Related papers: Geometry of EM and related iterative algorithms

Processing high-volume, streaming data is increasingly common in modern statistics and machine learning, where batch-mode algorithms are often impractical because they require repeated passes over the full dataset. This has motivated…

Finite mixture models are among the most popular statistical models used in different data science disciplines. Despite their broad applicability, inference under these models typically leads to computationally challenging non-convex…

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…

Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…

Gaussian mixture models (GMMs) are fundamental statistical tools for modeling heterogeneous data. Due to the nonconcavity of the likelihood function, the Expectation-Maximization (EM) algorithm is widely used for parameter estimation of…

The expectation--maximization (EM) algorithm combines global monotonicity, local linear convergence, and strong practical robustness, but these features are usually analyzed separately. Global descent is nonlinear, whereas local convergence…

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…

The EM algorithm is one of many important tools in the field of statistics. While often used for imputing missing data, its widespread applications include other common statistical tasks, such as clustering. In clustering, the EM algorithm…

Advances in artificial intelligence (AI) and deep learning have led to neural networks being used to generate lightning-speed answers to complex science questions, paintings in the style of Monet, or stories like those of Twain. Leveraging…

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step…

The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of…

The Extreme Learning Machine (ELM) is a growing statistical technique widely applied to regression problems. In essence, ELMs are single-layer neural networks where the hidden layer weights are randomly sampled from a specific distribution,…

The Matrix-Element Method (MEM) has long been a cornerstone of data analysis in high-energy physics. It leverages theoretical knowledge of parton-level processes and symmetries to evaluate the likelihood of observed events. In parallel, the…

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…

We present a noise-injected version of the Expectation-Maximization (EM) algorithm: the Noisy Expectation Maximization (NEM) algorithm. The NEM algorithm uses noise to speed up the convergence of the EM algorithm. The NEM theorem shows that…

The EM algorithm is a special case of a more general algorithm called the MM algorithm. Specific MM algorithms often have nothing to do with missing data. The first M step of an MM algorithm creates a surrogate function that is optimized in…

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…

Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data…

The EM algorithm is one of the most popular algorithm for inference in latent data models. The original formulation of the EM algorithm does not scale to large data set, because the whole data set is required at each iteration of the…