Related papers: Sharp analysis of EM for learning mixtures of pair…
In Positron Emission Tomography, movement leads to blurry reconstructions when not accounted for. Whether known a priori or estimated jointly to reconstruction, motion models are increasingly defined in continuum rather that in discrete,…
Randomized neural networks (NNs) are an interesting alternative to conventional NNs that are more used for data modeling. The random vector functional-link (RVFL) network is an established and theoretically well-grounded randomized learning…
We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite…
The Earth Mover's Distance (EMD) is a state-of-the art metric for comparing discrete probability distributions, but its high distinguishability comes at a high cost in computational complexity. Even though linear-complexity approximation…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…
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,…
The Expectation-Maximization (EM) algorithm (Dempster, Laird and Rubin, 1977) is a popular method for computing maximum likelihood estimates (MLEs) in problems with missing data. Each iteration of the al- gorithm formally consists of an…
Evidential-EM (E2M) algorithm is an effective approach for computing maximum likelihood estimations under finite mixture models, especially when there is uncertain information about data. In this paper we present an extension of the E2M…
We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise,…
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
We show how the expectation-maximization (EM) algorithm can be applied exactly for the fitting of mixtures of general multivariate skew t (MST) distributions, eliminating the need for computationally expensive Monte Carlo estimation. Finite…
Mixtures of $r$ independent distributions for two discrete random variables can be represented by matrices of nonnegative rank $r$. Likelihood inference for the model of such joint distributions leads to problems in real algebraic geometry…
Given a collection of feature maps indexed by a set $\mathcal{T}$, we study the performance of empirical risk minimization (ERM) on regression problems with square loss over the union of the linear classes induced by these feature maps.…
Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear…
Why can the Expectation-Maximization (EM) algorithm for mixture models converge? Why can different initial parameters cause various convergence difficulties? The Q-L synchronization theory explains that the observed data log-likelihood L…
We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…
Latent Euclidean embedding models a given network by representing each node in a Euclidean space, where the probability of two nodes sharing an edge is a function of the distances between the nodes. This implies that for two nodes to share…
This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…
In the present paper we focus on the coherence properties of general random Euclidean distance matrices, which are very closely related to the respective matrix completion problem. This problem is of great interest in several applications…
Mixtures-of-Experts models and their maximum likelihood estimation (MLE) via the EM algorithm have been thoroughly studied in the statistics and machine learning literature. They are subject of a growing investigation in the context of…