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The expectation-maximization (EM) algorithm introduced by Dempster et al in 1977 is a very general method to solve maximum likelihood estimation problems. In this informal report, we review the theory behind EM as well as a number of EM…

Computation · Statistics 2012-09-10 Alexis Roche

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Machine Learning · Statistics 2022-11-15 Hideitsu Hino , Shotaro Akaho , Noboru Murata

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 algorithm is a special case of a more general algorithm called the MM algorithm. Specific MM algorithms often have nothing to do with missing data. The first M step of an MM algorithm creates a surrogate function that is optimized in…

Methodology · Statistics 2011-04-13 Tong Tong Wu , Kenneth Lange

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

Extremal Optimization, a recently introduced meta-heuristic for hard optimization problems, is analyzed on a simple model of jamming. The model is motivated first by the problem of finding lowest energy configurations for a disordered spin…

Statistical Mechanics · Physics 2018-07-06 S. Boettcher , M. Grigni

A method that uses order statistics to construct multivariate distributions with fixed marginals and which utilizes a representation of the Bernstein copula in terms of a finite mixture distribution is proposed. Expectation-maximization…

Computation · Statistics 2014-01-16 Xiaoling Dou , Satoshi Kuriki , Gwo Dong Lin , Donald Richards

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

The Maximum Entropy Method (MEM) is a popular data analysis technique based on Bayesian inference, which has found various applications in the research literature. While the MEM itself is well-grounded in statistics, I argue that its…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alexander Rothkopf

Clustering algorithms are a cornerstone of machine learning applications. Recently, a quantum algorithm for clustering based on the k-means algorithm has been proposed by Kerenidis, Landman, Luongo and Prakash. Based on their work, we…

Quantum Physics · Physics 2020-01-23 Hideyuki Miyahara , Kazuyuki Aihara , Wolfgang Lechner

Bauer and Itzykson showed that associated to each labeled map embedded on an oriented Riemann surface there was a group generated by a pair of permutations. From this result an algorithm may be constructed for enumerating labeled maps, and…

Combinatorics · Mathematics 2007-05-23 Virgil U. Pierce

In optimization for Machine learning (ML), it is typical that curvature-matrix (CM) estimates rely on an exponential average (EA) of local estimates (giving EA-CM algorithms). This approach has little principled justification, but is very…

Machine Learning · Computer Science 2022-07-01 Constantin Octavian Puiu

A key prerequisite to optimal reasoning under uncertainty in intelligent systems is to start with good class probability estimates. This paper improves on the current best probability estimation trees (Bagged-PETs) and also presents a new…

Machine Learning · Computer Science 2012-07-19 Rodney Nielsen

The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step…

Statistics Theory · Mathematics 2022-05-03 Thomas Lartigue , Stanley Durrleman , Stéphanie Allassonnière

A novel neural network (NN) approach is proposed for constrained optimization. The proposed method uses a specially designed NN architecture and training/optimization procedure called Neural Optimization Machine (NOM). The objective…

Machine Learning · Statistics 2022-08-10 Jie Chen , Yongming Liu

The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…

Machine Learning · Computer Science 2020-12-04 Gersende Fort , Eric Moulines , Hoi-To Wai

The well-known empirical risk minimization (ERM) principle is the basis of many widely used machine learning algorithms, and plays an essential role in the classical PAC theory. A common description of a learning algorithm's performance is…

Machine Learning · Statistics 2025-01-31 Steve Hanneke , Mingyue Xu

One can see deep-learning models as compositions of functions within the so-called tame geometry. In this expository note, we give an overview of some topics at the interface of tame geometry (also known as o-minimality), optimization…

Optimization and Control · Mathematics 2025-09-23 Gilles Bareilles , Allen Gehret , Johannes Aspman , Jana Lepšová , Jakub Mareček

We explore a method of statistical estimation called Maximum Entropy on the Mean (MEM) which is based on an information-driven criterion that quantifies the compliance of a given point with a reference prior probability measure. At the core…

Statistics Theory · Mathematics 2022-12-20 Yakov Vaisbourd , Rustum Choksi , Ariel Goodwin , Tim Hoheisel , Carola-Bibiane Schönlieb

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash
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