Related papers: A Computational Note on the Application of the Sup…
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…
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…
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…
Estimators derived from an EM algorithm are not robust since they are based on the maximization of the likelihood function. We propose a proximal-point algorithm based on the EM algorithm which aim to minimize a divergence criterion.…
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…
When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…
IBM models are very important word alignment models in Machine Translation. Following the Maximum Likelihood Estimation principle to estimate their parameters, the models will easily overfit the training data when the data are sparse. While…
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…
We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…
There are many approaches to nonlinear SEM (structural equation modeling) but it seems that a rather straightforward approach using Isserlis' theorem has not yet been investigated although it allows the direct extension of the standard…
Efficient estimation methods for simultaneous autoregressive (SAR) models with missing data in the response variable have been well-explored in the literature. A common practice is to introduce measurement error into SAR models to separate…
In this study, an efficient stochastic gradient-free method, the ensemble neural networks (ENN), is developed. In the ENN, the optimization process relies on covariance matrices rather than derivatives. The covariance matrices are…
Gaussian mixture models (GMMs) are fundamental statistical tools for modeling heterogeneous data. Due to the nonconcavity of the likelihood function, the Expectation-Maximization (EM) algorithm is widely used for parameter estimation of…
Evidential-EM (E2M) algorithm is an effective approach for computing maximum likelihood estimations under finite mixture models, especially when there is uncertain information about data. In this paper we present an extension of the E2M…
This paper presents a Kernel Entity Salience Model (KESM) that improves text understanding and retrieval by better estimating entity salience (importance) in documents. KESM represents entities by knowledge enriched distributed…
The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…
Expected Shortfall (ES), also known as superquantile or Conditional Value-at-Risk, has been recognized as an important measure in risk analysis and stochastic optimization, and is also finding applications beyond these areas. In finance, it…
It has been recognized that the diversity of base learners is of utmost importance to a good ensemble. This paper defines a novel measurement of diversity, termed as exclusivity. With the designed exclusivity, we further propose an ensemble…
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…
Numerical homogenization for mechanical multiscale modeling by means of the finite element method (FEM) is an elegant way of obtaining structure-property relations, if the behavior of the constituents of the lower scale is well understood.…