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…

Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There…

This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…

Many experiments in medicine and ecology can be conveniently modeled by finite Gaussian mixtures but face the problem of dealing with small data sets. We propose a robust version of the estimator based on self-regression and sparsity…

In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a…

Learning a Gaussian mixture model (GMM) is a fundamental problem in machine learning, learning theory, and statistics. One notion of learning a GMM is proper learning: here, the goal is to find a mixture of $k$ Gaussians $\mathcal{M}$ that…

Kalman Filter requires the true parameters of the model and solves optimal state estimation recursively. Expectation Maximization (EM) algorithm is applicable for estimating the parameters of the model that are not available before Kalman…