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.
We derive both {\em local} and {\em global} generalized {\em Bianchi identities} for classical Lagrangian field theories on gauge-natural bundles. We show that globally defined generalized Bianchi identities can be found without the {\em a priori} introduction of a connection. The proof is based on a {\em global} decom…
Paper proposes a faster SPIDER-EM variant for large-scale nonconvex optimization.
We consider the geometric formulation of the Hamiltonian formalism for field theory in terms of {\em Hamiltonian connections} and {\em multisymplectic forms}. In this framework the covariant Hamilton equations for Mechanics and field theory are defined in terms of multisymplectic --forms, where is the dimens…
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…
Bayesian networks (BN) are used in a big range of applications but they have one issue concerning parameter learning. In real application, training data are always incomplete or some nodes are hidden. To deal with this problem many learning parameter algorithms are suggested foreground EM, Gibbs sampling and RBE algori…
Gradient EM converges globally for over-parameterized Gaussian mixtures.
EM algorithm converges in KL divergence for exponential families via mirror descent.
Improves EM algorithm for better local optima in mixture models.
The study characterizes Hermitian manifolds with parallel Bismut-Strominger torsion.
sEM uses optimal transport to improve EM algorithm for better convergence and avoiding local optima.
Paper analyzes EM algorithm's trajectory in 2MLR, revealing cycloid behavior.
A new EM gradient algorithm for mixture models with skewed components.
Paper introduces deterministic EM approximations for non-convex likelihood functions.
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…
We develop a general framework for proving rigorous guarantees on the performance of the EM algorithm and a variant known as gradient EM. Our analysis is divided into two parts: a treatment of these algorithms at the population level (in the limit of infinite data), followed by results that apply to updates based on a …
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…
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…
EM algorithm achieves optimal sample complexity for learning two-component mixed linear regression.
Cryo-electron microscopy (cryo-EM) is a powerful technique for determining the structure of proteins and other macromolecular complexes at near-atomic resolution. In single particle cryo-EM, the central problem is to reconstruct the three-dimensional structure of a macromolecule from noisy and randomly orien…
EM-GAN uses GANs for fast stress analysis of multi-segment interconnects.
The speed of convergence of the Expectation Maximization (EM) algorithm for Gaussian mixture model fitting is known to be dependent on the amount of overlap among the mixture components. In this paper, we study the impact of mixing coefficients on the convergence of EM. We show that when the mixture components exhibit …
Paper refutes EM convergence theory and introduces a new EM algorithm.
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…
This paper compares unstructured and structured EM-based semi-supervised learning methods.
Two-Timescale EM Methods improve EM for nonconvex models.
This paper develops a federated EM algorithm for unsupervised learning of mixture models.
Proposes EM-HRNN model for better hierarchical language representation.
Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find stationary points of the likelihood objective, and these points may be far from…
The EM algorithm is a novel numerical method to obtain maximum likelihood estimates and is often used for practical calculations. However, many of maximum likelihood estimation problems are nonconvex, and it is known that the EM algorithm fails to give the optimal estimate by being trapped by local optima. In order to …
Gradient EM converges exponentially to optimal solution in agnostic mixtures.
New framework improves EM algorithm convergence under log-Sobolev inequality.
Paper shows DMS as an EM algorithm with improved convergence.
We present the particle stochastic approximation EM (PSAEM) algorithm for learning of dynamical systems. The method builds on the EM algorithm, an iterative procedure for maximum likelihood inference in latent variable models. By combining stochastic approximation EM and particle Gibbs with ancestor sampling (PGAS), PS…
MLE and CVE are equivalent under exponential families, leading to faster and more stable EM algorithms.
Gradient EM converges globally for over-parameterized Gaussian mixtures.
A new diffusion model improves cryo-EM structure sampling.
EM algorithm converges linearly and achieves sharp rate in estimating mixtures of pairwise differences.
As an automatic method of determining model complexity using the training data alone, Bayesian linear regression provides us a principled way to select hyperparameters. But one often needs approximation inference if distribution assumption is beyond Gaussian distribution. In this paper, we propose a Bayesian linear reg…
Differentiable EM for Gaussian Mixture Models improves model integration.
EM algorithm converges to global max in latent Gaussian tree models.
We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM). In particular, we show that the empirical EM iterates converge to the target parameter vector at the parametric rate, provided the algorithm is initialized in an unbounded co…
The Laplace approximation calls for the computation of second derivatives at the likelihood maximum. When the maximum is found by the EM-algorithm, there is a convenient way to compute these derivatives. The likelihood gradient can be obtained from the EM-auxiliary, while the Hessian can be obtained from this gradient …
Introduces geometric formulation of EM algorithm for robust inference and various applications.
Regularized EM algorithm improves clustering performance with small sample sizes.
We study stochastic gradient descent {\em without replacement} (\sgdwor) for smooth convex functions. \sgdwor is widely observed to converge faster than true \sgd where each sample is drawn independently {\em with replacement} \cite{bottou2009curiously} and hence, is more popular in practice. But it's convergence prope…
EDML is a recently proposed algorithm for learning MAP parameters in Bayesian networks. In this paper, we present a number of new advances and insights on the EDML algorithm. First, we provide the multivalued extension of EDML, originally proposed for Bayesian networks over binary variables. Next, we identify a simplif…
Regularized EM algorithm improves GMM clustering in low sample settings.
New algorithm for estimating MLR parameters with non-Gaussian noise.