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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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57113170226 · Jun 202019922001200920172026
48 results for Differentiable EM

Differentiable EM for Gaussian Mixture Models improves model integration.

problem Non-differentiability of EM algorithm limits its use in modern learning pipelines.
method Presented and compared several differentiation strategies for EM.
result Differentiable EM enables the use of Mixture Wasserstein distance in machine learning tasks.

Develops a high-dimensional differentially-private EM algorithm with near-optimal statistical guarantees.

problem Designing differentially-private EM algorithms for high-dimensional latent variable models.
method Noisy iterative hard-thresholding, statistical guarantees, near-optimal convergence rates.
result Near-optimal statistical guarantees and minimax rate optimality in high-dimensional settings.

The iterative nature of the expectation maximization (EM) algorithm presents a challenge for privacy-preserving estimation, as each iteration increases the amount of noise needed. We propose a practical private EM algorithm that overcomes this challenge using two innovations: (1) a novel moment perturbation formulation…

2016-05-23abs ↗pdf ↗

Paper proposes a faster SPIDER-EM variant for large-scale nonconvex optimization.

problem High computational cost of EM algorithm in large-scale learning.
method Extension of SPIDER-EM for nonconvex finite-sum optimization problems.
result Achieves state-of-the-art complexity bounds and linear convergence under certain conditions.

The paper defines and analyzes abla abla-Sobolev spaces and operators on manifolds.

problem Defining and analyzing Sobolev spaces and differential operators on manifolds.
method Coordinate-free approach using connections, proving properties of abla abla-Sobolev spaces and operators.
result Equivalent definitions of abla abla-Sobolev spaces and operators under certain conditions.

Study EM and GD for clustering with penalties for misspecification and high dimensions.

problem Clustering with misspecification and high-dimensional data.
method Model-based Gaussian Mixture Models, EM algorithm, GD optimization with AD, penalized likelihood.
result GD outperforms EM on high-dimensional data but both have poor cluster interpretation.

We solve the local equivalence problem for second order (smooth or analytic) ordinary differential equations. We do so by presenting a {\em complete convergent normal form} for this class of ODEs. The normal form is optimal in the sense that it is defined up to the automorphism group of the model (flat) ODE y"=0y"=0. For…

2016-11-25abs ↗pdf ↗

We show that, in many situations, a homeomorphism ff of a manifold MM may be recovered from the (marked) isomorphism class of a finitely generated group of homeomorphisms containing ff. As an application, we relate the notions of {\em critical regularity} and of {\em differentiable rigidity}, give examples of groups…

2019-07-05abs ↗pdf ↗

EM-GAN uses GANs for fast stress analysis of multi-segment interconnects.

problem Fast and accurate stress analysis for EM failure assessment in multi-segment interconnects.
method Conditional GAN model trained on images of multi-segment wires and current densities.
result EM-GAN provides accurate stress distribution with 6.6% error and 8.3X speedup.

The paper develops a method to learn SDE drift functions from sparse, noisy data.

problem Learning SDE drift functions from sparse and noisy data without strong structural assumptions.
method Data-driven approach using a penalized negative log-likelihood functional over RKHS, with an EM algorithm employing SMC for approximations.
result The method enables accurate estimation of SDE drift functions in low-data regimes.

We introduce a class of hermitian metrics with {\em Lee potential}, that generalize the notion of l.c.K. metrics with potential introduced in \cite{ov} and show that in the classical examples of Calabi and Eckmann of complex structures on $S^{2p+1}\x S^{2q+1}$, the corresponding hermitian metrics are of this type. Thes…

2012-08-20abs ↗pdf ↗

This work proves a strong convergence result for a geometric EM scheme on Riemannian manifolds.

problem Convergence of numerical schemes for manifold-valued SDEs.
method Geometric Euler-Maruyama scheme for Riemannian manifolds.
result Strong convergence of order 1/2 for the geometric EM scheme on Riemannian manifolds.

We prove a semi-Riemannian version of the celebrated Morse Index Theorem for geodesics in semi-Riemannian manifolds; we consider the general case of both endpoints variable on two submanifolds. The key role of the theory is played by the notion of the {\em Maslov index} of a semi-Riemannian geodesic, which is a homolog…

2000-11-14abs ↗pdf ↗

Meta-learning method for accurate classifier from noisy annotators' data.

problem Accurate learning from noisy labels provided by multiple annotators.
method Meta-learning neural network to embed examples in latent space and estimate annotators' abilities, then adapt classifiers using EM algorithm.
result Meta-learning method improves classifier performance with minimal labeled data.

A systematic study of (smooth, strong) cone structures $\C$ and Lorentz-Finsler metrics LL is carried out. As a link between both notions, cone triples (Ω,T,F)(Ω,T, F), where ΩΩ (resp. TT) is a 1-form (resp. vector field) with Ω(T)1Ω(T)\equiv 1 and FF, a Finsler metric on ker(Ω)\ker (Ω), are introduced. Explicit descriptions o…

2018-05-17abs ↗pdf ↗

Generalized meshes for non-regular geometries, including fractures.

problem Discretization of partial differential equations in non-regular geometries.
method Introduces generalized meshes with overlapping elements and flexible adjacency relations.
result Discrete differential forms on virtually inflated meshes characterize the trace space of forms in surrounding volumes.

