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We propose an efficient algorithm for approximate computation of the profile maximum likelihood (PML), a variant of maximum likelihood maximizing the probability of observing a sufficient statistic rather than the empirical sample. The PML…

Machine Learning · Computer Science 2017-12-21 Dmitri S. Pavlichin , Jiantao Jiao , Tsachy Weissman

Auto-regressive sequence generative models trained by Maximum Likelihood Estimation suffer the exposure bias problem in practical finite sample scenarios. The crux is that the number of training samples for Maximum Likelihood Estimation is…

Machine Learning · Statistics 2020-07-14 Yuxuan Song , Ning Miao , Hao Zhou , Lantao Yu , Mingxuan Wang , Lei Li

Robustly determining the optimal number of clusters in a data set is an essential factor in a wide range of applications. Cluster enumeration becomes challenging when the true underlying structure in the observed data is corrupted by…

Signal Processing · Electrical Eng. & Systems 2021-05-06 Christian A. Schroth , Michael Muma

A preference order or ranking aggregated from pairwise comparison data is commonly understood as a strict total order. However, in real-world scenarios, some items are intrinsically ambiguous in comparisons, which may very well be an…

Machine Learning · Computer Science 2018-07-31 Qianqian Xu , Jiechao Xiong , Xinwei Sun , Zhiyong Yang , Xiaochun Cao , Qingming Huang , Yuan Yao

We systematically study various network Expectation-Maximization (EM) algorithms for the Gaussian mixture model within the framework of decentralized federated learning. Our theoretical investigation reveals that directly extending the…

Machine Learning · Statistics 2024-11-11 Shuyuan Wu , Bin Du , Xuetong Li , Hansheng Wang

We consider the problem of clustering with $K$-means and Gaussian mixture models with a constraint on the separation between the centers in the context of real-valued data. We first propose a dynamic programming approach to solving the…

Computation · Statistics 2023-01-24 He Jiang , Ery Arias-Castro

Maximum likelihood estimators (MLE) and control variate estimators (CVE) have been used in conjunction with known information across sketching algorithms and applications in machine learning. We prove that under certain conditions in an…

Machine Learning · Statistics 2026-02-05 Keegan Kang , Kerong Wang , Ding Zhang , Rameshwar Pratap , Bhisham Dev Verma , Benedict H. W. Wong

State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter of general state-space models is not straightforward because…

Methodology · Statistics 2025-02-04 Yuxiong Gao , Wentao Li , Rong Chen

Mixture-of-experts (MoE) models are a powerful paradigm for modeling of data arising from complex data generating processes (DGPs). In this article, we demonstrate how different MoE models can be constructed to approximate the underlying…

Machine Learning · Statistics 2017-07-13 Hien D. Nguyen , Faicel Chamroukhi

Any clustering algorithm must synchronously learn to model the clusters and allocate data to those clusters in the absence of labels. Mixture model-based methods model clusters with pre-defined statistical distributions and allocate data to…

Machine Learning · Computer Science 2022-10-04 Dumindu Tissera , Kasun Vithanage , Rukshan Wijesinghe , Alex Xavier , Sanath Jayasena , Subha Fernando , Ranga Rodrigo

We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…

Machine Learning · Statistics 2018-06-04 Reshad Hosseini , Suvrit Sra

Gaussian mixture models are central to classical statistics, widely used in the information sciences, and have a rich mathematical structure. We examine their maximum likelihood estimates through the lens of algebraic statistics. The MLE is…

Statistics Theory · Mathematics 2019-04-19 Carlos Améndola , Mathias Drton , Bernd Sturmfels

Mixtures of shifted asymmetric Laplace distributions were introduced as a tool for model-based clustering that allowed for the direct parameterization of skewness in addition to location and scale. Following common practices, an…

Methodology · Statistics 2023-03-28 Yuan Fang , Brian C. Franczak , Sanjeena Subedi

The methods of statistical physics are widely used for modelling complex networks. Building on the recently proposed Equilibrium Expectation approach, we derive a simple and efficient algorithm for maximum likelihood estimation (MLE) of…

Computation · Statistics 2020-02-12 Alexander Borisenko , Maksym Byshkin , Alessandro Lomi

Clustering is a fundamental tool that has garnered significant interest across a wide range of applications including text analysis. To improve clustering accuracy, many researchers have incorporated background knowledge, typically in the…

Machine Learning · Computer Science 2026-01-19 Chaoqi Jia , Weihong Wu , Longkun Guo , Zhigang Lu , Chao Chen , Kok-Leong Ong

In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…

Methodology · Statistics 2022-12-12 Dietmar Bauer , Sebastian Büscher , Manuel Batram

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park

In mixtures-of-experts (ME) model, where a number of submodels (experts) are combined, there have been two longstanding problems: (i) how many experts should be chosen, given the size of the training data? (ii) given the total number of…

Statistics Theory · Mathematics 2011-11-02 Eduardo F. Mendes , Wenxin Jiang

In this study, we consider unsupervised clustering of categorical vectors that can be of different size using mixture. We use likelihood maximization to estimate the parameters of the underlying mixture model and a penalization technique to…

Statistics Theory · Mathematics 2017-09-08 Esther Derman , Erwan Le Pennec

Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…

Methodology · Statistics 2026-01-13 Sphiwe B. Skhosana , Weixin Yao