Related papers: Expectation-maximization for logistic regression
Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…
The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…
The EM algorithm is a novel numerical method to obtain maximum likelihood estimates and is often used for practical calculations. However, many of maximum likelihood estimation problems are nonconvex, and it is known that the EM algorithm…
In this report, we applied expectation and maximization (EM) method described by Philips et al [1] to recover two-dimensional (2D) structure from multiple sparse signal images in random orientation. The detailed derivation of EM algorithm…
Bayesian inference for hierarchical models can be very challenging. MCMC methods have difficulty scaling to large models with many observations and latent variables. While variational inference (VI) and reweighted wake-sleep (RWS) can be…
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…
Fast variational approximate algorithms are developed for Bayesian semiparametric regression when the response variable is a count, i.e. a non-negative integer. We treat both the Poisson and Negative Binomial families as models for the…
The Unbiased Learning-to-Rank framework has been recently proposed as a general approach to systematically remove biases, such as position bias, from learning-to-rank models. The method takes two steps - estimating click propensities and…
Dynamical properties of image restoration and hyper-parameter estimation are investigated by means of statistical mechanics. We introduce an exactly solvable model for image restoration and derive differential equations with respect to…
In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and…
The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
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…
The Expectation-Maximization (EM) algorithm for mixture models often results in slow or invalid convergence. The popular convergence proof affirms that the likelihood increases with Q; Q is increasing in the M -step and non-decreasing in…
We propose an expectation maximization (EM)-based algorithm for semi-blind channel estimation of reciprocal channels in amplify-and-forward (AF) two-way relay networks (TWRNs). By incorporating both data samples and pilots into the…
Binary Neural Networks (BiNNs), which employ single-bit precision weights, have emerged as a promising solution to reduce memory usage and power consumption while maintaining competitive performance in large-scale systems. However, training…
The autoregressive (AR) models are used to represent the time-varying random process in which output depends linearly on previous terms and a stochastic term (the innovation). In the classical version, the AR models are based on normal…
Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we propose an online parameter estimation algorithm that…
Bayesian optimization (BO) is among the most effective and widely-used blackbox optimization methods. BO proposes solutions according to an explore-exploit trade-off criterion encoded in an acquisition function, many of which are computed…
We consider the problem of retrieving the aerosol extinction coefficient from Raman lidar measurements. This is an ill--posed inverse problem that needs regularization, and we propose to use the Expectation--Maximization (EM) algorithm to…