Related papers: A simple multithreaded implementation of the EM al…
Until recently obtaining data on populations of networks was typically rare. However, with the advancement of automatic monitoring devices and the growing social and scientific interest in networks, such data has become more widely…
Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…
Recently, a so-called E-MS algorithm was developed for model selection in the presence of missing data. Specifically, it performs the Expectation step (E step) and Model Selection step (MS step) alternately to find the minimum point of the…
In this paper we develop the first fine-grained rounding error analysis of finite element (FE) cell kernels and assembly. The theory includes mixed-precision implementations and accounts for hardware-acceleration via matrix multiplication…
Integrating machine learning techniques into RDBMSs is an important task since there are many real applications that require modeling (e.g., business intelligence, strategic analysis) as well as querying data in RDBMSs. In this paper, we…
Nonlinear Mixed Effects models (NLME) models are widely used in pharmacometrics and related fields to analyze hierarchical and longitudinal data. However, as the number of parameters and random effects increases, traditional methods for…
Mixed linear regression involves the recovery of two (or more) unknown vectors from unlabeled linear measurements; that is, where each sample comes from exactly one of the vectors, but we do not know which one. It is a classic problem, and…
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…
Mixture-of-Experts (MoE) is a widely popular model for ensemble learning and is a basic building block of highly successful modern neural networks as well as a component in Gated Recurrent Units (GRU) and Attention networks. However,…
The classical mixture of linear experts (MoE) model is one of the widespread statistical frameworks for modeling, classification, and clustering of data. Built on the normality assumption of the error terms for mathematical and…
We develop a general framework for proving rigorous guarantees on the performance of the EM algorithm and a variant known as gradient EM. Our analysis is divided into two parts: a treatment of these algorithms at the population level (in…
The stochastic blockmodel (SBM) models the connectivity within and between disjoint subsets of nodes in networks. Prior work demonstrated that the rows of an SBM's adjacency spectral embedding (ASE) and Laplacian spectral embedding (LSE)…
End member analysis (EMA) unmixes grain size distribution (GSD) data into a mixture of end members (EMs), thus helping understand sediment provenance and depositional regimes and processes. In highly mixed data sets, however, many EMA…
Probabilistic finite mixture models are widely used for unsupervised clustering. These models can often be improved by adapting them to the topology of the data. For instance, in order to classify spatially adjacent data points similarly,…
The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale learning setting. In this paper, we propose an extension of the…
A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…
The speed of convergence of the Expectation Maximization (EM) algorithm for Gaussian mixture model fitting is known to be dependent on the amount of overlap among the mixture components. In this paper, we study the impact of mixing…
We study here a Gaussian Mixture Model (GMM) with rare events data. In this case, the commonly used Expectation-Maximization (EM) algorithm exhibits extremely slow numerical convergence rate. To theoretically understand this phenomenon, we…
The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…
To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…