Related papers: Using the Expectation Maximization Algorithm with …
The Expectation-Maximization algorithm is perhaps the most broadly used algorithm for inference of latent variable problems. A theoretical understanding of its performance, however, largely remains lacking. Recent results established that…
The expectation--maximization (EM) algorithm combines global monotonicity, local linear convergence, and strong practical robustness, but these features are usually analyzed separately. Global descent is nonlinear, whereas local convergence…
Finite mixtures of skew distributions provide a flexible tool for modelling heterogeneous data with asymmetric distributional features. However, parameter estimation via the Expectation-Maximization (EM) algorithm can become very…
The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…
Single-particle imaging with X-ray free-electron lasers depends crucially on algorithms that merge large numbers of weak diffraction patterns despite missing measurements of parameters such as particle orientations. The…
We consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations. Unlike most previous approaches which assume that the cluster structure is given in advance, an appealing feature of our…
Data analysis in modern science using extensive experimental and observational facilities, such as a gravitational wave detector, is essential in the search for novel scientific discoveries. Accordingly, various techniques and mathematical…
Astronomical data often suffer from noise and incompleteness. We extend the common mixtures-of-Gaussians density estimation approach to account for situations with a known sample incompleteness by simultaneous imputation from the current…
Mixing by cutting-and-shuffling can be understood and predicted using dynamical systems based tools and techniques. In existing studies, mixing is generated by maps that repeat the same cut-and-shuffle process at every iteration, in a…
In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and…
In this paper we consider functional data with heterogeneity in time and in population. We propose a mixture model with segmentation of time to represent this heterogeneity while keeping the functional structure. Maximum likelihood…
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…
Accurate forecasts of macroeconomic and financial data, such as GDP, CPI, unemployment rates, and stock indices, are crucial for the success of countries, businesses, and investors, resulting in a constant demand for reliable forecasting…
Mixture models serve as one fundamental tool with versatile applications. However, their training techniques, like the popular Expectation Maximization (EM) algorithm, are notoriously sensitive to parameter initialization and often suffer…
Mass spectrometry is a widely used method to study molecules and processes in medicine, life sciences, chemistry, catalysis, and industrial product quality control, among many other applications. One of the main features of some mass…
Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…
Optimizing a real-life RIS-parametrized wireless channel with a physics-consistent multiport-network model necessitates prior remote estimation of the mutual coupling (MC) between RIS elements. The number of MC parameters grows…
Mass spectrometry imaging (MSI) as an analytical tool for bio-molecular and bio-medical research targets, accurate compound localization and identification. In terms of dedicated instrumentation, this translates into the demand for more…
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…
Training the parameters of statistical models to describe a given data set is a central task in the field of data mining and machine learning. A very popular and powerful way of parameter estimation is the method of maximum likelihood…