Related papers: From the Expectation Maximisation Algorithm to Aut…
In recent years Variation Autoencoders have become one of the most popular unsupervised learning of complicated distributions.Variational Autoencoder (VAE) provides more efficient reconstructive performance over a traditional autoencoder.…
The speed of convergence of the Expectation Maximization (EM) algorithm for Gaussian mixture model fitting is known to be dependent on the amount of overlap among the mixture components. In this paper, we study the impact of mixing…
This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…
Decision making often occurs in the presence of incomplete information, leading to the under- or overestimation of risk. Leveraging the observable information to learn the complete information is called nowcasting. In practice, incomplete…
Evidential-EM (E2M) algorithm is an effective approach for computing maximum likelihood estimations under finite mixture models, especially when there is uncertain information about data. In this paper we present an extension of the E2M…
Online variants of the Expectation Maximization (EM) algorithm have recently been proposed to perform parameter inference with large data sets or data streams, in independent latent models and in hidden Markov models. Nevertheless, the…
Variational Auto-encoders (VAEs) have been very successful as methods for forming compressed latent representations of complex, often high-dimensional, data. In this paper, we derive an alternative variational lower bound from the one…
Bayesian meta-learning enables robust and fast adaptation to new tasks with uncertainty assessment. The key idea behind Bayesian meta-learning is empirical Bayes inference of hierarchical model. In this work, we extend this framework to…
Latent variable models (LVMs) represent observed variables by parameterized functions of latent variables. Prominent examples of LVMs for unsupervised learning are probabilistic PCA or probabilistic SC which both assume a weighted linear…
The Stochastic Approximation EM (SAEM) algorithm, a variant stochastic approximation of EM, is a versatile tool for inference in incomplete data models. In this paper, we review the fundamental EM algorithm and then focus especially on the…
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…
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…
In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of…
The EM algorithm is a novel numerical method to obtain maximum likelihood estimates and is often used for practical calculations. However, many of maximum likelihood estimation problems are nonconvex, and it is known that the EM algorithm…
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.…
Variational Autoencoders (VAEs) were originally motivated (Kingma & Welling, 2014) as probabilistic generative models in which one performs approximate Bayesian inference. The proposal of $\beta$-VAEs (Higgins et al., 2017) breaks this…
High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…
Machine learning with density operators, the mathematical foundation of quantum mechanics, is gaining prominence with rapid advances in quantum computing. Generative models based on density operators cannot yet handle tasks that are…
Finite mixture model is an important branch of clustering methods and can be applied on data sets with mixed types of variables. However, challenges exist in its applications. First, it typically relies on the EM algorithm which could be…
Bayes' rule describes how to infer posterior beliefs about latent variables given observations, and inference is a critical step in learning algorithms for latent variable models (LVMs). Although there are exact algorithms for inference and…