Related papers: Improved model-based clustering performance using …

The EM algorithm is a novel numerical method to obtain maximum likelihood estimates and is often used for practical calculations. However, many of maximum likelihood estimation problems are nonconvex, and it is known that the EM algorithm…

In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…

The use of a finite mixture of normal distributions in model-based clustering allows to capture non-Gaussian data clusters. However, identifying the clusters from the normal components is challenging and in general either achieved by…

The stochastic approximation EM algorithm (SAEM) is described for the estimation of item and person parameters given test data coded as dichotomous or ordinal variables. The method hinges upon the eigenanalysis of missing variables sampled…

Capture-recapture experiments are widely used to estimate the abundance of a finite population. Based on capture-recapture data, the empirical likelihood (EL) method has been shown to outperform the conventional conditional likelihood (CL)…

Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…

Combining predictions from different models is a central problem in Bayesian inference and machine learning more broadly. Currently, these predictive distributions are almost exclusively combined using linear mixtures such as Bayesian model…

We consider an on-line system identification setting, in which new data become available at given time steps. In order to meet real-time estimation requirements, we propose a tailored Bayesian system identification procedure, in which the…

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…

Model-based clustering is widely-used in a variety of application areas. However, fundamental concerns remain about robustness. In particular, results can be sensitive to the choice of kernel representing the within-cluster data density.…

In applications of Bayesian procedures, once a class of priors has been chosen, it may be tempting to fix the prior's hyperparameters from the data, in an empirical Bayes (EB) fashion, usually by their maximum marginal likelihood estimates…

The Expectation-Maximization (EM) algorithm for mixture models often results in slow or invalid convergence. The popular convergence proof affirms that the likelihood increases with Q; Q is increasing in the M -step and non-decreasing in…

The Bayesian Optimisation Algorithm (BOA) is an Estimation of Distribution Algorithm (EDA) that uses a Bayesian network as probabilistic graphical model (PGM). Determining the optimal Bayesian network structure given a solution sample is an…

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

In this paper, a long-term survival model under competing risks is considered. The unobserved number of competing risks is assumed to follow a negative binomial distribution that can capture both over- and under-dispersion. Considering the…

We present an approach to model-based hierarchical clustering by formulating an objective function based on a Bayesian analysis. This model organizes the data into a cluster hierarchy while specifying a complex feature-set partitioning that…

Gaussian process is an indispensable tool in clustering functional data, owing to it's flexibility and inherent uncertainty quantification. However, when the functional data is observed over a large grid (say, of length $p$), Gaussian…

Dramatic increases in the size and dimensionality of many recent data sets make crucial the need for sophisticated methods that can exploit inherent structure and handle missing values. In this article we derive an expectation-maximization…

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…

Classical clustering algorithms typically either lack an underlying probability framework to make them predictive or focus on parameter estimation rather than defining and minimizing a notion of error. Recent work addresses these issues by…