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NDCG, namely Normalized Discounted Cumulative Gain, is a widely used ranking metric in information retrieval and machine learning. However, efficient and provable stochastic methods for maximizing NDCG are still lacking, especially for deep…
Based on the maximum likelihood estimation principle, we derive a collaborative estimation framework that fuses several different estimators and yields a better estimate. Applying it to compressive sensing (CS), we propose a collaborative…
Mixture Markov Model (MMM) is a widely used tool to cluster sequences of events coming from a finite state-space. However the MMM likelihood being multi-modal, the challenge remains in its maximization. Although Expectation-Maximization…
We present a new framework for analysing the Expectation Maximization (EM) algorithm. Drawing on recent advances in the theory of gradient flows over Euclidean-Wasserstein spaces, we extend techniques from alternating minimization in…
A definitive diagnosis of a brain tumour is essential for enhancing treatment success and patient survival. However, it is difficult to manually evaluate multiple magnetic resonance imaging (MRI) images generated in a clinic. Therefore,…
In this paper, we perform a comprehensive study of different covariance and precision matrix estimation methods in the context of minimum variance portfolio allocation. The set of models studied by us can be broadly categorized as: Gaussian…
Mixture of linear regression is well studied in statistics and machine learning, where the data points are generated probabilistically using $k$ linear models. Algorithms like Expectation Maximization (EM) may be used to recover the ground…
Functional principal component analysis has become the most important dimension reduction technique in functional data analysis. Based on B-spline approximation, functional principal components (FPCs) can be efficiently estimated by the…
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…
In [Meurant, Pape\v{z}, Tich\'y; Numerical Algorithms 88, 2021], we presented an adaptive estimate for the energy norm of the error in the conjugate gradient (CG) method. In this paper, we extend the estimate to algorithms for solving…
The mixture model is undoubtedly one of the greatest contributions to clustering. For continuous data, Gaussian models are often used and the Expectation-Maximization (EM) algorithm is particularly suitable for estimating parameters from…
Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…
We present a quantum algorithm for the simulation of molecular systems that is asymptotically more efficient than all previous algorithms in the literature in terms of the main problem parameters. As in previous work [Babbush et al., New…
Black-Box Optimization (BBO) methods can find optimal policies for systems that interact with complex environments with no analytical representation. As such, they are of interest in many Artificial Intelligence (AI) domains. Yet classical…
Computer-aided diagnosis (CADx) systems have been shown to assist radiologists by providing classifications of all kinds of medical images like Computed tomography (CT) and Magnetic resonance (MR). Currently, convolutional neural networks…
In this paper, we revisit parameter estimation for multinomial logit (MNL), nested logit (NL), and tree-nested logit (TNL) models through the framework of convex conic optimization. Traditional approaches typically solve the maximum…
We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM). In particular, we show that the empirical EM iterates converge to the target parameter vector…
Computational models and simulations are not just appealing because of their intrinsic characteristics across spatiotemporal scales, scalability, and predictive power, but also because the set of problems in cancer biomedicine that can be…
Coupling a multi-capillary column (MCC) with an ion mobility (IM) spectrometer (IMS) opened a multitude of new application areas for gas analysis, especially in a medical context, as volatile organic compounds (VOCs) in exhaled breath can…
Computing maximum a posteriori (MAP) estimation in graphical models is an important inference problem with many applications. We present message-passing algorithms for quadratic programming (QP) formulations of MAP estimation for pairwise…