Related papers: The use of the EM algorithm for regularization pro…

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…

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…

We develop a general framework for proving rigorous guarantees on the performance of the EM algorithm and a variant known as gradient EM. Our analysis is divided into two parts: a treatment of these algorithms at the population level (in…

In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…

In this paper we provide a new analysis of the SEM algorithm. Unlike previous work, we focus on the analysis of a single run of the algorithm. First, we discuss the algorithm for general mixture distributions. Second, we consider Gaussian…

Regression mixture models are widely studied in statistics, machine learning and data analysis. Fitting regression mixtures is challenging and is usually performed by maximum likelihood by using the expectation-maximization (EM) algorithm.…

It is challenging for reinforcement learning (RL) algorithms to succeed in real-world applications like financial trading and logistic system due to the noisy observation and environment shifting between training and evaluation. Thus, it…

In clinical trials, studies often present longitudinal data or clustered data. These studies are commonly analyzed using linear mixed models (LMMs), usually considering Gaussian assumptions for random effect and error terms. Recently,…

There have been several recent advancements in Machine Learning community on the Entity Matching (EM) problem. However, their lack of scalability has prevented them from being applied in practical settings on large real-life datasets.…

We describe the \proglang{R} package \pkg{glmmrBase} and an extension \pkg{glmmrOptim}. \pkg{glmmrBase} provides a flexible approach to specifying, fitting, and analysing generalised linear mixed models. We use an object-orientated class…

Heckman selection model is perhaps the most popular econometric model in the analysis of data with sample selection. The analyses of this model are based on the normality assumption for the error terms, however, in some applications, the…

A key challenge in e-learning environments like Intelligent Tutoring Systems (ITSs) is to induce effective pedagogical policies efficiently. While Deep Reinforcement Learning (DRL) often suffers from sample inefficiency and reward function…

Extreme learning machine (ELM) as an emerging branch of shallow networks has shown its excellent generalization and fast learning speed. However, for blended data, the robustness of ELM is weak because its weights and biases of hidden nodes…

A statistical model is a mathematical representation of an often simplified or idealised data-generating process. In this paper, we focus on a particular type of statistical model, called linear mixed models (LMMs), that is widely used in…

Restricted maximum likelihood (REML) estimation is a widely accepted and frequently used method for fitting linear mixed models, with its principal advantage being that it produces less biased estimates of the variance components. However,…

Skew normal mixture models provide a more flexible framework than the popular normal mixtures for modelling heterogeneous data with asymmetric behaviors. Due to the unboundedness of likelihood function and the divergency of shape…

The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…

We introduce the variational filtering EM algorithm, a simple, general-purpose method for performing variational inference in dynamical latent variable models using information from only past and present variables, i.e. filtering. The…

Motivation: Model selection is a ubiquitous challenge in statistics. For penalized models, model selection typically entails tuning hyperparameters to maximize a measure of fit or minimize out-of-sample prediction error. However, these…

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…