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Expectation propagation (EP) is a deterministic approximation algorithm that is often used to perform approximate Bayesian parameter learning. EP approximates the full intractable posterior distribution through a set of local approximations…

Machine Learning · Statistics 2015-11-19 Yingzhen Li , Jose Miguel Hernandez-Lobato , Richard E. Turner

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-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

Recently, a novel method for developing filtering algorithms, based on the parallel concatenation of Bayesian filters and called turbo filtering, has been proposed. In this manuscript we show how the same conceptual approach can be…

Computation · Statistics 2019-02-18 Giorgio M. Vitetta , Pasquale Di Viesti , Emilio Sirignano

This paper presents a new Expectation Propagation (EP) framework for image restoration using patch-based prior distributions. While Monte Carlo techniques are classically used to sample from intractable posterior distributions, they can…

Computer Vision and Pattern Recognition · Computer Science 2021-11-11 Dan Yao , Stephen McLaughlin , Yoann Altmann

We study asymptotic properties of expectation propagation (EP) -- a method for approximate inference originally developed in the field of machine learning. Applied to generalized linear models, EP iteratively computes a multivariate…

Information Theory · Computer Science 2018-05-11 Burak Çakmak , Manfred Opper

Receiver algorithms which combine belief propagation (BP) with the mean field (MF) approximation are well-suited for inference of both continuous and discrete random variables. In wireless scenarios involving detection of multiple signals,…

Information Theory · Computer Science 2016-04-19 Daniel J. Jakubisin , R. Michael Buehrer , Claudio R. C. M. da Silva

Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a…

Methodology · Statistics 2017-02-14 Qingyuan Zhao , Daniel Percival

In this paper, we propose a improved 2D-PEH based on double prediction-error. First,different from previous 2D-PEH, the proposed 2D-DPEH is established by selecting two distinct predictors with low correlation to calculate double prediction…

Information Theory · Computer Science 2023-08-30 Fangjian Shen , Yicheng Zheng , Songyou Li

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

Efficient estimation of line spectral from quantized samples is of significant importance in information theory and signal processing, e.g., channel estimation in energy efficient massive MIMO systems and direction of arrival estimation.…

Information Theory · Computer Science 2019-09-04 Jiang Zhu , Qi Zhang , Xiangming Meng

The order-of-magnitude increase in the dimension of antenna arrays, which forms extra-large-scale massive multiple-input-multiple-output (MIMO) systems, enables substantial improvement in spectral efficiency, energy efficiency, and spatial…

Signal Processing · Electrical Eng. & Systems 2019-12-30 Hanqing Wang , Alva Kosasih , Chao-Kai Wen , Shi Jin , Wibowo Hardjawana

We study iterative blind symbol detection for block-fading linear inter-symbol interference channels. Based on the factor graph framework, we design a joint channel estimation and detection scheme that combines the expectation maximization…

Information Theory · Computer Science 2024-08-06 Luca Schmid , Tomer Raviv , Nir Shlezinger , Laurent Schmalen

In this paper, we firstly give a brief introduction of expectation maximization (EM) algorithm, and then discuss the initial value sensitivity of expectation maximization algorithm. Subsequently, we give a short proof of EM's convergence.…

Machine Learning · Computer Science 2013-05-06 Fuqiang Chen

Generalized linear models (GLMs) arguably represent the standard approach for statistical regression beyond the Gaussian likelihood scenario. When Bayesian formulations are employed, the general absence of a tractable posterior distribution…

Computation · Statistics 2024-07-03 Niccolò Anceschi , Augusto Fasano , Beatrice Franzolini , Giovanni Rebaudo

The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…

Machine Learning · Statistics 2017-06-06 Constantinos Daskalakis , Christos Tzamos , Manolis Zampetakis

We present a novel approach for low-complexity equalizer design well-suited for cellular massive MIMO systems. Our design allows to exploit the channel structure in terms of covariance matrices to improve the performance in the face of…

Information Theory · Computer Science 2018-08-01 David Neumann , Thomas Wiese , Michael Joham , Wolfgang Utschick

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…

Machine Learning · Statistics 2023-07-06 Pierre Houdouin , Matthieu Jonkcheere , Frederic Pascal

I propose a novel approach for nonlinear Logistic regression using a two-layer neural network (NN) model structure with hierarchical priors on the network weights. I present a hybrid of expectation propagation called Variational Expectation…

Machine Learning · Statistics 2023-03-06 Kehinde Olobatuyi

Expectation propagation (EP) is a powerful approximate inference algorithm. However, a critical barrier in applying EP is that the moment matching in message updates can be intractable. Handcrafting approximations is usually tricky, and…

Machine Learning · Statistics 2019-11-11 Zheng Wang , Shandian Zhe