In this paper a thorough study of the normal form and the first integrability conditions arising from {\em bi-conformal vector fields} is presented. These new symmetry transformations were introduced in {\em Class. Quantum Grav.}\textbf{21}, 2153-2177 and some of their basic properties were addressed there. Bi-conforma…

2004-09-17abs ↗pdf ↗

The EM algorithm is one of many important tools in the field of statistics. While often used for imputing missing data, its widespread applications include other common statistical tasks, such as clustering. In clustering, the EM algorithm assumes a parametric distribution for the clusters, whose parameters are estimat…

2017-11-21abs ↗pdf ↗

Gradient EM converges globally for over-parameterized Gaussian mixtures.

problem Recovering ground truth Gaussian mixtures with over-parameterized models.
method Gradient EM with over-parameterization, using Hermite polynomials and tensor decomposition.
result Gradient EM globally converges to ground truth with n=Ω(mlogm)n = Ω(m\log m) over-parameterization.

EM algorithm converges in KL divergence for exponential families via mirror descent.

problem Lack of understanding of EM's non-asymptotic convergence properties.
method Viewing EM as a mirror descent algorithm, showing convergence rates in KL divergence.
result KL divergence rates for EM in exponential families, invariant to parametrization.

The study characterizes Hermitian manifolds with parallel Bismut-Strominger torsion.

problem Characterizing Hermitian manifolds with specific torsion properties.
method Analyzing the curvature tensor and properties of the Bismut-Strominger connection.
result A necessary and sufficient condition for Bismut torsion parallel manifolds.

sEM uses optimal transport to improve EM algorithm for better convergence and avoiding local optima.

problem Improving the EM algorithm for better convergence and avoiding local optima.
method sEM uses entropic optimal transport to compute responsibilities in the expectation step, leading to better global convergence guarantees and avoiding local optima.
result sEM learns cell labels significantly better than other approaches, improving convergence and avoiding local optima.

Paper analyzes EM algorithm's trajectory in 2MLR, revealing cycloid behavior.

problem Understanding the convergence and trajectory of EM algorithm in 2MLR.
method Explicit closed-form expressions for EM updates, recurrence relation derivation at population level.
result EM iterations lie on a cycloid trajectory, leading to theoretical estimate of convergence exponent.

A new EM gradient algorithm for mixture models with skewed components.

problem Fitting mixture models with skewed components derived from the Manly transformation.
method Proposes an alternative EM gradient algorithm using Newton's method for better parameter updates.
result Shows improved convergence and parameter estimation compared to the Nelder-Mead optimization.

Paper introduces deterministic EM approximations for non-convex likelihood functions.

problem Deterministic approximations for the E-step of EM algorithm are lacking.
method Developed a theoretical framework for deterministic approximations, analyzed Riemann sums and tempered EM.
result Proved convergence guarantees for deterministic approximations and new non-trivial temperature profiles.

Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new algorithm sequentially updates the control policies in each time period using Mo…

2016-11-06abs ↗pdf ↗

This work addresses the {\em singularity formation} of complete non-compact solutions to the conformally flat Yamabe flow whose conformal factors have {\em cylindrical behavior at infinity}. Their singularity profiles happen to be {\em Yamabe solitons}, which are {\em self-similar solutions} to the fast diffusion equat…

2013-06-04abs ↗pdf ↗

Paper addresses online identification and clustering for mixed linear regression models.

problem Online identification and clustering of mixed linear regression models.
method Introduces two online identification algorithms based on the EM principle, proving global convergence without i.i.d. data assumptions.
result Global convergence of the proposed algorithms for mixed linear regression models.

EM algorithm achieves optimal sample complexity for learning two-component mixed linear regression.

problem Learning two-component mixed linear regression under varying signal-to-noise ratios.
method Analysis of EM algorithm convergence rates under different SNR regimes.
result EM algorithm achieves minimax optimal sample complexity in all SNR regimes.

Paper refutes EM convergence theory and introduces a new EM algorithm.

problem The convergence theory of the EM algorithm is incorrect and affects its performance.
method Proposes a new EM algorithm called the Channel Matching (CM) EM algorithm and provides an initialization map.
result The locally maximal Q can affect the convergent speed but not the global convergence.

The expectation-maximization (EM) algorithm has been widely used in minimizing the negative log likelihood (also known as cross entropy) of mixture models. However, little is understood about the goodness of the fixed points it converges to. In this paper, we study the regions where one component is missing in two-comp…

2019-07-08abs ↗pdf ↗

This paper compares unstructured and structured EM-based semi-supervised learning methods.

problem Semi-supervised learning with EM algorithm for structured prediction.
method Comparative study between unstructured and structured EM-based semi-supervised learning methods.
result Structured EM is more robust to class confusion in flood mapping datasets.