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Partially recorded data are frequently encountered in many applications and usually clustered by first removing incomplete cases or features with missing values, or by imputing missing values, followed by application of a clustering…

Methodology · Statistics 2021-10-20 Emily M. Goren , Ranjan Maitra

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…

Machine Learning · Computer Science 2023-02-23 Ryohei Umatani , Takashi Imai , Kaoru Kawamoto , Shutaro Kunimasa

The Expectation-Maximization (EM) algorithm is an iterative method to maximize the log-likelihood function for parameter estimation. Previous works on the convergence analysis of the EM algorithm have established results on the asymptotic…

Statistics Theory · Mathematics 2017-05-31 Chong Wu , Can Yang , Hongyu Zhao , Ji Zhu

The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of…

Machine Learning · Statistics 2022-05-24 Tongzheng Ren , Fuheng Cui , Sujay Sanghavi , Nhat Ho

We will amalgamate the Rash model (for rectangular binary tables) and the newly introduced $\alpha$-$\beta$ models (for random undirected graphs) in the framework of a semiparametric probabilistic graph model. Our purpose is to give a…

Methodology · Statistics 2015-03-12 Marianna Bolla , Ahmed Elbanna

The performance of EM in learning mixtures of product distributions often depends on the initialization. This can be problematic in crowdsourcing and other applications, e.g. when a small number of 'experts' are diluted by a large number of…

Machine Learning · Statistics 2016-05-31 Vincent Zhao , Steven W. Zucker

There have been several recent advancements in Machine Learning community on the Entity Matching (EM) problem. However, their lack of scalability has prevented them from being applied in practical settings on large real-life datasets.…

Databases · Computer Science 2011-03-15 Vibhor Rastogi , Nilesh Dalvi , Minos Garofalakis

In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…

Optimization and Control · Mathematics 2018-10-05 Orlando Romero , Sarthak Chatterjee , Sérgio Pequito

The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

The Expectation-Maximization (EM) algorithm (Dempster, Laird and Rubin, 1977) is a popular method for computing maximum likelihood estimates (MLEs) in problems with missing data. Each iteration of the al- gorithm formally consists of an…

Statistics Theory · Mathematics 2012-06-22 Ronald C. Neath

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…

Machine Learning · Statistics 2016-08-16 Hideyuki Miyahara , Koji Tsumura

The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…

Artificial Intelligence · Computer Science 2013-03-26 Gerhard Paass

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…

Statistics Theory · Mathematics 2025-11-10 Xin Bing , Dehan Kong , Bingqing Li

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

The Expectation-Maximization (EM) algorithm is a commonly used method for finding the maximum likelihood estimates of the parameters in a mixture model via coordinate ascent. A serious pitfall with the algorithm is that in the case of…

Computation · Statistics 2018-08-31 Adrian O'Hagan , Arthur White

We examine methods for clustering in high dimensions. In the first part of the paper, we perform an experimental comparison between three batch clustering algorithms: the Expectation-Maximization (EM) algorithm, a winner take all version of…

Machine Learning · Computer Science 2015-05-19 Marina Meila , David Heckerman

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

Clustering high-dimensional data is especially challenging when cluster distributions are heavy tailed and only approximately elliptical. Existing high-dimensional methods are largely built for Gaussian or other light-tailed models, whereas…

Methodology · Statistics 2026-05-12 Long Feng , Dan Zhuang

Initialisation of the EM algorithm in model-based clustering is often crucial. Various starting points in the parameter space often lead to different local maxima of the likelihood function and, so to different clustering partitions. Among…

Methodology · Statistics 2015-07-28 Luca Scrucca , Adrian E. Raftery