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Stochastic majorization-minimization (SMM) is a class of stochastic optimization algorithms that proceed by sampling new data points and minimizing a recursive average of surrogate functions of an objective function. The surrogates are…

Optimization and Control · Mathematics 2023-03-22 Hanbaek Lyu

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…

Computation · Statistics 2018-08-14 Nicholas C. Henderson , Ravi Varadhan

The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…

Optimization and Control · Mathematics 2026-02-12 Kensuke Asai , Jun-ya Gotoh

In this paper, we firstly give a brief introduction of expectation maximization (EM) algorithm, and then discuss the initial value sensitivity of expectation maximization algorithm. Subsequently, we give a short proof of EM's convergence.…

Machine Learning · Computer Science 2013-05-06 Fuqiang Chen

Softmax mixture models (SMMs) are discrete $K$-mixtures introduced to model the probability of choosing an attribute $x_j \in \RR^L$ from $p$ candidates, in heterogeneous populations. They have been known as mixed multinomial logits in the…

Machine Learning · Statistics 2025-08-05 Xin Bing , Florentina Bunea , Jonathan Niles-Weed , Marten Wegkamp

In recent years, the accuracy of gaze estimation techniques has gradually improved, but existing methods often rely on large datasets or large models to improve performance, which leads to high demands on computational resources. In terms…

Computer Vision and Pattern Recognition · Computer Science 2024-12-12 Zhang Cheng , Yanxia Wang , Guoyu Xia

The Expectation Maximization (EM) algorithm is the default algorithm for inference in latent variable models. As in any other field of machine learning, applications of latent variable models to very large datasets make the use of advanced…

Optimization and Control · Mathematics 2021-11-11 Aymeric Dieuleveut , Gersende Fort , Eric Moulines , Geneviève Robin

Mixture of experts (MoE) model is a statistical machine learning design that aggregates multiple expert networks using a softmax gating function in order to form a more intricate and expressive model. Despite being commonly used in several…

Machine Learning · Statistics 2024-06-25 Huy Nguyen , Nhat Ho , Alessandro Rinaldo

The computation of the maximum likelihood (ML) estimator for heteroscedastic regression models is considered. The traditional Newton algorithms for the problem require matrix multiplications and inversions, which are bottlenecks in modern…

Computation · Statistics 2016-08-24 Hien D. Nguyen , Luke R. Lloyd-Jones , Geoffrey J. McLachlan

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

Machine Learning · Computer Science 2022-05-19 Graham W. Pulford

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

We show how the expectation-maximization (EM) algorithm can be applied exactly for the fitting of mixtures of general multivariate skew t (MST) distributions, eliminating the need for computationally expensive Monte Carlo estimation. Finite…

Methodology · Statistics 2012-09-06 S. X. Lee , G. J. McLachlan

Sparse Mixture of Experts (MoE) large language models (LLMs) are gradually becoming the mainstream approach for ultra-large-scale models. Existing optimization efforts for MoE models have focused primarily on coarse-grained MoE…

Computation and Language · Computer Science 2025-05-07 Haoqi Yang , Luohe Shi , Qiwei Li , Zuchao Li , Ping Wang , Bo Du , Mengjia Shen , Hai Zhao

Training deep generative models with maximum likelihood remains a challenge. The typical workaround is to use variational inference (VI) and maximize a lower bound to the log marginal likelihood of the data. Variational auto-encoders (VAEs)…

Machine Learning · Statistics 2019-08-13 Adji B. Dieng , John Paisley

Modelling highly multi-modal data is a challenging problem in machine learning. Most algorithms are based on maximizing the likelihood, which corresponds to the M(oment)-projection of the data distribution to the model distribution. The…

Machine Learning · Computer Science 2020-01-24 Philipp Becker , Oleg Arenz , Gerhard Neumann

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;…

Computation · Statistics 2026-02-17 Nick Polson , Vadim Sokolov

The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…

Computation · Statistics 2016-08-08 Lingyao Meng

The Expectation-Maximization (EM) algorithm for mixture models often results in slow or invalid convergence. The popular convergence proof affirms that the likelihood increases with Q; Q is increasing in the M -step and non-decreasing in…

Machine Learning · Computer Science 2018-10-29 Chenguang Lu

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…

Machine Learning · Computer Science 2023-12-20 Yulai Cong , Sijia Li

Mixture-of-Expert (MoE) models enable efficient inference by employing smaller experts and activating only a subset of them per token. MoE serving engines distribute experts across multiple GPUs and route tokens to appropriate GPUs at…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-20 Sourish Wawdhane , Avinash Kumar , Poulami Das