Related papers: A Generalized Probabilistic Monitoring Model with …
A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…
(Gradient) Expectation Maximization (EM) is a widely used algorithm for estimating the maximum likelihood of mixture models or incomplete data problems. A major challenge facing this popular technique is how to effectively preserve the…
Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or…
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…
Probabilistic techniques are central to data analysis, but different approaches can be difficult to apply, combine, and compare. This paper introduces composable generative population models (CGPMs), a computational abstraction that extends…
We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time-points). A random response y is…
The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…
Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…
The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…
Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…
This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…
Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…
The application of Predictive Process Monitoring (PPM) techniques is becoming increasingly widespread due to their capacity to provide organizations with accurate predictions regarding the future behavior of business processes, thereby…
The modeling and simulation of dynamical systems is a necessary step for many control approaches. Using classical, parameter-based techniques for modeling of modern systems, e.g., soft robotics or human-robot interaction, is often…
Software systems are complex, and behavioral comprehension with the increasing amount of AI components challenges traditional testing and maintenance strategies.The lack of tools and methodologies for behavioral software comprehension…
We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…
We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…
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…
An improved mixture of probabilistic principal component analysis (PPCA) has been introduced for nonlinear data-driven process monitoring in this paper. To realize this purpose, the technique of a mixture of probabilistic principal…
Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…