Related papers: Noisy Expectation-Maximization: Applications and G…
The accurate estimation of the noise covariance matrix (NCM) in a dynamic system is critical for state estimation and control, as it has a major influence in their optimality. Although a large number of NCM estimation methods have been…
The EM algorithm is one of the most popular algorithm for inference in latent data models. The original formulation of the EM algorithm does not scale to large data set, because the whole data set is required at each iteration of the…
We consider the problem of robust optimization within the well-established Bayesian optimization (BO) framework. While BO is intrinsically robust to noisy evaluations of the objective function, standard approaches do not consider the case…
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…
The present work proposes hybridization of Expectation-Maximization (EM) and K-Means techniques as an attempt to speed-up the clustering process. Though both K-Means and EM techniques look into different areas, K-means can be viewed as an…
The Expectation-Maximization algorithm is perhaps the most broadly used algorithm for inference of latent variable problems. A theoretical understanding of its performance, however, largely remains lacking. Recent results established that…
Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present…
Currently, machine learning plays an important role in the lives and individual activities of numerous people. Accordingly, it has become necessary to design machine learning algorithms to ensure that discrimination, biased views, or unfair…
We study the multi-reference alignment (MRA) problem of recovering a signal from noisy observations acted on by unknown random circular shifts. While the information-theoretic limits of MRA are well characterized in many settings, the…
Error mitigation (EM) methods are crucial for obtaining reliable results in the realm of noisy intermediate-scale quantum (NISQ) computers, where noise significantly impacts output accuracy. Some EM protocols are particularly efficient for…
Gaussian mixture noise can model non-Gaussian noise and also be used when outliers are present. For deterministic maximum likelihood direction finding in Gaussian mixture noise, the Space-Alternating Generalized Expectation-maximization…
We propose a novel distributed expectation maximization (EM) method for non-cooperative RF device localization using a wireless sensor network. We consider the scenario where few or no sensors receive line-of-sight signals from the target.…
A novel neural network (NN) approach is proposed for constrained optimization. The proposed method uses a specially designed NN architecture and training/optimization procedure called Neural Optimization Machine (NOM). The objective…
Dramatic increases in the size and dimensionality of many recent data sets make crucial the need for sophisticated methods that can exploit inherent structure and handle missing values. In this article we derive an expectation-maximization…
In this paper, we introduce a new algorithm to deal with the stalling effect in the LMS algorithm used in adaptive filters. We modify the update rule of the tap weight vectors by adding noise, generated by a noise generator. The properties…
The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…
We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…
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…
Modern scientific studies often collect data sets in the forms of tensors, which call for innovative statistical analysis methods. In particular, there is a pressing need for tensor clustering methods to understand the heterogeneity in the…
Processing high-volume, streaming data is increasingly common in modern statistics and machine learning, where batch-mode algorithms are often impractical because they require repeated passes over the full dataset. This has motivated…