Related papers: Sinkhorn EM: An Expectation-Maximization algorithm…
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…
The expectation maximization (EM) algorithm is a widespread method for empirical Bayesian inference, but its expectation step (E-step) is often intractable. Employing a stochastic approximation scheme with Markov chain Monte Carlo (MCMC)…
The Expectation-Maximization algorithm is perhaps the most broadly used algorithm for inference of latent variable problems. A theoretical understanding of its performance, however, largely remains lacking. Recent results established that…
We consider the fundamental problem of sampling the optimal transport coupling between given source and target distributions. In certain cases, the optimal transport plan takes the form of a one-to-one mapping from the source support to the…
We propose a new framework for formulating optimal transport distances between Markov chains. Previously known formulations studied couplings between the entire joint distribution induced by the chains, and derived solutions via a reduction…
Based on prior work by Eckford, it is shown how expectation maximization (EM) may be viewed, and used, as a message passing algorithm in factor graphs.
We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable $u$ exactly and…
We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across…
Extreme learning machine (ELM), proposed by Huang et al., has been shown a promising learning algorithm for single-hidden layer feedforward neural networks (SLFNs). Nevertheless, because of the random choice of input weights and biases, the…
Understanding the character of electronic excitations is important in computational and reaction mechanistic studies, but their classification from simulations remains an open problem. Distances based on optimal transport have proven very…
Mixtures of Hidden Markov Models (MHMMs) are frequently used for clustering of sequential data. An important aspect of MHMMs, as of any clustering approach, is that they can be interpretable, allowing for novel insights to be gained from…
The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…
Mismatch capacity characterizes the highest information rate for a channel under a prescribed decoding metric, and is thus a highly relevant fundamental performance metric when dealing with many practically important communication…
The use of optimal transport (OT) distances, and in particular entropic-regularised OT distances, is an increasingly popular evaluation metric in many areas of machine learning and data science. Their use has largely been driven by the…
This paper proposes Incremental Seeded Expectation Maximization, an algorithm that improves upon the traditional Expectation Maximization computational flow for clusterwise or finite mixture linear regression tasks. The proposed method…
This article addresses the problem of classification method based on both labeled and unlabeled data, where we assume that a density function for labeled data is different from that for unlabeled data. We propose a semi-supervised logistic…
The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step…
Attention mechanism has gained great success in vision recognition. Many works are devoted to improving the effectiveness of attention mechanism, which finely design the structure of the attention operator. These works need lots of…
We show how the expectation-maximization (EM) algorithm can be applied exactly for the fitting of mixtures of general multivariate skew t (MST) distributions, eliminating the need for computationally expensive Monte Carlo estimation. Finite…
The present work proposes hybridization of Expectation-Maximization (EM) and K-Means techniques as an attempt to speed-up the clustering process. Though both K-Means and EM techniques look into different areas, K-means can be viewed as an…