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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

This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…

Machine Learning · Statistics 2023-05-23 Florian Mouret , Alexandre Hippert-Ferrer , Frédéric Pascal , Jean-Yves Tourneret

Envelope method was recently proposed as a method to reduce the dimension of responses in multivariate regressions. However, when there exists missing data, the envelope method using the complete case observations may lead to biased and…

Methodology · Statistics 2021-03-25 Linquan Ma , Lan Liu , Wei Yang

Intelligibility and accurate uncertainty estimation are crucial for reliable decision-making. In this paper, we propose EviNAM, an extension of evidential learning that integrates the interpretability of Neural Additive Models (NAMs) with…

Machine Learning · Computer Science 2026-01-14 Sören Schleibaum , Anton Frederik Thielmann , Julian Teusch , Benjamin Säfken , Jörg P. Müller

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

Estimating uncertainty in text-to-image diffusion models is challenging because of their large parameter counts (often exceeding 100 million) and operation in complex, high-dimensional spaces with virtually infinite input possibilities. In…

Artificial Intelligence · Computer Science 2025-05-20 Lucas Berry , Axel Brando , Wei-Di Chang , Juan Camilo Gamboa Higuera , David Meger

The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…

Computation · Statistics 2013-06-26 Ryan P. Browne , Sanjeena Subedi , Paul McNicholas

The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations…

Machine Learning · Computer Science 2020-09-25 Thu Nguyen , Duy H. M. Nguyen , Huy Nguyen , Binh T. Nguyen , Bruce A. Wade

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…

Signal Processing · Electrical Eng. & Systems 2024-04-18 Geethu Joseph

A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. We study the estimation of parameters of weighted exponential distribution based on Type-II hybrid censored data. By applying EM algorithm, maximum likelihood…

Statistics Theory · Mathematics 2012-03-02 Akram Kohansal , Saeid Rezakhah

We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on $n$ i.i.d. samples are known to have lower accuracy than the classical $n^{- \frac{1}{2}}$ error. We investigate…

Statistics Theory · Mathematics 2021-11-17 Raaz Dwivedi , Nhat Ho , Koulik Khamaru , Martin J. Wainwright , Michael I. Jordan , Bin Yu

We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…

Statistics Theory · Mathematics 2017-08-01 Zhou Shen , Michael Levine , Zuofeng Shang

Finite mixture models are among the most popular statistical models used in different data science disciplines. Despite their broad applicability, inference under these models typically leads to computationally challenging non-convex…

Machine Learning · Computer Science 2018-09-25 Babak Barazandeh , Meisam Razaviyayn

This paper deals with parameter estimation when the data are randomly right censored. The maximum likelihood estimates from censored samples are obtained by using the expectation-maximization (EM) and Monte Carlo EM (MCEM) algorithms. We…

Computation · Statistics 2012-03-20 Chanseok Park , Seong Beom Lee

Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…

Machine Learning · Statistics 2016-03-29 Sida I. Wang , Arun Tejasvi Chaganty , Percy Liang

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

Statistics Theory · Mathematics 2023-07-24 Ning Wang , Xin Zhang , Qing Mai

Finite mixture models are powerful tools for modelling and analyzing heterogeneous data. Parameter estimation is typically carried out using maximum likelihood estimation via the Expectation-Maximization (EM) algorithm. Recently, the…

Computation · Statistics 2020-05-15 Sharon X. Lee , Geoffrey J. McLachlan , Kaleb L. Leemaqz

In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be…

Signal Processing · Electrical Eng. & Systems 2025-08-05 Ming-yan Gong , Bin Lyu

Uncertainty estimation is a key factor that makes deep learning reliable in practical applications. Recently proposed evidential neural networks explicitly account for different uncertainties by treating the network's outputs as evidence to…

Machine Learning · Computer Science 2023-07-03 Danruo Deng , Guangyong Chen , Yang Yu , Furui Liu , Pheng-Ann Heng

Handling missing values plays an important role in the analysis of survival data, especially, the ones marked by cure fraction. In this paper, we discuss the properties and implementation of stochastic approximations to the…

Methodology · Statistics 2021-07-22 Sandip Barui , Suvra Pal , Nutan Mishra , Katherine Davies