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Mixture models postulate the overall population as a mixture of finite subpopulations with unobserved membership. Fitting mixture models usually requires large sample sizes and combining data from multiple sites can be beneficial. However,…

Methodology · Statistics 2025-12-19 Xiaokang Liu , Rui Duan , Raymond J. Carroll , Yang Ning , Yong Chen

Federated learning has attracted increasing attention with the emergence of distributed data. While extensive federated learning algorithms have been proposed for the non-convex distributed problem, federated learning in practice still…

Machine Learning · Computer Science 2023-03-10 Xidong Wu , Feihu Huang , Zhengmian Hu , Heng Huang

Federated Learning is a distributed learning paradigm with two key challenges that differentiate it from traditional distributed optimization: (1) significant variability in terms of the systems characteristics on each device in the network…

Machine Learning · Computer Science 2020-04-23 Tian Li , Anit Kumar Sahu , Manzil Zaheer , Maziar Sanjabi , Ameet Talwalkar , Virginia Smith

Federated learning (FL) offers privacy-preserving decentralized machine learning, optimizing models at edge clients without sharing private data. Simultaneously, foundation models (FMs) have gained traction in the artificial intelligence…

Machine Learning · Computer Science 2023-10-06 Sixing Yu , J. Pablo Muñoz , Ali Jannesari

The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

Methodology · Statistics 2025-10-17 Andrew Welbaum , Wanli Qiao

The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…

Computation · Statistics 2016-08-08 Lingyao Meng

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

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 canonical formulation of federated learning treats it as a distributed optimization problem where the model parameters are optimized against a global loss function that decomposes across client loss functions. A recent alternative…

Machine Learning · Computer Science 2023-02-09 Han Guo , Philip Greengard , Hongyi Wang , Andrew Gelman , Yoon Kim , Eric P. Xing

This paper proposes a novel federated algorithm that leverages momentum-based variance reduction with adaptive learning to address non-convex settings across heterogeneous data. We intend to minimize communication and computation overhead,…

Machine Learning · Computer Science 2024-12-17 Dipanwita Thakur , Antonella Guzzo , Giancarlo Fortino , Sajal K. Das

The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…

Optimization and Control · Mathematics 2026-02-12 Kensuke Asai , Jun-ya Gotoh

Phenotypic variability in a population of cells can work as the bet-hedging of the cells under an unpredictably changing environment, the typical example of which is the bacterial persistence. To understand the strategy to control such…

Populations and Evolution · Quantitative Biology 2019-12-02 So Nakashima , Yuki Sughiyama , Tetsuya J. Kobayashi

We present a new framework for analysing the Expectation Maximization (EM) algorithm. Drawing on recent advances in the theory of gradient flows over Euclidean-Wasserstein spaces, we extend techniques from alternating minimization in…

Machine Learning · Statistics 2025-11-21 Rocco Caprio , Adam M Johansen

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

Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…

Statistics Theory · Mathematics 2016-08-30 Ji Xu , Daniel Hsu , Arian Maleki

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

Finite mixture models have been widely used for the modelling and analysis of data from heterogeneous populations. Maximum likelihood estimation of the parameters is typically carried out via the Expectation-Maximization (EM) algorithm. The…

Computation · Statistics 2016-06-08 Sharon X Lee , Kaleb L Lee , Geoffrey J McLachlan

Small and medium-sized enterprises (SMEs) play a crucial role in driving economic growth. Monitoring their financial performance and discovering relevant covariates are essential for risk assessment, business planning, and policy…

Methodology · Statistics 2025-11-27 Huiyun Tang , Feifei Wang , Long Feng , Yang Li

We develop a nested EM routine for latent class models with covariates which allows maximization of the full-model log-likelihood and, differently from current methods, guarantees monotone log-likelihood sequences along with improved…

Computation · Statistics 2019-11-19 Daniele Durante , Antonio Canale , Tommaso Rigon