Related papers: Fast convergence of the Expectation Maximization a…
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…
Energy-based models (EBMs) are versatile density estimation models that directly parameterize an unnormalized log density. Although very flexible, EBMs lack a specified normalization constant of the model, making the likelihood of the model…
We propose an expectation-maximization-like(EMlike) method to train Boltzmann machine with unconstrained connectivity. It adopts Monte Carlo approximation in the E-step, and replaces the intractable likelihood objective with efficiently…
Existing error-bound-based analyses for stochastic algorithms that exhibit certain descent properties, such as randomized coordinate descent and randomized projection methods, are often limited in scope and typically lead to overly…
We study estimation of large Dynamic Factor models implemented through the Expectation Maximization (EM) algorithm, jointly with the Kalman smoother. We prove that as both the cross-sectional dimension, $n$, and the sample size, $T$,…
Finite mixture models are among the most popular statistical models used in different data science disciplines. Despite their broad applicability, inference under these models typically leads to computationally challenging non-convex…
Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…
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…
In this paper we provide an algorithm which given any $m$-edge $n$-vertex directed graph with integer capacities at most $U$ computes a maximum $s$-$t$ flow for any vertices $s$ and $t$ in $m^{4/3+o(1)}U^{1/3}$ time. This improves upon the…
The Expectation-Maximization (EM) algorithm is routinely used for the maximum likelihood estimation in the latent class analysis. However, the EM algorithm comes with no guarantees of reaching the global optimum. We study the geometry of…
This work is concerned with the formulation of a general framework for the analysis of meshfree approximation schemes and with the convergence analysis of the Local Maximum-Entropy (LME) scheme as a particular example. We provide conditions…
The present work proposes hybridization of Expectation-Maximization (EM) and K-Means techniques as an attempt to speed-up the clustering process. Though both K-Means and EM techniques look into different areas, K-means can be viewed as an…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new…
We study optimization for losses that admit a variance-mean scale-mixture representation. Under this representation, each EM iteration is a weighted least squares update in which latent variables determine observation and parameter weights;…
The Expectation-Maximisation (EM) algorithm is a central tool in statistics and machine learning, widely used for latent-variable models such as Gaussian Mixture Models (GMMs). Despite its ubiquity, EM is typically treated as a…
Mixture models serve as one fundamental tool with versatile applications. However, their training techniques, like the popular Expectation Maximization (EM) algorithm, are notoriously sensitive to parameter initialization and often suffer…
Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present…
We study the trajectory of iterations and the convergence rates of the Expectation-Maximization (EM) algorithm for two-component Mixed Linear Regression (2MLR). The fundamental goal of MLR is to learn the regression models from unlabeled…
We propose and analyze novel adaptive algorithms for the numerical solution of elliptic partial differential equations with parametric uncertainty. Four different marking strategies are employed for refinement of stochastic Galerkin finite…