Related papers: Stochastic Approximation EM for Exploratory Item F…
Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…
Computer Adaptive Testing (CAT) aims to accurately estimate an individual's ability using only a subset of an Item Response Theory (IRT) instrument. Many applications also require diverse item exposure across testing sessions, preventing…
The Scaled Boundary Finite Element Method (SBFEM) is a technique in which approximation spaces are constructed using a semi-analytical approach. They are based on partitions of the computational domain by polygonal/polyhedral subregions,…
Learning with hidden variables is a central challenge in probabilistic graphical models that has important implications for many real-life problems. The classical approach is using the Expectation Maximization (EM) algorithm. This…
The problem of preferential sampling in geostatistics arises when the choise of location to be sampled is made with information about the phenomena in the study. The geostatistical model under preferential sampling deals with this problem,…
Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…
(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…
(abridged) We develop an algorithm for estimating parameters of a distribution sampled with contamination, employing a statistical technique known as ``expectation maximization'' (EM). Given models for both member and contaminant…
We study the maximum likelihood model in emission tomography and propose a new family of algorithms for its solution, called String-Averaging Expectation-Maximization (SAEM). In the String-Averaging algorithmic regime, the index set of all…
We demonstrate and explicate Bayesian methods for fitting the parameters that encode the impact of short-distance physics on observables in effective field theories (EFTs). We use Bayes' theorem together with the principle of maximum…
This paper proposes an adaptive random experiment design (ARED) algorithm that can be applied to optimize the multiple factors and levels experiments. The algorithm takes real-time model error as the adaptive condition, and outputs a model…
The current Bayesian FFT algorithm relies on direct differentiation to obtain the posterior covariance matrix (PCM), which is time-consuming, memory-intensive, and hard to code, especially for the multi-setup operational modal analysis…
In this paper, we mainly focus on the penalized maximum likelihood estimation (MLE) of the high-dimensional approximate factor model. Since the current estimation procedure can not guarantee the positive definiteness of the error covariance…
Item Response Theory (IRT) and Factor Analysis (FA) are two major frameworks used to model multi-item measurements of latent traits. While the relationship between two-parameter IRT models and dichotomized FA models is well established, IRT…
We propose a Bayesian expectation-maximization (EM) algorithm for reconstructing Markov-tree sparse signals via belief propagation. The measurements follow an underdetermined linear model where the regression-coefficient vector is the sum…
We consider the problem of maximizing a real-valued continuous function $f$ using a Bayesian approach. Since the early work of Jonas Mockus and Antanas \v{Z}ilinskas in the 70's, the problem of optimization is usually formulated by…
Error bound conditions (EBC) are properties that characterize the growth of an objective function when a point is moved away from the optimal set. They have recently received increasing attention in the field of optimization for developing…
We investigate methods for parameter learning from incomplete data that is not missing at random. Likelihood-based methods then require the optimization of a profile likelihood that takes all possible missingness mechanisms into account.…
In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…
The class of $\alpha$-stable distributions with a wide range of applications in economics, telecommunications, biology, applied, and theoretical physics. This is due to the fact that it possesses both the skewness and heavy tails. Since…