Related papers: EM for Mixture of Linear Regression with Clustered…
In this study, we address the problem of clustering string data in an unsupervised manner by developing a theory of a mixture model and an EM algorithm for string data based on probability theory on a topological monoid of strings developed…
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…
Classical Mixtures of Experts (MoE) are Machine Learning models that involve partitioning the input space, with a separate "expert" model trained on each partition. Recently, MoE-based model architectures have become popular as a means to…
The EM-algorithm is a general procedure to get maximum likelihood estimates if part of the observations on the variables of a network are missing. In this paper a stochastic version of the algorithm is adapted to probabilistic neural…
We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number $k$ of components. We show that as long as signal-to-noise ratio (SNR) is $\tilde{\Omega}(k)$,…
In this paper, we introduce and evaluate a data-driven staged mixture modeling technique for building density, regression, and classification models. Our basic approach is to sequentially add components to a finite mixture model using the…
In this paper, we outline the use of Mixture Models in density estimation of large astronomical databases. This method of density estimation has been known in Statistics for some time but has not been implemented because of the large…
We consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations. Unlike most previous approaches which assume that the cluster structure is given in advance, an appealing feature of our…
Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…
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…
To avoid specification of the error distribution in a regression model, we propose a general nonparametric scale mixture model for the error distribution. For fitting such mixtures, the predictive recursion method is a simple and…
Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…
The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…
We study the problem of downlink channel estimation in multi-user massive multiple input multiple output (MIMO) systems. To this end, we consider a Bayesian compressive sensing approach in which the clustered sparse structure of the channel…
Clustering is a widely deployed unsupervised learning tool. Model-based clustering is a flexible framework to tackle data heterogeneity when the clusters have different shapes. Likelihood-based inference for mixture distributions often…
In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…
Finite mixture models have been widely used to model and analyze data from a heterogeneous populations. Moreover, data of this kind can be missing or subject to some upper and/or lower detection limits because of the restriction of…
Improved EM strategies, based on the idea of efficient data augmentation (Meng and van Dyk 1997, 1998), are presented for ML estimation of mixture proportions. The resulting algorithms inherit the simplicity, ease of implementation, and…
Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…
Latent variable models are a fundamental modeling tool in machine learning applications, but they present significant computational and analytical challenges. The popular EM algorithm and its variants, is a much used algorithmic tool; yet…