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In this paper we study the expectation maximization (EM) technique for one-bit MIMO-OFDM detection (OMOD). Arising from the recent interest in massive MIMO with one-bit analog-to-digital converters, OMOD is a massive-scale problem. EM is an…

Signal Processing · Electrical Eng. & Systems 2024-01-30 Mingjie Shao , Wing-Kin Ma , Junbin Liu , Zihao Huang

Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…

Statistics Theory · Mathematics 2016-08-30 Ji Xu , Daniel Hsu , Arian Maleki

The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step…

Statistics Theory · Mathematics 2022-05-03 Thomas Lartigue , Stanley Durrleman , Stéphanie Allassonnière

(Gradient) Expectation Maximization (EM) is a widely used algorithm for estimating the maximum likelihood of mixture models or incomplete data problems. A major challenge facing this popular technique is how to effectively preserve the…

Machine Learning · Computer Science 2022-01-19 Di Wang , Jiahao Ding , Lijie Hu , Zejun Xie , Miao Pan , Jinhui Xu

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Machine Learning · Computer Science 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

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

We systematically study various network Expectation-Maximization (EM) algorithms for the Gaussian mixture model within the framework of decentralized federated learning. Our theoretical investigation reveals that directly extending the…

Machine Learning · Statistics 2024-11-11 Shuyuan Wu , Bin Du , Xuetong Li , Hansheng Wang

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…

Inferring dynamics from time series is an important objective in data analysis. In particular, it is challenging to infer stochastic dynamics given incomplete data. We propose an expectation maximization (EM) algorithm that iterates between…

Data Analysis, Statistics and Probability · Physics 2021-08-25 Sangwon Lee , Vipul Periwal , Junghyo Jo

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

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…

Methodology · Statistics 2021-04-27 Qing Mai , Xin Zhang , Yuqing Pan , Kai Deng

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-Maximisation (EM) algorithm is a central tool in statistics and machine learning, widely used for latent-variable models such as Gaussian Mixture Models (GMMs). Despite its ubiquity, EM is typically treated as a…

Machine Learning · Computer Science 2025-09-30 Samuel Boïté , Eloi Tanguy , Julie Delon , Agnès Desolneux , Rémi Flamary

We show how the expectation-maximization (EM) algorithm can be applied exactly for the fitting of mixtures of general multivariate skew t (MST) distributions, eliminating the need for computationally expensive Monte Carlo estimation. Finite…

Methodology · Statistics 2012-09-06 S. X. Lee , G. J. McLachlan

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

We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite…

Machine Learning · Computer Science 2022-06-14 David H. Brookes , Akosua Busia , Clara Fannjiang , Kevin Murphy , Jennifer Listgarten

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.…

Information Theory · Computer Science 2014-08-15 Wenjie Xu , Francois Quitin , Mei Leng , Wee Peng Tay , Sirajudeen G. Razul

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…

Machine Learning · Statistics 2019-10-29 Belhal Karimi , Hoi-To Wai , Eric Moulines , Marc Lavielle

The rapid development of parallel and distributed computing paradigms has brought about great revolution in computing. Thanks to the intrinsic parallelism of evolutionary computation (EC), it is natural to implement EC on parallel and…

Neural and Evolutionary Computing · Computer Science 2023-04-13 Wei-Neng Chen , Feng-Feng Wei , Tian-Fang Zhao , Kay Chen Tan , Jun Zhang

Expectation maximisation (EM) is usually thought of as an unsupervised learning method for estimating the parameters of a mixture distribution, however it can also be used for supervised learning when class labels are available. As such, EM…

Machine Learning · Computer Science 2022-06-01 Graham W. Pulford