Related papers: Expectation-Maximization Technique and Spatial-Ada…

Regime shifts in high-dimensional time series arise naturally in many applications, from neuroimaging to finance. This problem has received considerable attention in low-dimensional settings, with both Bayesian and frequentist methods used…

This paper proposes Incremental Seeded Expectation Maximization, an algorithm that improves upon the traditional Expectation Maximization computational flow for clusterwise or finite mixture linear regression tasks. The proposed method…

Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…

The EM algorithm is one of the most popular algorithm for inference in latent data models. The original formulation of the EM algorithm does not scale to large data set, because the whole data set is required at each iteration of the…

The tracking method based on the extreme learning machine (ELM) is efficient and effective. ELM randomly generates input weights and biases in the hidden layer, and then calculates and computes the output weights by reducing the iterative…

We propose a new algorithm to approximate the Earth Mover's distance (EMD). Our main idea is motivated by the theory of optimal transport, in which EMD can be reformulated as a familiar $L_1$ type minimization. We use a regularization which…

Human feedback is widely used to train agents in many domains. However, previous works rarely consider the uncertainty when humans provide feedback, especially in cases that the optimal actions are not obvious to the trainers. For example,…

Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…

Estimators derived from an EM algorithm are not robust since they are based on the maximization of the likelihood function. We propose a proximal-point algorithm based on the EM algorithm which aim to minimize a divergence criterion.…

Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…

Visual repetition is ubiquitous in our world. It appears in human activity (sports, cooking), animal behavior (a bee's waggle dance), natural phenomena (leaves in the wind) and in urban environments (flashing lights). Estimating visual…

The Expectation--Maximization Maximum Likelihood (EMML) algorithm belongs to the Expectation--Maximization family and is widely used for image reconstruction problems under Poisson noise.In this paper, we reinterpret EMML as a mirror…

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

Exponential random graph models (ERGMs) are very flexible for modeling network formation but pose difficult estimation challenges due to their intractable normalizing constant. Existing methods, such as MCMC-MLE, rely on sequential…

This paper studies the partial estimation of Gaussian graphical models from high-dimensional empirical observations. We derive a convex formulation for this problem using $\ell_1$-regularized maximum-likelihood estimation, which can be…

In inertial motion capture, a multitude of body segments are equipped with inertial sensors, consisting of 3D accelerometers and 3D gyroscopes. Using an optimization-based approach to solve the motion capture problem allows for natural…

A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…

Setting initial values of parameters of mixture distributions estimated by using the EM recursive algorithm is very important to the overall quality of estimation. None of the existing methods is suitable for mixtures with large number of…

Classical Mixtures of Experts (MoE) are Machine Learning models that involve partitioning the input space, with a separate "expert" model trained on each partition. Recently, MoE-based model architectures have become popular as a means to…

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…