English
Related papers

Related papers: A Computational Note on the Application of the Sup…

200 papers

Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…

Statistics Theory · Mathematics 2016-08-30 Ji Xu , Daniel Hsu , Arian Maleki

Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…

Machine Learning · Statistics 2018-10-30 Faicel Chamroukhi , Bao-Tuyen Huynh

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…

Methodology · Statistics 2013-09-26 Hunter Glanz , Luis Carvalho

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 Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…

Machine Learning · Computer Science 2020-12-04 Gersende Fort , Eric Moulines , Hoi-To Wai

Inferring dynamics from time series is an important objective in data analysis. In particular, it is challenging to infer stochastic dynamics given incomplete data. We propose an expectation maximization (EM) algorithm that iterates between…

Data Analysis, Statistics and Probability · Physics 2021-08-25 Sangwon Lee , Vipul Periwal , Junghyo Jo

Expectation-Maximization (EM) is a prominent approach for parameter estimation of hidden (aka latent) variable models. Given the full batch of data, EM forms an upper-bound of the negative log-likelihood of the model at each iteration and…

Machine Learning · Computer Science 2020-02-24 Ehsan Amid , Manfred K. Warmuth

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

In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…

Methodology · Statistics 2022-03-21 Tong Wang , Dipankar Bandyopadhyay , Samiran Sinha

The Expectation Maximization (EM) algorithm is widely used as an iterative modification to maximum likelihood estimation when the data is incomplete. We focus on a semi-supervised case to learn the model from labeled and unlabeled samples.…

Machine Learning · Computer Science 2023-01-26 Erixhen Sula , Lizhong Zheng

Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of…

The so-called matrix-element method (MEM) has long been used successfully as a classification tool in particle physics searches. In the presence of invisible final state particles, the traditional MEM typically assigns probabilities to an…

High Energy Physics - Phenomenology · Physics 2019-08-26 Stefan von Buddenbrock , Olivier Mattelaer , Michael Spannowsky

The predictions of question answering (QA)systems are typically evaluated against manually annotated finite sets of one or more answers. This leads to a coverage limitation that results in underestimating the true performance of systems,…

Computation and Language · Computer Science 2022-10-27 Jannis Bulian , Christian Buck , Wojciech Gajewski , Benjamin Boerschinger , Tal Schuster

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

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows…

Numerical Analysis · Mathematics 2021-06-17 Assyr Abdulle , Giacomo Garegnani

Equalisation Maximisation (EqM) is an algorithm for estimating parameters in auto-regressive (AR) models where some fraction of the data is missing. It has previously been shown that the EqM algorithm is a competitive alternative to…

Computation · Statistics 2013-08-22 Johan Dahlin , Fredrik Lindsten , Thomas B. Schön

The estimation of missing input vector elements in real time processing applications requires a system that possesses the knowledge of certain characteristics such as correlations between variables, which are inherent in the input space.…

Applications · Statistics 2007-05-23 Fulufhelo V. Nelwamondo , Shakir Mohamed , Tshilidzi Marwala

Expectation Maximization (EM) algorithm is a parameter estimation method from incomplete observations. In this paper, an implementation of this method to the calibration of HKS spectrometer at Jefferson Lab is described. We show that the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Lulin Yuan

The family of Expectation-Maximization (EM) algorithms provides a general approach to fitting flexible models for large and complex data. The expectation (E) step of EM-type algorithms is time-consuming in massive data applications because…

Computation · Statistics 2018-06-21 Sanvesh Srivastava , Glen DePalma , Chuanhai Liu

We propose an Anderson Acceleration (AA) scheme for the adaptive Expectation-Maximization (EM) algorithm for unsupervised learning a finite mixture model from multivariate data (Figueiredo and Jain 2002). The proposed algorithm is able to…

Machine Learning · Computer Science 2020-09-29 Truong Nguyen , Guangye Chen , Luis Chacon