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To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…
Training an energy-based model (EBM) with maximum likelihood is challenging due to the intractable normalisation constant. Traditional methods rely on expensive Markov chain Monte Carlo (MCMC) sampling to estimate the gradient of logartihm…
In this paper, we firstly give a brief introduction of expectation maximization (EM) algorithm, and then discuss the initial value sensitivity of expectation maximization algorithm. Subsequently, we give a short proof of EM's convergence.…
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…
Modern scientific studies often collect data sets in the forms of tensors, which call for innovative statistical analysis methods. In particular, there is a pressing need for tensor clustering methods to understand the heterogeneity in the…
String matching is the problem of finding all the occurrences of a pattern in a text. We propose improved versions of the fast family of string matching algorithms based on hashing $q$-grams. The improvement consists of considering minimal…
Response-adaptive randomization (RAR) has been studied extensively in conventional, single-stage clinical trials, where it has been shown to yield ethical and statistical benefits, especially in trials with many treatment arms. However, RAR…
Expectation Maximization (EM) algorithm is a parameter estimation method from incomplete observations. In this paper, an implementation of this method to the calibration of HKS spectrometer at Jefferson Lab is described. We show that the…
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),…
We study structural equation modeling (SEM) for diffusion processes with jumps. Based on high-frequency data, we consider the parameter estimation and the goodness-of-fit test in the SEM. Using a threshold method, we propose the…
Phenotypic variability in a population of cells can work as the bet-hedging of the cells under an unpredictably changing environment, the typical example of which is the bacterial persistence. To understand the strategy to control such…
This paper addresses patient heterogeneity associated with prediction problems in biomedical applications. We propose a systematic hypothesis testing approach to determine the existence of patient subgroup structure and the number of…
The sparsity-restricted maximum likelihood estimator (SMLE) has received considerable attention for feature screening in ultrahigh-dimensional regression. SMLE is a computationally convenient method that naturally incorporates the joint…
This paper presents STrEAM (SuperTrace Evaluation Automated for Matching), a Mathematica package that calculates all functional supertraces which arise when matching a generic UV model onto a relativistic Effective Field Theory (EFT) at one…
The Expectation-Maximization (EM) algorithm (Dempster, Laird and Rubin, 1977) is a popular method for computing maximum likelihood estimates (MLEs) in problems with missing data. Each iteration of the al- gorithm formally consists of an…
Expectation maximisation (EM) is usually thought of as an unsupervised learning method for estimating the parameters of a mixture distribution, however it can also be used for supervised learning when class labels are available. As such, EM…
The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…
A Maximum Likelihood recursive state estimator is derived for non-linear and non-Gaussian state-space models. The estimator combines a particle filter to generate the conditional density and the Expectation Maximization algorithm to compute…
DNA samples are often pooled, either by experimental design, or because the sample itself is a mixture. For example, when population allele frequencies are of primary interest, individual samples may be pooled together to lower the cost of…
Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…