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We study the problem of learning a latent variable model from a stream of data. Latent variable models are popular in practice because they can explain observed data in terms of unobserved concepts. These models have been traditionally…

Machine Learning · Computer Science 2018-04-27 Tong Yu , Branislav Kveton , Zheng Wen , Hung Bui , Ole J. Mengshoel

Hidden Markov models have successfully been applied as models of discrete time series in many fields. Often, when applied in practice, the parameters of these models have to be estimated. The currently predominating identification methods,…

Machine Learning · Statistics 2015-07-24 Robert Mattila , Cristian R. Rojas , Bo Wahlberg

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Machine Learning · Computer Science 2024-12-11 Koby Bibas

The phenomena of Spectral Bias, where the higher frequency components of a function being learnt in a feedforward Artificial Neural Network (ANN) are seen to converge more slowly than the lower frequencies, is observed ubiquitously across…

Machine Learning · Computer Science 2023-07-20 Kaumudi Joshi , Vukka Snigdha , Arya Kumar Bhattacharya

This paper re-visits the spectral method for learning latent variable models defined in terms of observable operators. We give a new perspective on the method, showing that operators can be recovered by minimizing a loss defined on a finite…

Machine Learning · Computer Science 2012-07-03 Borja Balle , Ariadna Quattoni , Xavier Carreras

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…

Machine Learning · Statistics 2026-05-11 Qiao Wang

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,…

Machine Learning · Statistics 2021-03-23 Hao Chen , Lanshan Han , Alvin Lim

The Expectation-Maximization (EM) algorithm is routinely used for the maximum likelihood estimation in the latent class analysis. However, the EM algorithm comes with no guarantees of reaching the global optimum. We study the geometry of…

In a broad range of classification and decision making problems, one is given the advice or predictions of several classifiers, of unknown reliability, over multiple questions or queries. This scenario is different from the standard…

Machine Learning · Statistics 2014-02-07 Fabio Parisi , Francesco Strino , Boaz Nadler , Yuval Kluger

Maximum-likelihood estimation (MLE) is arguably the most important tool for statisticians, and many methods have been developed to find the MLE. We present a new inequality involving posterior distributions of a latent variable that holds…

Statistics Theory · Mathematics 2019-12-10 Niels Lundtorp Olsen

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…

Machine Learning · Computer Science 2025-03-11 Hugo Senetaire , Paul Jeha , Pierre-Alexandre Mattei , Jes Frellsen

The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…

Artificial Intelligence · Computer Science 2013-03-26 Gerhard Paass

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…

Machine Learning · Computer Science 2023-12-20 Yulai Cong , Sijia Li

Knowing the link between observed predictive variables and outcomes is crucial for making inference in any regression model. When this link is missing, partially or completely, classical estimation methods fail in recovering the true…

Statistics Theory · Mathematics 2026-01-28 Fadoua Balabdaoui , Jinyu Chen

Extreme Learning Machines (ELMs) have become a popular tool in the field of Artificial Intelligence due to their very high training speed and generalization capabilities. Another advantage is that they have a single hyper-parameter that…

Machine Learning · Computer Science 2019-12-05 Nicolás Nieto , Francisco Ibarrola , Victoria Peterson , Hugo Rufiner , Ruben Spies

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

Consider a setting with $N$ independent individuals, each with an unknown parameter, $p_i \in [0, 1]$ drawn from some unknown distribution $P^\star$. After observing the outcomes of $t$ independent Bernoulli trials, i.e., $X_i \sim…

Statistics Theory · Mathematics 2019-02-13 Ramya Korlakai Vinayak , Weihao Kong , Gregory Valiant , Sham M. Kakade

Large language models (LLMs) solve reasoning problems by first generating a rationale and then answering. We formalize reasoning as a latent variable model and derive a reward-based filtered expectation-maximization (FEM) objective for…

Machine Learning · Computer Science 2026-02-03 Junghyun Lee , Branislav Kveton , Anup Rao , Subhojyoti Mukherjee , Ryan A. Rossi , Sunav Choudhary , Alexa Siu

The growth of machine learning as a field has been accelerating with increasing interest and publications across fields, including statistics, but predominantly in computer science. How can we parse this vast literature for developments…

Statistics Theory · Mathematics 2021-10-26 Mark J. van der Laan , Sherri Rose

Maximum likelihood estimation (MLE) is a statistical method used to estimate the parameters of a probability distribution that best explain the observed data. In the context of text generation, MLE is often used to train generative language…

Computation and Language · Computer Science 2023-10-27 Chenze Shao , Zhengrui Ma , Min Zhang , Yang Feng
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