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Fast Incremental Expectation Maximization (FIEM) is a version of the EM framework for large datasets. In this paper, we first recast FIEM and other incremental EM type algorithms in the {\em Stochastic Approximation within EM} framework.…

Mixtures-of-Experts models and their maximum likelihood estimation (MLE) via the EM algorithm have been thoroughly studied in the statistics and machine learning literature. They are subject of a growing investigation in the context of…

Finite mixture models are powerful tools for modelling and analyzing heterogeneous data. Parameter estimation is typically carried out using maximum likelihood estimation via the Expectation-Maximization (EM) algorithm. Recently, the…

Mixture models serve as one fundamental tool with versatile applications. However, their training techniques, like the popular Expectation Maximization (EM) algorithm, are notoriously sensitive to parameter initialization and often suffer…

We study the Bayesian approach to variable selection in the context of linear regression. Motivated by a recent work by Rockova and George (2014), we propose an EM algorithm that returns the MAP estimate of the set of relevant variables.…

Evidential-EM (E2M) algorithm is an effective approach for computing maximum likelihood estimations under finite mixture models, especially when there is uncertain information about data. In this paper we present an extension of the E2M…

We study estimation of large Dynamic Factor models implemented through the Expectation Maximization (EM) algorithm, jointly with the Kalman smoother. We prove that as both the cross-sectional dimension, $n$, and the sample size, $T$,…

Mixed linear regression involves the recovery of two (or more) unknown vectors from unlabeled linear measurements; that is, where each sample comes from exactly one of the vectors, but we do not know which one. It is a classic problem, and…

Variance components estimation and mixed model analysis are central themes in statistics with applications in numerous scientific disciplines. Despite the best efforts of generations of statisticians and numerical analysts, maximum…

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

In this article, we revisit the problem of fitting a mixture model under the assumption that the mixture components are symmetric and log-concave. To this end, we first study the nonparametric maximum likelihood estimation (NPMLE) of a…

We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a…

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…

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…

Tensor-based discrete density estimation requires flexible modeling and proper divergence criteria to enable effective learning; however, traditional approaches using $\alpha$-divergence face analytical challenges due to the $\alpha$-power…

We consider maximum likelihood estimation for Gaussian Mixture Models (Gmms). This task is almost invariably solved (in theory and practice) via the Expectation Maximization (EM) algorithm. EM owes its success to various factors, of which…

Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…

The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…

Huge numbers of short reads are being generated for mapping back to the genome to discover the frequency of transcripts, miRNAs, DNAase hypersensitive sites, FAIRE regions, nucleosome occupancy, etc. Since these reads are typically short…

Entropy minimization (EM) is frequently used to increase the accuracy of classification models when they're faced with new data at test time. EM is a self-supervised learning method that optimizes classifiers to assign even higher…