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In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…

Machine Learning · Computer Science 2023-02-23 Ryohei Umatani , Takashi Imai , Kaoru Kawamoto , Shutaro Kunimasa

We study here a Gaussian Mixture Model (GMM) with rare events data. In this case, the commonly used Expectation-Maximization (EM) algorithm exhibits extremely slow numerical convergence rate. To theoretically understand this phenomenon, we…

Methodology · Statistics 2024-05-28 Xuetong Li , Jing Zhou , Hansheng Wang

Trajectories in human aimed movements are inherently variable. Using the concept of positional variance profiles, such trajectories are shown to be decomposable into two phases: In a first phase, the variance of the limb position over many…

Human-Computer Interaction · Computer Science 2020-12-15 Julien Gori , Olivier Rioul

Recent literature suggests that the surface electromyography (sEMG) signals have non-stationary statistical characteristics specifically due to random nature of the covariance. Thus suitability of a statistical model for sEMG signals is…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Durgesh Kusuru , Anish C. Turlapaty , Mainak Thakur

Conditional correlation networks, within Gaussian Graphical Models (GGM), are widely used to describe the direct interactions between the components of a random vector. In the case of an unlabelled Heterogeneous population, Expectation…

Statistics Theory · Mathematics 2022-03-09 Thomas Lartigue , Stanley Durrleman , Stéphanie Allassonnière

Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes…

Machine Learning · Statistics 2019-02-07 Zehang Richard Li , Tyler H. McCormick

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade

We propose an Anderson Acceleration (AA) scheme for the adaptive Expectation-Maximization (EM) algorithm for unsupervised learning a finite mixture model from multivariate data (Figueiredo and Jain 2002). The proposed algorithm is able to…

Machine Learning · Computer Science 2020-09-29 Truong Nguyen , Guangye Chen , Luis Chacon

Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…

Machine Learning · Computer Science 2023-08-23 Amirhossein Reisizadeh , Khashayar Gatmiry , Asuman Ozdaglar

The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…

Machine Learning · Statistics 2017-06-06 Constantinos Daskalakis , Christos Tzamos , Manolis Zampetakis

Real-world applications may be affected by outlying values. In the model-based clustering literature, several methodologies have been proposed to detect units that deviate from the majority of the data (rowwise outliers) and trim them from…

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

Rapid, targeted hand movements exhibit a regular movement pattern described by Fitts law. We develop a model of these movements in which this movement pattern results from an optimal control model describing rapid hand movements and a…

Quantitative Methods · Quantitative Biology 2018-12-11 Stuart Hagler

We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM). In particular, we show that the empirical EM iterates converge to the target parameter vector…

Machine Learning · Statistics 2018-10-17 Jason M. Klusowski , Dana Yang , W. D. Brinda

Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…

Computation · Statistics 2013-08-09 Salvatore Ingrassia , Simona C. Minotti

Inferring dynamics from time series is an important objective in data analysis. In particular, it is challenging to infer stochastic dynamics given incomplete data. We propose an expectation maximization (EM) algorithm that iterates between…

Data Analysis, Statistics and Probability · Physics 2021-08-25 Sangwon Lee , Vipul Periwal , Junghyo Jo

This study presents a semi-nonparametric Latent Class Choice Model (LCCM) with a flexible class membership component. The proposed model formulates the latent classes using mixture models as an alternative approach to the traditional random…

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

The Expectation Maximization (EM) algorithm is widely used as an iterative modification to maximum likelihood estimation when the data is incomplete. We focus on a semi-supervised case to learn the model from labeled and unlabeled samples.…

Machine Learning · Computer Science 2023-01-26 Erixhen Sula , Lizhong Zheng

Gaussian Mixture models (GMMs) are a powerful tool for clustering, classification and density estimation when clustering structures are embedded in the data. The presence of missing values can largely impact the GMMs estimation process,…

Machine Learning · Statistics 2020-06-05 Alessio Serafini , Thomas Brendan Murphy , Luca Scrucca