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Inferring dynamics from time series is an important objective in data analysis. In particular, it is challenging to infer stochastic dynamics given incomplete data. We propose an expectation maximization (EM) algorithm that iterates between…

Data Analysis, Statistics and Probability · Physics 2021-08-25 Sangwon Lee , Vipul Periwal , Junghyo Jo

Prediction of survival for cancer patients is an open area of research. However, many of these studies focus on datasets with a large number of patients. We present a novel method that is specifically designed to address the challenge of…

Machine Learning · Computer Science 2015-09-30 Hamid Reza Hassanzadeh , John H. Phan , May D. Wang

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

Estimating the cure fraction in a diseased population, especially in the presence of competing mortality causes, is crucial for both patients and clinicians. It offers a valuable measure for monitoring and interpreting trends in disease…

A multistate cure model is a statistical framework used to analyze and represent the transitions individuals undergo between different states over time, accounting for the possibility of being cured by initial treatment. This model is…

Methodology · Statistics 2024-12-02 Yilin Jiang , Harm van Tinteren , Marta Fiocco

Model-based clustering approaches concern the paradigm of exploratory data analysis relying on the finite mixture model to automatically find a latent structure governing observed data. They are one of the most popular and successful…

Methodology · Statistics 2014-04-29 Faicel Chamroukhi

Prognostication for lung cancer, a leading cause of mortality, remains a complex task, as it needs to quantify the associations of risk factors and health events spanning a patient's entire life. One challenge is that an individual's…

Machine Learning · Statistics 2025-08-28 Stephen Salerno , Yi Li

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

Regression mixture models are widely studied in statistics, machine learning and data analysis. Fitting regression mixtures is challenging and is usually performed by maximum likelihood by using the expectation-maximization (EM) algorithm.…

Methodology · Statistics 2014-09-25 Faicel Chamroukhi

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…

Methodology · Statistics 2025-09-25 Daniel A. Griffith

In this paper, we develop a new estimation procedure based on the non-linear conjugate gradient (NCG) algorithm for the Box-Cox transformation cure rate model. We compare the performance of the NCG algorithm with the well-known expectation…

Computation · Statistics 2019-05-16 Suvra Pal , Souvik Roy

The family of Expectation-Maximization (EM) algorithms provides a general approach to fitting flexible models for large and complex data. The expectation (E) step of EM-type algorithms is time-consuming in massive data applications because…

Computation · Statistics 2018-06-21 Sanvesh Srivastava , Glen DePalma , Chuanhai Liu

This paper presents a novel approach to stochastic economic model predictive control (SEMPC) that minimizes average economic cost while satisfying an empirical expected shortfall (EES) constraint to manage risk. A new scenario-based problem…

Systems and Control · Electrical Eng. & Systems 2025-10-31 Alireza Arastou , Algo Carè , Ye Wang , Marco Campi , Erik Weyer

Regression analysis with missing data is a long-standing and challenging problem, particularly when there are many missing variables with arbitrary missing patterns. Likelihood-based methods, although theoretically appealing, are often…

Methodology · Statistics 2024-10-16 Ngok Sang Kwok , Kin Yau Wong

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

Machine Learning · Statistics 2024-10-23 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

In this paper, we describe a dataset relating to cellular and physical conditions of patients who are operated upon to remove colorectal tumours. This data provides a unique insight into immunological status at the point of tumour removal,…

Machine Learning · Computer Science 2016-11-15 Chris Roadknight , Uwe Aickelin , John Scholefield , Lindy Durrant

We study Sinkhorn EM (sEM), a variant of the expectation maximization (EM) algorithm for mixtures based on entropic optimal transport. sEM differs from the classic EM algorithm in the way responsibilities are computed during the expectation…

Machine Learning · Statistics 2020-07-01 Gonzalo Mena , Amin Nejatbakhsh , Erdem Varol , Jonathan Niles-Weed

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…

Machine Learning · Computer Science 2012-12-12 Gal Elidan , Nir Friedman

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…

Signal Processing · Electrical Eng. & Systems 2024-04-18 Geethu Joseph

We consider the problem of inference in a linear regression model in which the relative ordering of the input features and output labels is not known. Such datasets naturally arise from experiments in which the samples are shuffled or…

Machine Learning · Statistics 2018-04-04 Abubakar Abid , James Zou