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In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…

Machine Learning · Statistics 2026-03-23 Xinyu Liu , Hai Zhang

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

A novel multi-task Gaussian process (GP) framework is proposed, by using a common mean process for sharing information across tasks. In particular, we investigate the problem of time series forecasting, with the objective to improve…

Computation · Statistics 2022-05-25 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

This paper derives new algorithms for signomial programming, a generalization of geometric programming. The algorithms are based on a generic principle for optimization called the MM algorithm. In this setting, one can apply the…

Numerical Analysis · Mathematics 2013-10-22 Kenneth Lange , Hua Zhou

A generalized ensemble model (gEnM) for document ranking is proposed in this paper. The gEnM linearly combines basis document retrieval models and tries to retrieve relevant documents at high positions. In order to obtain the optimal linear…

Information Retrieval · Computer Science 2017-02-03 Yanshan Wang , In-Chan Choi , Hongfang Liu

This paper studies the problem of estimating the means $\pm\theta_{*}\in\mathbb{R}^{d}$ of a symmetric two-component Gaussian mixture $\delta_{*}\cdot N(\theta_{*},I)+(1-\delta_{*})\cdot N(-\theta_{*},I)$ where the weights $\delta_{*}$ and…

Statistics Theory · Mathematics 2021-03-30 Nir Weinberger , Guy Bresler

A natural way of handling imbalanced data is to attempt to equalise the class frequencies and train the classifier of choice on balanced data. For two-class imbalanced problems, the classification success is typically measured by the…

Computer Vision and Pattern Recognition · Computer Science 2018-04-20 Ludmila I. Kuncheva , Álvar Arnaiz-González , José-Francisco Díez-Pastor , Iain A. D. Gunn

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…

Machine Learning · Statistics 2023-07-06 Pierre Houdouin , Matthieu Jonkcheere , Frederic Pascal

Large-scale data collections in the wild, are invariably noisy. Thus developing data pruning strategies that remain robust even in the presence of corruption is critical in practice. In this work, we propose Geometric Median ($\gm$)…

Machine Learning · Computer Science 2025-01-20 Anish Acharya , Inderjit S Dhillon , Sujay Sanghavi

The advent of Unified Multimodal Models (UMMs) signals a paradigm shift in artificial intelligence, moving from passive perception to active, cross-modal generation. Despite their unprecedented ability to synthesize information, a critical…

Artificial Intelligence · Computer Science 2026-01-15 Jingxuan Wei , Caijun Jia , Xi Bai , Xinglong Xu , Siyuan Li , Linzhuang Sun , Bihui Yu , Conghui He , Lijun Wu , Cheng Tan

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured…

Econometrics · Economics 2025-11-11 Kirill S. Evdokimov , Andrei Zeleneev

Image restoration has experienced significant advancements due to the development of deep learning. Nevertheless, it encounters challenges related to ill-posed problems, resulting in deviations between single model predictions and…

Computer Vision and Pattern Recognition · Computer Science 2024-10-31 Shangquan Sun , Wenqi Ren , Zikun Liu , Hyunhee Park , Rui Wang , Xiaochun Cao

We consider the problem of learning mixtures of generalized linear models (GLM) which arise in classification and regression problems. Typical learning approaches such as expectation maximization (EM) or variational Bayes can get stuck in…

Machine Learning · Computer Science 2016-01-14 Hanie Sedghi , Majid Janzamin , Anima Anandkumar

Latent variable models are a fundamental modeling tool in machine learning applications, but they present significant computational and analytical challenges. The popular EM algorithm and its variants, is a much used algorithmic tool; yet…

Machine Learning · Computer Science 2015-12-08 Xinyang Yi , Constantine Caramanis

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

Machine Learning · Computer Science 2023-09-07 Weiguo Lu , Xuan Wu , Deng Ding , Gangnan Yuan

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…

Machine Learning · Statistics 2017-06-06 Constantinos Daskalakis , Christos Tzamos , Manolis Zampetakis

LLM pre-training efficacy increasingly depends on data composition rather than sheer volume. Yet, optimal mixing is hindered by categorization flaws: human taxonomies suffer from ontological misalignment, and Euclidean clustering fails to…

Machine Learning · Computer Science 2026-05-27 Yue Min , Ziyun Qiao , Ruining Chen , Yujun Li

Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…

Numerical Analysis · Mathematics 2020-12-01 Markus Hegland , Frank deHoog

Mixture modelling using elliptical distributions promises enhanced robustness, flexibility and stability over the widely employed Gaussian mixture model (GMM). However, existing studies based on the elliptical mixture model (EMM) are…

Machine Learning · Computer Science 2020-09-30 Shengxi Li , Zeyang Yu , Danilo Mandic

Recommender Systems (RS), as an efficient tool to discover users' interested items from a very large corpus, has attracted more and more attention from academia and industry. As the initial stage of RS, large-scale matching is fundamental…

Information Retrieval · Computer Science 2022-07-07 Jiazhen Lou , Hong Wen , Fuyu Lv , Jing Zhang , Tengfei Yuan , Zhao Li