Related papers: Understanding and Accelerating EM Algorithm's Conv…
We investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…
We consider online algorithms for the {\em page migration problem} that use predictions, potentially imperfect, to improve their performance. The best known online algorithms for this problem, due to Westbrook'94 and Bienkowski et al'17,…
(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…
Problems of probabilistic inference and decision making under uncertainty commonly involve continuous random variables. Often these are discretized to a few points, to simplify assessments and computations. An alternative approximation is…
This paper revisits the fundamental equations for the solution of the frictionless unilateral normal contact problem between a rough rigid surface and a linear elastic half-plane using the boundary element method (BEM). After recasting the…
Variance components estimation and mixed model analysis are central themes in statistics with applications in numerous scientific disciplines. Despite the best efforts of generations of statisticians and numerical analysts, maximum…
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…
We study the convergence rates of the EM algorithm for learning two-component mixed linear regression under all regimes of signal-to-noise ratio (SNR). We resolve a long-standing question that many recent results have attempted to tackle:…
We present a computational motivation for restricted maximum likelihood (REML) estimation in linear mixed models using an expectation--maximization (EM) algorithm. At each iteration, maximum likelihood (ML) and REML solve the same…
Implementing a concurrent data structure typically begins with defining its sequential specification. However, when used \emph{as is}, a nontrivial sequential data structure, such as a linked list, a search tree, or a hash table, may expose…
We study a competitive facility location problem (CFLP), where two firms sequentially open new facilities within their budgets, in order to maximize their market shares of demand that follows a probabilistic choice model. This process is a…
This paper addresses the well-known local maximum problem of the expectation-maximization (EM) algorithm in blind intersymbol interference (ISI) channel estimation. This problem primarily results from phase and shift ambiguity during…
Quantum computers can sometimes exponentially outperform classical ones, but only for problems with sufficient structure. While it is well known that query problems with full permutation symmetry can have at most polynomial quantum speedup…
In two-sided matching market, when the regional constraints are present, the deferred acceptance (DA) algorithm suffers from undesirable inefficiency due to the artificial allocation of the regional caps among hospitals. We show that, given…
We study the expectation-maximization (EM) algorithm for general latent-variable models under (i) distributional misspecification and (ii) nonidentifiability induced by a group action. We formulate EM on the quotient parameter space and…
Capsule Networks (CapsNets) are brand-new architectures that have shown ground-breaking results in certain areas of Computer Vision (CV). In 2017, Hinton and his team introduced CapsNets with routing-by-agreement in "Sabour et al" and in a…
Entity matching (EM) is a challenging problem studied by different communities for over half a century. Algorithmic fairness has also become a timely topic to address machine bias and its societal impacts. Despite extensive research on…
As machine learning algorithms grow in popularity and diversify to many industries, ethical and legal concerns regarding their fairness have become increasingly relevant. We explore the problem of algorithmic fairness, taking an…
Approximate Competitive Equilibrium from Equal Incomes (A-CEEI) is an equilibrium-based solution concept for fair division of discrete items to agents with combinatorial demands. In theory, it is known that in asymptotically large markets:…
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…