Related papers: Parameter-Expanded ECME Algorithms for Logistic an…
The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…
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 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…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…
In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be…
A non linear regression approach which consists of a specific regression model incorporating a latent process, allowing various polynomial regression models to be activated preferentially and smoothly, is introduced in this paper. The model…
The Expectation-Maximization (EM) algorithm is an iterative method to maximize the log-likelihood function for parameter estimation. Previous works on the convergence analysis of the EM algorithm have established results on the asymptotic…
Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fields with variates of mixed type (e.g. binary and continuous)…
The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…
The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…
Logistic regression is a common classification method in supervised learning. Surprisingly, there are very few solutions for performing logistic regression with missing values in the covariates. We suggest a complete approach based on a…
Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…
This paper deals with parameter estimation when the data are randomly right censored. The maximum likelihood estimates from censored samples are obtained by using the expectation-maximization (EM) and Monte Carlo EM (MCEM) algorithms. We…
Dramatic increases in the size and dimensionality of many recent data sets make crucial the need for sophisticated methods that can exploit inherent structure and handle missing values. In this article we derive an expectation-maximization…
The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…
Probabilistic Logic Programming (PLP), exemplified by Sato and Kameya's PRISM, Poole's ICL, De Raedt et al's ProbLog and Vennekens et al's LPAD, combines statistical and logical knowledge representation and inference. Inference in these…
Logistic regression is a fundamental and widely used statistical method for modeling binary outcomes based on covariates. However, the presence of missing data, particularly in settings involving hybrid covariates (a mix of discrete and…
The Mixture Transition Distribution (MTD) model was introduced by Raftery to face the need for parsimony in the modeling of high-order Markov chains in discrete time. The particularity of this model comes from the fact that the effect of…
Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There…
In this work, we consider a manufactory process which can be described by a multiple-instance logistic regression model. In order to compute the maximum likelihood estimation of the unknown coefficient, an expectation-maximization algorithm…