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Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability distributions. This perspective was recently combined with…

Machine Learning · Computer Science 2024-06-05 Jen Ning Lim , Juan Kuntz , Samuel Power , Adam M. Johansen

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Computation · Statistics 2023-02-21 Juan Kuntz , Jen Ning Lim , Adam M. Johansen

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

The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…

Optimization and Control · Mathematics 2026-02-12 Kensuke Asai , Jun-ya Gotoh

A surface integral representation of Maxwell's equations allows the efficient electromagnetic (EM) modeling of three-dimensional structures with a two-dimensional discretization, via the boundary element method (BEM). However, existing BEM…

Numerical Analysis · Mathematics 2021-12-14 Shashwat Sharma , Piero Triverio

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows…

Numerical Analysis · Mathematics 2021-06-17 Assyr Abdulle , Giacomo Garegnani

The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…

Computation · Statistics 2013-06-26 Ryan P. Browne , Sanjeena Subedi , Paul McNicholas

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

The maximum entropy method (MEM) is a well known deconvolution technique in radio-interferometry. This method solves a non-linear optimization problem with an entropy regularization term. Other heuristics such as CLEAN are faster but highly…

Instrumentation and Methods for Astrophysics · Physics 2022-10-27 M. Cárcamo , P. Román , S. Casassus , V. Moral , F. R. Rannou

This article surveys the procedures used for deriving detector transfer functions and normalizing probability densities for the statistical analysis technique known as the "matrix element method" in the context of high energy physics (HEP)…

Data Analysis, Statistics and Probability · Physics 2011-01-13 Igor Volobouev

The matrix element method is the LHC inference method of choice for limited statistics. We present a dedicated machine learning framework, based on efficient phase-space integration, a learned acceptance and transfer function. It is based…

High Energy Physics - Phenomenology · Physics 2024-11-13 Theo Heimel , Nathan Huetsch , Ramon Winterhalder , Tilman Plehn , Anja Butter

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

The Maximum Entropy Principle (MEP) is a method that can be used to infer the value of an unknown quantity in a set of probability functions. In this work we review two applications of MEP: one giving a precise inference of the Higgs boson…

High Energy Physics - Phenomenology · Physics 2017-11-02 Alexandre Alves , Alex G. Dias , Roberto da Silva

With advances in scientific computing, computer experiments are increasingly used for optimizing complex systems. However, for modern applications, e.g., the optimization of nuclear physics detectors, each experiment run can require…

Machine Learning · Statistics 2025-08-08 Hwanwoo Kim , Simon Mak , Ann-Kathrin Schuetz , Alan Poon

The capacity to predict and control bioprocesses is perhaps one of the most important objectives of biotechnology. Computational simulation is an established methodology for the design and optimization of bioprocesses, where the finite…

Computational Engineering, Finance, and Science · Computer Science 2015-08-12 R. C. Martins , N. Fachada

We propose a fully flexible method to perform an hypothesis test between signal and background based on the Matrix Element Method in the presence of multiple invisible particles. The proposed method performs a mapping of the measured final…

High Energy Physics - Phenomenology · Physics 2018-11-05 Danilo Enoque Ferreira de Lima , Olivier Mattelaer , Michael Spannowsky

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

We consider the use of extreme learning machines (ELM) for computational partial differential equations (PDE). In ELM the hidden-layer coefficients in the neural network are assigned to random values generated on $[-R_m,R_m]$ and fixed,…

Computational Physics · Physics 2022-06-01 Suchuan Dong , Jielin Yang

Data assimilation methods aim at estimating the state of a system by combining observations with a physical model. When sequential data assimilation is considered, the joint distribution of the latent state and the observations is described…

Methodology · Statistics 2018-04-23 Thi Tuyet Trang Chau , Pierre Ailliot , Valérie Monbet , Pierre Tandeo

The EM algorithm is a method for finding the maximum likelihood estimate of a model in the presence of missing data. Unfortunately, EM does not produce a parameter covariance matrix for standard errors. Supplemented EM (SEM; Meng & Rubin,…

Computation · Statistics 2016-05-04 Joshua N. Pritikin