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EM algorithm is a convenient tool for maximum likelihood model fitting when the data are incomplete or when there are latent variables or hidden states. In this review article we explain that EM algorithm is a natural computational scheme…

Methodology · Statistics 2011-04-13 Zhangzhang Si , Haifeng Gong , Song-Chun Zhu , Ying Nian Wu

Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data…

Machine Learning · Computer Science 2022-01-26 Pedro Valdeira , Cláudia Soares , João Xavier

Distributed parameter identification for large-scale multi-agent networks encounters challenges due to nonlinear dynamics and partial observations. Simultaneously, ensuring the stability is crucial for the robust identification of dynamic…

Dynamical Systems · Mathematics 2024-01-09 Chunhui Li , Chengpu Yu

The EM algorithm is a widely used methodology for penalized likelihood estimation. Provable monotonicity and convergence are the hallmarks of the EM algorithm and these properties are well established for smooth likelihood and smooth…

Computation · Statistics 2011-06-02 Stéphane Chrétien , Alfred Hero , Hervé Perdry

The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…

Statistics Theory · Mathematics 2018-11-13 Mahdi Teimouri

In single-particle cryo-electron microscopy (cryo-EM), K-means clustering algorithm is widely used in unsupervised 2D classification of projection images of biological macromolecules. 3D ab initio reconstruction requires accurate…

Quantitative Methods · Quantitative Biology 2017-01-03 Yaofang Xu , Jiayi Wu , Chang-Cheng Yin , Youdong Mao

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

Statistics Theory · Mathematics 2015-06-11 Pierre Barbillon , Célia Barthélémy , Adeline Samson

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

Assignment methods are at the heart of many algorithms for unsupervised learning and clustering - in particular, the well-known K-means and Expectation-Maximization (EM) algorithms. In this work, we study several different methods of…

Machine Learning · Computer Science 2013-02-08 Michael Kearns , Yishay Mansour , Andrew Y. Ng

A method that uses order statistics to construct multivariate distributions with fixed marginals and which utilizes a representation of the Bernstein copula in terms of a finite mixture distribution is proposed. Expectation-maximization…

Computation · Statistics 2014-01-16 Xiaoling Dou , Satoshi Kuriki , Gwo Dong Lin , Donald Richards

We study the problem of downlink channel estimation in multi-user massive multiple input multiple output (MIMO) systems. To this end, we consider a Bayesian compressive sensing approach in which the clustered sparse structure of the channel…

Information Theory · Computer Science 2021-06-08 Mohammed Rashid , Mort Naraghi-Pour

Cluster analysis methods seek to partition a data set into homogeneous subgroups. It is useful in a wide variety of applications, including document processing and modern genetics. Conventional clustering methods are unsupervised, meaning…

Methodology · Statistics 2014-07-11 Eric Bair

We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on $n$ i.i.d. samples are known to have lower accuracy than the classical $n^{- \frac{1}{2}}$ error. We investigate…

Statistics Theory · Mathematics 2021-11-17 Raaz Dwivedi , Nhat Ho , Koulik Khamaru , Martin J. Wainwright , Michael I. Jordan , Bin Yu

To accelerate learning process with few samples, meta-learning resorts to prior knowledge from previous tasks. However, the inconsistent task distribution and heterogeneity is hard to be handled through a global sharing model…

Machine Learning · Computer Science 2022-06-22 Geng Li , Boyuan Ren , Hongzhi Wang

Clustering is a commonly used method for exploring and analysing data where the primary objective is to categorise observations into similar clusters. In recent decades, several algorithms and methods have been developed for analysing…

Machine Learning · Computer Science 2021-02-17 Bryar A. Hassan , Tarik A. Rashid

A line of recent work has analyzed the behavior of the Expectation-Maximization (EM) algorithm in the well-specified setting, in which the population likelihood is locally strongly concave around its maximizing argument. Examples include…

Statistics Theory · Mathematics 2020-04-30 Raaz Dwivedi , Nhat Ho , Koulik Khamaru , Michael I. Jordan , Martin J. Wainwright , Bin Yu

$K$-means clustering is one of the most widely-used partitioning algorithm in cluster analysis due to its simplicity and computational efficiency. However, $K$-means does not provide an appropriate clustering result when applying to data…

Methodology · Statistics 2021-03-18 Bingling Wang , Yinxing Li , Wolfgang Karl Härdle

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

Methodology · Statistics 2025-10-17 Andrew Welbaum , Wanli Qiao

Bayesian networks (BN) are used in a big range of applications but they have one issue concerning parameter learning. In real application, training data are always incomplete or some nodes are hidden. To deal with this problem many learning…

Artificial Intelligence · Computer Science 2012-04-12 Fradj Ben Lamine , Karim Kalti , Mohamed Ali Mahjoub

The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…

Methodology · Statistics 2025-09-25 Daniel A. Griffith
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