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Extreme precipitation wreaks havoc throughout the world, causing billions of dollars in damage and uprooting communities, ecosystems, and economies. Accurate extreme precipitation prediction allows more time for preparation and disaster…

Machine Learning · Computer Science 2022-02-01 Weichen Huang

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

This paper describes an expectation propagation (EP) method for multi-class classification with Gaussian processes that scales well to very large datasets. In such a method the estimate of the log-marginal-likelihood involves a sum across…

Machine Learning · Statistics 2017-06-23 Carlos Villacampa-Calvo , Daniel Hernández-Lobato

Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2019-11-26 Linda S. L. Tan , Nial Friel

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.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

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

In this paper, we propose a simple strategy for estimating the convergence point approximately by averaging the elite sub-population. Based on this idea, we derive two methods, which are ordinary averaging strategy, and weighted averaging…

Neural and Evolutionary Computing · Computer Science 2022-09-01 Rui Zhong , Masaharu Munetomo

Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…

Machine Learning · Computer Science 2023-06-07 Alexander Lin , Bahareh Tolooshams , Yves Atchadé , Demba Ba

We investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…

Machine Learning · Statistics 2025-06-16 Zhenisbek Assylbekov , Alan Legg , Artur Pak

Distribution estimation for noisy data via density deconvolution is a notoriously difficult problem for typical noise distributions like Gaussian. We develop a density deconvolution estimator based on quadratic programming (QP) that can…

Methodology · Statistics 2018-12-06 Ran Yang , Daniel Apley , Jeremy Staum , David Ruppert

The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose…

Instrumentation and Methods for Astrophysics · Physics 2017-11-15 Daniel Foreman-Mackey , Eric Agol , Sivaram Ambikasaran , Ruth Angus

We present a convolution-based data assimilation method tailored to neuronal electrophysiology, addressing the limitations of traditional value-based synchronization approaches. While conventional methods rely on nudging terms and pointwise…

Neurons and Cognition · Quantitative Biology 2025-06-16 Dawei Li , Henry D. I. Abarbanel

Density deconvolution is the task of estimating a probability density function given only noise-corrupted samples. We can fit a Gaussian mixture model to the underlying density by maximum likelihood if the noise is normally distributed, but…

Machine Learning · Statistics 2020-07-14 Tim Dockhorn , James A. Ritchie , Yaoliang Yu , Iain Murray

We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an empirical Bayes framework. To guarantee the…

Computation · Statistics 2025-04-07 Vincenzo Gioia , Matteo Fasiolo , Ruggero Bellio , Simon N. Wood

Gaussian process is an indispensable tool in clustering functional data, owing to it's flexibility and inherent uncertainty quantification. However, when the functional data is observed over a large grid (say, of length $p$), Gaussian…

Computation · Statistics 2023-09-15 Anirban Chakraborty , Abhisek Chakraborty

Ground-based astronomical observations will continue to produce resolution-limited images due to atmospheric seeing. Deconvolution reverses such effects and thus can benefit extracted science in multifaceted ways. We apply the Scaled…

Instrumentation and Methods for Astrophysics · Physics 2025-11-04 Yash Gondhalekar , Richard M. Feder , Matthew J. Graham , Ajit K. Kembhavi , Margarita Safonova , Snehanshu Saha , Ashish A. Mahabal

In recent years, the accuracy of gaze estimation techniques has gradually improved, but existing methods often rely on large datasets or large models to improve performance, which leads to high demands on computational resources. In terms…

Computer Vision and Pattern Recognition · Computer Science 2024-12-12 Zhang Cheng , Yanxia Wang , Guoyu Xia

In this paper, we address the problem of spectroscopic redshift estimation in Astronomy. Due to the expansion of the Universe, galaxies recede from each other on average. This movement causes the emitted electromagnetic waves to shift from…

Instrumentation and Methods for Astrophysics · Physics 2019-08-27 Radamanthys Stivaktakis , Grigorios Tsagkatakis , Bruno Moraes , Filipe Abdalla , Jean-Luc Starck , Panagiotis Tsakalides

In this paper, we propose a Bayesian MAP estimator for solving the deconvolution problems when the observations are corrupted by Poisson noise. Towards this goal, a proper data fidelity term (log-likelihood) is introduced to reflect the…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park