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SEMMS (Scalable Empirical-Bayes Model for Marker Selection) is a variable-selection procedure for generalized linear models that uses a three-component normal mixture prior on regression coefficients. In its original form, SEMMS assumes…

Computation · Statistics 2026-03-18 Haim Bar , Martin T. Wells

Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan

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…

Computation · Statistics 2010-02-22 Yaming Yu

Generalized linear mixed models are useful in studying hierarchical data with possibly non-Gaussian responses. However, the intractability of likelihood functions poses challenges for estimation. We develop a new method suitable for this…

Methodology · Statistics 2022-01-26 Zexi Song , Zhiqiang Tan

The maximum entropy method has recently been successfully introduced to a variety of natural language applications. In each of these applications, however, the power of the maximum entropy method is achieved at the cost of a considerable…

cmp-lg · Computer Science 2008-02-03 John D. Lafferty , Bernhard Suhm

Semi-supervised clustering seeks to augment traditional clustering methods by incorporating side information provided via human expertise in order to increase the semantic meaningfulness of the resulting clusters. However, most current…

Machine Learning · Computer Science 2014-02-17 Caiming Xiong , David Johnson , Jason J. Corso

Evolution Strategies (ES) emerged as a scalable alternative to popular Reinforcement Learning (RL) techniques, providing an almost perfect speedup when distributed across hundreds of CPU cores thanks to a reduced communication overhead.…

Machine Learning · Statistics 2018-11-13 Víctor Campos , Xavier Giro-i-Nieto , Jordi Torres

Expectile regression is a nice tool for investigating conditional distributions beyond the conditional mean. It is well-known that expectiles can be described with the help of the asymmetric least square loss function, and this link makes…

Computation · Statistics 2015-07-15 Muhammad Farooq , Ingo Steinwart

In the era of big data, one of the key challenges is the development of novel optimization algorithms that can accommodate vast amounts of data while at the same time satisfying constraints and limitations of the problem under study. The…

Optimization and Control · Mathematics 2019-09-27 Nicolas Loizou

This paper revisits cluster-based retrieval that partitions the inverted index into multiple groups and skips the index partially at cluster and document levels during online inference using a learned sparse representation. It proposes an…

Information Retrieval · Computer Science 2024-04-16 Yifan Qiao , Shanxiu He , Yingrui Yang , Parker Carlson , Tao Yang

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…

Optimization and Control · Mathematics 2018-10-05 Orlando Romero , Sarthak Chatterjee , Sérgio Pequito

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

Motivated by indirect measurements and applications from nanometrology with a mixed noise model, we develop a novel algorithm for jointly estimating the posterior and the noise parameters in Bayesian inverse problems. We propose to solve…

Machine Learning · Computer Science 2024-07-08 Paul Hagemann , Johannes Hertrich , Maren Casfor , Sebastian Heidenreich , Gabriele Steidl

We consider a symmetric mixture of linear regressions with random samples from the pairwise comparison design, which can be seen as a noisy version of a type of Euclidean distance geometry problem. We analyze the expectation-maximization…

Statistics Theory · Mathematics 2023-06-23 Abhishek Dhawan , Cheng Mao , Ashwin Pananjady

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

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

We study Sinkhorn EM (sEM), a variant of the expectation maximization (EM) algorithm for mixtures based on entropic optimal transport. sEM differs from the classic EM algorithm in the way responsibilities are computed during the expectation…

Machine Learning · Statistics 2020-07-01 Gonzalo Mena , Amin Nejatbakhsh , Erdem Varol , Jonathan Niles-Weed

The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…

Machine Learning · Statistics 2022-10-26 Diego Martinez-Taboada , Dino Sejdinovic

In recent advances in solving the problem of transmission network expansion planning, the use of robust optimization techniques has been put forward, as an alternative to stochastic mathematical programming methods, to make the problem…

Computational Engineering, Finance, and Science · Computer Science 2016-09-28 Roberto Minguez , Raquel Garcia-Bertrand

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…

Machine Learning · Computer Science 2014-09-24 Bo Han , Bo He , Mengmeng Ma , Tingting Sun , Tianhong Yan , Amaury Lendasse
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