Related papers: Convergence of the EM algorithm via proximal techn…
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…
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…
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…
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…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…
(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…
The Estimation of Distribution Algorithm is a new class of population based search methods in that a probabilistic model of individuals is estimated based on the high quality individuals and used to generate the new individuals. In this…
Expectation-Maximization (EM) is a prominent approach for parameter estimation of hidden (aka latent) variable models. Given the full batch of data, EM forms an upper-bound of the negative log-likelihood of the model at each iteration and…
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 consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…
We investigate convergence of alternating Bregman projections between non-convex sets and prove convergence to a point in the intersection, or to points realizing a gap between the two sets. The speed of convergence is generally sub-linear,…
A line of recent work has analyzed the behavior of the Expectation-Maximization (EM) algorithm in the well-specified setting, in which the population likelihood is locally strongly concave around its maximizing argument. Examples include…
We develop a nested EM routine for latent class models with covariates which allows maximization of the full-model log-likelihood and, differently from current methods, guarantees monotone log-likelihood sequences along with improved…
In some situations, EM algorithm shows slow convergence problems. One possible reason is that standard procedures update the parameters simultaneously. In this paper we focus on finite mixture estimation. In this framework, we propose a…
The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proximal gradient algorithm, concave-convex procedure, quadratic…
The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…
In this work, we propose a new estimation method of a Structural Equation Model. Our method is based on the EM likelihood-maximization algorithm. We show that this method provides estimators, not only of the coefficients of the model, but…
The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of…
In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form…
This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…