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We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…

Statistics Theory · Mathematics 2023-05-18 Alberto González-Sanz , Shayan Hundrieser

In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be…

Signal Processing · Electrical Eng. & Systems 2025-08-05 Ming-yan Gong , Bin Lyu

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…

Machine Learning · Computer Science 2015-12-08 Xinyang Yi , Constantine Caramanis

We present a general method for fitting finite mixture models (FMM). Learning in a mixture model consists of finding the most likely cluster assignment for each data-point, as well as finding the parameters of the clusters themselves. In…

Machine Learning · Statistics 2019-12-20 Mathias Edman , Neil Dhir

We introduce and prove convergence of a damped Newton algorithm to approximate solutions of the semi-discrete optimal transport problem with storage fees, corresponding to a problem with hard capacity constraints. This is a variant of the…

Numerical Analysis · Mathematics 2020-08-17 Mohit Bansil , Jun Kitagawa

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

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

In this paper we analyze a family of general random block coordinate descent methods for the minimization of $\ell_0$ regularized optimization problems, i.e. the objective function is composed of a smooth convex function and the $\ell_0$…

Optimization and Control · Mathematics 2014-07-21 Andrei Patrascu , Ion Necoara

Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…

Optimization and Control · Mathematics 2021-06-16 Mauro Bonafini , Ismael Medina , Bernhard Schmitzer

We seek the best traffic allocation scheme for the edge-cloud computing network that satisfies constraints and minimizes the cost based on burstable billing. First, for a fixed network topology, we formulate a family of integer programming…

Networking and Internet Architecture · Computer Science 2024-08-14 Bin Du , He Zhang , Xiangle Cheng , Lei Zhang

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

This paper investigates the computational and statistical limits in clustering matrix-valued observations. We propose a low-rank mixture model (LrMM), adapted from the classical Gaussian mixture model (GMM) to treat matrix-valued…

Statistics Theory · Mathematics 2023-06-08 Zhongyuan Lyu , Dong Xia

We address general-shaped clustering problems under very weak parametric assumptions with a two-step hybrid robust clustering algorithm based on trimmed k-means and hierarchical agglomeration. The algorithm has low computational complexity…

Methodology · Statistics 2022-01-19 Luca Insolia , Domenico Perrotta

We develop a general method for estimating a finite mixture of non-normalized models. Here, a non-normalized model is defined to be a parametric distribution with an intractable normalization constant. Existing methods for estimating…

Machine Learning · Statistics 2021-09-01 Takeru Matsuda , Aapo Hyvarinen

Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…

Methodology · Statistics 2016-12-23 Marbac Matthieu , Sedki Mohammed

Mixture models serve as one fundamental tool with versatile applications. However, their training techniques, like the popular Expectation Maximization (EM) algorithm, are notoriously sensitive to parameter initialization and often suffer…

Machine Learning · Computer Science 2023-12-20 Yulai Cong , Sijia Li

Online deep clustering refers to the joint use of a feature extraction network and a clustering model to assign cluster labels to each new data point or batch as it is processed. While faster and more versatile than offline methods, online…

Machine Learning · Computer Science 2024-03-14 Louis Mahon , Thomas Lukasiewicz

Mixture Markov Model (MMM) is a widely used tool to cluster sequences of events coming from a finite state-space. However the MMM likelihood being multi-modal, the challenge remains in its maximization. Although Expectation-Maximization…

Optimization and Control · Mathematics 2026-04-16 Priyam Das , Deborshee Sen , Debsurya De , Jue Hou , Zahra S. H. Abad , Nicole Kim , Zongqi Xia , Tianxi Cai

This survey reviews a clustering method based on solving a convex optimization problem. Despite the plethora of existing clustering methods, convex clustering has several uncommon features that distinguish it from prior art. The…

Methodology · Statistics 2025-09-19 Eric C. Chi , Aaron J. Molstad , Zheming Gao , Jocelyn T. Chi

We study the large sample behavior of a convex clustering framework, which minimizes the sample within cluster sum of squares under an~$\ell_1$ fusion constraint on the cluster centroids. This recently proposed approach has been gaining in…

Methodology · Statistics 2016-12-30 Peter Radchenko , Gourab Mukherjee