Related papers: A Theoretical and Experimental Comparison of the E…
SEMMS (Scalable Empirical-Bayes Model for Marker Selection) is a variable-selection procedure for generalized linear models that uses a three-component normal mixture prior on regression coefficients. In its original form, SEMMS assumes…
We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM). In particular, we show that the empirical EM iterates converge to the target parameter vector…
We consider the problem of estimating the parameters a Gaussian Mixture Model with K components of known weights, all with an identity covariance matrix. We make two contributions. First, at the population level, we present a sharper…
The Expectation-Maximisation (EM) algorithm is a central tool in statistics and machine learning, widely used for latent-variable models such as Gaussian Mixture Models (GMMs). Despite its ubiquity, EM is typically treated as a…
The Gaussian mixture model is a classic technique for clustering and data modeling that is used in numerous applications. With the rise of big data, there is a need for parameter estimation techniques that can handle streaming data and…
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 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,…
Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
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…
The EM algorithm is one of many important tools in the field of statistics. While often used for imputing missing data, its widespread applications include other common statistical tasks, such as clustering. In clustering, the EM algorithm…
The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…
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…
Semi-supervised learning aims to learn prediction models from both labeled and unlabeled samples. There has been extensive research in this area. Among existing work, generative mixture models with Expectation-Maximization (EM) is a popular…
Gaussian mixture models (GMM) are the most widely used statistical model for the $k$-means clustering problem and form a popular framework for clustering in machine learning and data analysis. In this paper, we propose a natural semi-random…
Cluster analysis faces two problems in high dimensions: first, the `curse of dimensionality' that can lead to overfitting and poor generalization performance; and second, the sheer time taken for conventional algorithms to process large…
Advances in information technology have led to extremely large datasets that are often kept in different storage centers. Existing statistical methods must be adapted to overcome the resulting computational obstacles while retaining…
The expectation-maximization (EM) algorithm introduced by Dempster et al in 1977 is a very general method to solve maximum likelihood estimation problems. In this informal report, we review the theory behind EM as well as a number of EM…
We study optimization for losses that admit a variance-mean scale-mixture representation. Under this representation, each EM iteration is a weighted least squares update in which latent variables determine observation and parameter weights;…
In this paper we consider the simulation-based Bayesian analysis of stochastic volatility in mean (SVM) models. Extending the highly efficient Markov chain Monte Carlo mixture sampler for the SV model proposed in Kim et al. (1998) and Omori…