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The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

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 (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

Knowledge graph reasoning, which aims at predicting the missing facts through reasoning with the observed facts, is critical to many applications. Such a problem has been widely explored by traditional logic rule-based approaches and recent…

Machine Learning · Computer Science 2019-10-30 Meng Qu , Jian Tang

Exponential random graph models (ERGMs) are flexible probabilistic frameworks to model statistical networks through a variety of network summary statistics. Conventional Bayesian estimation for ERGMs involves iteratively exchanging with an…

Methodology · Statistics 2025-04-15 Yefeng Fan , Simon White

Markov Logic Networks (MLNs), which elegantly combine logic rules and probabilistic graphical models, can be used to address many knowledge graph problems. However, inference in MLN is computationally intensive, making the industrial-scale…

Artificial Intelligence · Computer Science 2020-02-05 Yuyu Zhang , Xinshi Chen , Yuan Yang , Arun Ramamurthy , Bo Li , Yuan Qi , Le Song

Ensembles of networks arise in various fields where multiple independent networks are observed on the same set of nodes, for example, a collection of brain networks constructed on the same brain regions for different individuals. However,…

Methodology · Statistics 2022-01-21 Sa Ren , Xue Wang , Peng Liu , Jian Zhang

The family of Expectation-Maximization (EM) algorithms provides a general approach to fitting flexible models for large and complex data. The expectation (E) step of EM-type algorithms is time-consuming in massive data applications because…

Computation · Statistics 2018-06-21 Sanvesh Srivastava , Glen DePalma , Chuanhai Liu

We present an efficient algorithm for maximum likelihood estimation (MLE) of exponential family models, with a general parametrization of the energy function that includes neural networks. We exploit the primal-dual view of the MLE with a…

Machine Learning · Computer Science 2020-04-01 Bo Dai , Zhen Liu , Hanjun Dai , Niao He , Arthur Gretton , Le Song , Dale Schuurmans

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

Exponential random graph models, or ERGMs, are a flexible and general class of models for modeling dependent data. While the early literature has shown them to be powerful in capturing many network features of interest, recent work…

Methodology · Statistics 2022-01-10 Vishesh Karwa , Sonja Petrović , Denis Bajić

Nowadays, the diffusion of information through social networks is a powerful phenomenon. One common way to model diffusions in social networks is the Independent Cascade (IC) model. Given a set of infected nodes according to the IC model, a…

Social and Information Networks · Computer Science 2026-05-20 Yael Sabato , Amos Azaria , Noam Hazon

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

Statistics Theory · Mathematics 2023-07-24 Ning Wang , Xin Zhang , Qing Mai

The Rasch model has been widely used to analyse item response data in psychometrics and educational assessments. When the number of individuals and items are large, it may be impractical to provide all possible responses. It is desirable to…

Statistics Theory · Mathematics 2025-01-15 Pai Peng , Lianqiang Qu , Qiuping Wang , Shufang Wang , Ting Yan

We propose a method for obtaining maximum likelihood estimates (MLEs) of a Markov-Modulated Jump-Diffusion Model (MMJDM) when the data is a discrete time sample of the diffusion process, the jumps follow a Laplace distribution, and the…

Mathematical Finance · Quantitative Finance 2022-12-01 Laura Eslava , Fernando Baltazar-Larios , Bor Reynoso

The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations…

Machine Learning · Computer Science 2020-09-25 Thu Nguyen , Duy H. M. Nguyen , Huy Nguyen , Binh T. Nguyen , Bruce A. Wade

There have been many applications of deep neural networks to detector calibrations and a growing number of studies that propose deep generative models as automated fast detector simulators. We show that these two tasks can be unified by…

High Energy Physics - Phenomenology · Physics 2025-04-14 Haoxing Du , Claudius Krause , Vinicius Mikuni , Benjamin Nachman , Ian Pang , David Shih

Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…

Methodology · Statistics 2026-05-26 Alberto Caimo , Isabella Gollini

This paper addresses the estimation of parameters of a Bayesian network from incomplete data. The task is usually tackled by running the Expectation-Maximization (EM) algorithm several times in order to obtain a high log-likelihood…

Machine Learning · Computer Science 2015-03-19 Giorgio Corani , Cassio P. De Campos

The parameter estimation of unnormalized models is a challenging problem. The maximum likelihood estimation (MLE) is computationally infeasible for these models since normalizing constants are not explicitly calculated. Although some…

Machine Learning · Statistics 2020-06-09 Masatoshi Uehara , Takafumi Kanamori , Takashi Takenouchi , Takeru Matsuda