相关论文: A Tutorial on the Expectation-Maximization Algorit…

Equation discovery, also known as symbolic regression, is a type of automated modeling that discovers scientific laws, expressed in the form of equations, from observed data and expert knowledge. Deterministic grammars, such as context-free…

This paper describes a probabilistic top-down parser for minimalist grammars. Top-down parsers have the great advantage of having a certain predictive power during the parsing, which takes place in a left-to-right reading of the sentence.…

We explore past and recent developments in rare-event probability estimation with a particular focus on a novel Monte Carlo technique Empirical Likelihood Maximization (ELM). This is a versatile method that involves sampling from a sequence…

This paper presents a model-based, unsupervised algorithm for recovering word boundaries in a natural-language text from which they have been deleted. The algorithm is derived from a probability model of the source that generated the text.…

Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested…

Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area most algorithms are randomized, and…

We present a new framework for analysing the Expectation Maximization (EM) algorithm. Drawing on recent advances in the theory of gradient flows over Euclidean-Wasserstein spaces, we extend techniques from alternating minimization in…

We introduce an optimization model for maximum likelihood-type estimation (M-estimation) that generalizes a large class of existing statistical models, including Huber's concomitant M-estimator, Owen's Huber/Berhu concomitant estimator, the…

The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…

We describe a corpus-based induction algorithm for probabilistic context-free grammars. The algorithm employs a greedy heuristic search within a Bayesian framework, and a post-pass using the Inside-Outside algorithm. We compare the…

Over the past decades, there has been a surge of interest in studying low-dimensional structures within high-dimensional data. Statistical factor models $-$ i.e., low-rank plus diagonal covariance structures $-$ offer a powerful framework…

In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intractable for exact algorithms because of the large number of…

Diffusion models recently proved to be remarkable priors for Bayesian inverse problems. However, training these models typically requires access to large amounts of clean data, which could prove difficult in some settings. In this work, we…

Learning the parameters of graphical models using the maximum likelihood estimation is generally hard which requires an approximation. Maximum composite likelihood estimations are statistical approximations of the maximum likelihood…

In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…

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…

Although the expectation maximisation (EM) algorithm was introduced in 1970, it remains somewhat inaccessible to machine learning practitioners due to its obscure notation, terse proofs and lack of concrete links to modern machine learning…

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…

Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood…

This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the EM (expectation maximization) algorithm, which in the…