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The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

The EM algorithm is a method for finding the maximum likelihood estimate of a model in the presence of missing data. Unfortunately, EM does not produce a parameter covariance matrix for standard errors. Supplemented EM (SEM; Meng & Rubin,…

Computation · Statistics 2016-05-04 Joshua N. Pritikin

A new approach for signal parametrization, which consists of a specific regression model incorporating a discrete hidden logistic process, is proposed. The model parameters are estimated by the maximum likelihood method performed by a…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

Statistics Theory · Mathematics 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

Online (also called "recursive" or "adaptive") estimation of fixed model parameters in hidden Markov models is a topic of much interest in times series modelling. In this work, we propose an online parameter estimation algorithm that…

Computation · Statistics 2011-02-16 Olivier Cappé

This paper provides a mixture modeling framework using the bivariate generalized exponential distribution. We study different properties of this mixture distribution. Hierarchical EM algorithm is developed for finding the estimates of the…

Computation · Statistics 2018-04-03 Arabin Kumar Dey , Debasis Kundu , Tumati Kiran Kumar

We propose a logical/mathematical framework for statistical parameter learning of parameterized logic programs, i.e. definite clause programs containing probabilistic facts with a parameterized distribution. It extends the traditional least…

Artificial Intelligence · Computer Science 2011-08-26 T. Sato , Y. Kameya

This paper explores learning emulators for parameter estimation with uncertainty estimation of high-dimensional dynamical systems. We assume access to a computationally complex simulator that inputs a candidate parameter and outputs a…

Machine Learning · Computer Science 2022-11-04 Ruoxi Jiang , Rebecca Willett

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Quanquan Gu , Yang Ning , Han Liu

Due to recent empirical successes, the options framework for hierarchical reinforcement learning is gaining increasing popularity. Rather than learning from rewards which suffers from the curse of dimensionality, we consider learning an…

Machine Learning · Computer Science 2021-02-16 Zhiyu Zhang , Ioannis Paschalidis

Recommender systems are ubiquitous in the domain of e-commerce, used to improve the user experience and to market inventory, thereby increasing revenue for the site. Techniques such as item-based collaborative filtering are used to model…

Information Retrieval · Computer Science 2018-12-31 Daniel A. Galron , Yuri M. Brovman , Jin Chung , Michal Wieja , Paul Wang

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…

Methodology · Statistics 2025-09-25 Daniel A. Griffith

Recommender systems have become crucial in the modern digital landscape, where personalized content, products, and services are essential for enhancing user experience. This paper explores statistical models for recommender systems,…

Methodology · Statistics 2024-08-13 Disha Ghandwani , Trevor Hastie

This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for…

Machine Learning · Computer Science 2013-02-08 Eric Bauer , Daphne Koller , Yoram Singer

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

A new approach for feature extraction from time series is proposed in this paper. This approach consists of a specific regression model incorporating a discrete hidden logistic process. The model parameters are estimated by the maximum…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

The study presents an exploratory graphical modeling approach for evaluating local item dependency within cognitively diagnostic classification models (DCMs). Current approaches to modeling local dependence require known item structure and…

Methodology · Statistics 2023-05-29 Hyeon-Ah Kang , Jingchen Liu , Zhiliang Ying

The Unbiased Learning-to-Rank framework has been recently proposed as a general approach to systematically remove biases, such as position bias, from learning-to-rank models. The method takes two steps - estimating click propensities and…

Information Retrieval · Computer Science 2019-10-23 Grigor Aslanyan , Utkarsh Porwal
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