Related papers: Expectation maximization as message passing
This paper proposes two distinct contributions to econometric analysis of large information sets and structural instabilities. First, it treats a regression model with time-varying coefficients, stochastic volatility and exogenous…
This paper provides a mixture modeling framework using the bivariate generalized exponential distribution. We study different properties of this mixture distribution. Hierarchical EM algorithm is developed for finding the estimates of the…
Many real world tasks such as reasoning and physical interaction require identification and manipulation of conceptual entities. A first step towards solving these tasks is the automated discovery of distributed symbol-like representations.…
We study the convergence behavior of the Expectation Maximization (EM) algorithm on Gaussian mixture models with an arbitrary number of mixture components and mixing weights. We show that as long as the means of the components are separated…
Recent years have witnessed great progress on building emotional chatbots. Tremendous methods have been proposed for chatbots to generate responses with given emotions. However, the emotion changes of the user during the conversation has…
This work concerns estimation of linear autoregressive models with Markov-switching using expectation maximisation (E.M.) algorithm. Our method generalise the method introduced by Elliot for general hidden Markov models and avoid to use…
Model error covariances play a central role in the performance of data assimilation methods applied to nonlinear state-space models. However, these covariances are largely unknown in most of the applications. A misspecification of the model…
Kappa distributions are widely used in space plasma physics to model velocity distribution functions with heavy tails. Parameter estimation in these distributions is, however, complicated by the fact that the kappa distribution does not…
The presence of missing values within high-dimensional data is an ubiquitous problem for many applied sciences. A serious limitation of many available data mining and machine learning methods is their inability to handle partially missing…
Constructing a minimal vertex cover of a graph can be seen as a prototype for a combinatorial optimization problem under hard constraints. In this paper, we develop and analyze message passing techniques, namely warning and survey…
Channel knowledge map (CKM) is an emerging technique to enable environment-aware wireless communications, in which databases with location-specific channel knowledge are used to facilitate or even obviate real-time channel state information…
We study properties and parameter estimation of finite-state homogeneous continuous-time bivariate Markov chains. Only one of the two processes of the bivariate Markov chain is observable. The general form of the bivariate Markov chain…
Traditionally, graph neural networks have been trained using a single observed graph. However, the observed graph represents only one possible realization. In many applications, the graph may encounter uncertainties, such as having…
Graph inference methods have recently attracted a great interest from the scientific community, due to the large value they bring in data interpretation and analysis. However, most of the available state-of-the-art methods focus on…
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…
The correlated binomial (CB) distribution was proposed by Luce\~no (Computational Statistics $\&$ Data Analysis, 20, 1995, 511-520) as an alternative to the binomial distribution for the analysis of the data in the presence of correlations…
The paper gives a brief review of the expectation-maximization algorithm (Dempster 1977) in the comprehensible framework of discrete mathematics. In Section 2, two prominent estimation methods, the relative-frequency estimation and the…
We propose a framework for the derivation and evaluation of distributed iterative algorithms for receiver cooperation in interference-limited wireless systems. Our approach views the processing within and collaboration between receivers as…
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…
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…