相关论文: Active Set and EM Algorithms for Log-Concave Densi…
We investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…
Density estimation is a central primitive in probabilistic modeling, yet continuous, discrete, and mixed-variable domains are often treated by separate objectives, limiting the ability to exploit a common statistical structure across data…
We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on $n$ i.i.d. samples are known to have lower accuracy than the classical $n^{- \frac{1}{2}}$ error. We investigate…
Linear inverse problems $A \mu = \delta$ with Poisson noise and non-negative unknown $\mu \geq 0$ are ubiquitous in applications, for instance in Positron Emission Tomography (PET) in medical imaging. The associated maximum likelihood…
We propose a computationally efficient algorithm for the device activity detection problem in the multi-cell massive multi-input multi-output (MIMO) system, where the active devices transmit their signature sequences to multiple BSs in…
The Expectation-Maximization (EM) algorithm (Dempster, Laird and Rubin, 1977) is a popular method for computing maximum likelihood estimates (MLEs) in problems with missing data. Each iteration of the al- gorithm formally consists of an…
A non linear regression approach which consists of a specific regression model incorporating a latent process, allowing various polynomial regression models to be activated preferentially and smoothly, is introduced in this paper. The model…
Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…
The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations…
G-Enum histograms are a new fast and fully automated method for irregular histogram construction. By framing histogram construction as a density estimation problem and its automation as a model selection task, these histograms leverage the…
The current Bayesian FFT algorithm relies on direct differentiation to obtain the posterior covariance matrix (PCM), which is time-consuming, memory-intensive, and hard to code, especially for the multi-setup operational modal analysis…
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…
Today's densely instrumented world offers tremendous opportunities for continuous acquisition and analysis of multimodal sensor data providing temporal characterization of an individual's behaviors. Is it possible to efficiently couple such…
Clustering has become an indispensable tool in the presence of increasingly large and complex data sets. Most clustering algorithms depend, either explicitly or implicitly, on the sampled density. However, estimated densities are fragile…
We present a noise-injected version of the Expectation-Maximization (EM) algorithm: the Noisy Expectation Maximization (NEM) algorithm. The NEM algorithm uses noise to speed up the convergence of the EM algorithm. The NEM theorem shows that…
Skew normal mixture models provide a more flexible framework than the popular normal mixtures for modelling heterogeneous data with asymmetric behaviors. Due to the unboundedness of likelihood function and the divergency of shape…
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…
We consider the problem of breakpoint detection in a regression modeling framework. To that end, we introduce a novel method, the max-EM algorithm which combines a constrained Hidden Markov Model with the Classification-EM (CEM) algorithm.…
In deepfake detection, it is essential to maintain high performance by adjusting the parameters of the detector as new deepfake methods emerge. In this paper, we propose a method to automatically and actively select the small amount of…
We have developed a C++ implementation of the Maximum Entropy Method (MEM) suitable for deconvolving VLBI polarisation data. The first results of this implementation are presented and compared with CLEAN-based deconvolutions of the same…