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The Expectation-Maximization algorithm is perhaps the most broadly used algorithm for inference of latent variable problems. A theoretical understanding of its performance, however, largely remains lacking. Recent results established that…

Machine Learning · Statistics 2019-05-30 Jeongyeol Kwon , Wei Qian , Constantine Caramanis , Yudong Chen , Damek Davis

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

Mixtures-of-Experts (MoE) are conditional mixture models that have shown their performance in modeling heterogeneity in data in many statistical learning approaches for prediction, including regression and classification, as well as for…

Methodology · Statistics 2019-07-17 Bao Tuyen Huynh , Faicel Chamroukhi

Until recently obtaining data on populations of networks was typically rare. However, with the advancement of automatic monitoring devices and the growing social and scientific interest in networks, such data has become more widely…

Methodology · Statistics 2020-01-22 Mirko Signorelli , Ernst Wit

Data heterogeneity has been a long-standing bottleneck in studying the convergence rates of Federated Learning algorithms. In order to better understand the issue of data heterogeneity, we study the convergence rate of the…

Machine Learning · Statistics 2026-03-24 Zhixu Tao , Rajita Chandak , Sanjeev Kulkarni

The family of Expectation-Maximization (EM) algorithms provides a general approach to fitting flexible models for large and complex data. The expectation (E) step of EM-type algorithms is time-consuming in massive data applications because…

Computation · Statistics 2018-06-21 Sanvesh Srivastava , Glen DePalma , Chuanhai Liu

Multivariate longitudinal data of mixed-type are increasingly collected in many science domains. However, algorithms to cluster this kind of data remain scarce, due to the challenge to simultaneously model the within- and between-time…

Machine Learning · Statistics 2025-09-16 Francesco Amato , Julien Jacques

A model based clustering procedure for data of mixed type, clustMD, is developed using a latent variable model. It is proposed that a latent variable, following a mixture of Gaussian distributions, generates the observed data of mixed type.…

Methodology · Statistics 2015-11-06 Damien McParland , Isobel Claire Gormley

Research on cluster analysis for categorical data continues to develop, with new clustering algorithms being proposed. However, in this context, the determination of the number of clusters is rarely addressed. In this paper, we propose a…

Methodology · Statistics 2014-09-29 Cláudia Silvestre , Margarida G. M. S. Cardoso , Mário A. T. Figueiredo

Data clustering has received a lot of attention and numerous methods, algorithms and software packages are available. Among these techniques, parametric finite-mixture models play a central role due to their interesting mathematical…

Computer Vision and Pattern Recognition · Computer Science 2017-01-31 Israel D. Gebru , Xavier Alameda-Pineda , Florence Forbes , Radu Horaud

Mixture models have attracted significant attention due to practical effectiveness and comprehensive theoretical foundations. A persisting challenge is model misspecification, which occurs when the model to be fitted has more mixture…

Machine Learning · Computer Science 2026-03-09 Zhankun Luo , Abolfazl Hashemi

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

It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen , William Bernhard , Tracy Sulkin

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…

Statistics Theory · Mathematics 2025-11-10 Xin Bing , Dehan Kong , Bingqing Li

Expectation maximization (EM) algorithm is to find maximum likelihood solution for models having latent variables. A typical example is Gaussian Mixture Model (GMM) which requires Gaussian assumption, however, natural images are highly…

Machine Learning · Computer Science 2018-12-04 Wentian Zhao , Shaojie Wang , Zhihuai Xie , Jing Shi , Chenliang Xu

Modern scientific studies often collect data sets in the forms of tensors, which call for innovative statistical analysis methods. In particular, there is a pressing need for tensor clustering methods to understand the heterogeneity in the…

Methodology · Statistics 2021-04-27 Qing Mai , Xin Zhang , Yuqing Pan , Kai Deng

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

Clustering algorithms start with a fixed divergence, which captures the possibly asymmetric distance between a sample and a centroid. In the mixture model setting, the sample distribution plays the same role. When all attributes have the…

Machine Learning · Computer Science 2017-01-10 Mehmet Emin Basbug , Barbara Engelhardt

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing maximum likelihood estimate when dealing with Gaussian Mixture Model (GMM). When the sample size is smaller than the data dimension, this could lead…

Machine Learning · Statistics 2023-07-06 Pierre Houdouin , Matthieu Jonkcheere , Frederic Pascal

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