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The popular convergence theory of the EM algorithm explains that the observed incomplete data log-likelihood L and the complete data log-likelihood Q are positively correlated, and we can maximize L by maximizing Q. The Deterministic…

Machine Learning · Statistics 2020-07-28 Chenguang Lu

The Expectation-Maximization (EM) algorithm for mixture models often results in slow or invalid convergence. The popular convergence proof affirms that the likelihood increases with Q; Q is increasing in the M -step and non-decreasing in…

Machine Learning · Computer Science 2018-10-29 Chenguang Lu

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…

Machine Learning · Computer Science 2012-07-03 Iftekhar Naim , Daniel Gildea

Mixture models of Plackett-Luce (PL) -- one of the most fundamental ranking models -- are an active research area of both theoretical and practical significance. Most previously proposed parameter estimation algorithms instantiate the EM…

Machine Learning · Computer Science 2023-02-13 Duc Nguyen , Anderson Y. Zhang

The Expectation-Maximization (EM) algorithm is a commonly used method for finding the maximum likelihood estimates of the parameters in a mixture model via coordinate ascent. A serious pitfall with the algorithm is that in the case of…

Computation · Statistics 2018-08-31 Adrian O'Hagan , Arthur White

Data heterogeneity has been a long-standing bottleneck in studying the convergence rates of Federated Learning algorithms. In order to better understand the issue of data heterogeneity, we study the convergence rate of the…

Machine Learning · Statistics 2026-03-24 Zhixu Tao , Rajita Chandak , Sanjeev Kulkarni

The Expectation-Maximization (EM) algorithm is an iterative method to maximize the log-likelihood function for parameter estimation. Previous works on the convergence analysis of the EM algorithm have established results on the asymptotic…

Statistics Theory · Mathematics 2017-05-31 Chong Wu , Can Yang , Hongyu Zhao , Ji Zhu

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

We propose a modified expectation-maximization algorithm by introducing the concept of quantum annealing, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. The expectation-maximization (EM)…

Machine Learning · Statistics 2017-01-13 Hideyuki Miyahara , Koji Tsumura , Yuki Sughiyama

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

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

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…

Machine Learning · Statistics 2023-07-06 Pierre Houdouin , Matthieu Jonkcheere , Frederic Pascal

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

Machine Learning · Computer Science 2022-05-19 Graham W. Pulford

A line of recent work has analyzed the behavior of the Expectation-Maximization (EM) algorithm in the well-specified setting, in which the population likelihood is locally strongly concave around its maximizing argument. Examples include…

Statistics Theory · Mathematics 2020-04-30 Raaz Dwivedi , Nhat Ho , Koulik Khamaru , Michael I. Jordan , Martin J. Wainwright , Bin Yu

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

Mixture models serve as one fundamental tool with versatile applications. However, their training techniques, like the popular Expectation Maximization (EM) algorithm, are notoriously sensitive to parameter initialization and often suffer…

Machine Learning · Computer Science 2023-12-20 Yulai Cong , Sijia Li

In this paper, we firstly give a brief introduction of expectation maximization (EM) algorithm, and then discuss the initial value sensitivity of expectation maximization algorithm. Subsequently, we give a short proof of EM's convergence.…

Machine Learning · Computer Science 2013-05-06 Fuqiang Chen

We consider a symmetric mixture of linear regressions with random samples from the pairwise comparison design, which can be seen as a noisy version of a type of Euclidean distance geometry problem. We analyze the expectation-maximization…

Statistics Theory · Mathematics 2023-06-23 Abhishek Dhawan , Cheng Mao , Ashwin Pananjady

The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…

Computation · Statistics 2018-08-14 Nicholas C. Henderson , Ravi Varadhan

The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…

Computation · Statistics 2013-06-26 Ryan P. Browne , Sanjeena Subedi , Paul McNicholas
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