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.
Efficiently clusters incomplete data without imputation or full EM, faster and more accurate.
Model predicts drug overdose hotspots using EMS and toxicology data.
We present a probabilistic method for linking multiple datafiles. This task is not trivial in the absence of unique identifiers for the individuals recorded. This is a common scenario when linking census data to coverage measurement surveys for census coverage evaluation, and in general when multiple record-systems nee…
Proposes an EM algorithm for high-dimensional Markov-switching VAR models.
Cryo-electron microscopy (cryo-EM) is an emerging experimental method to characterize the structure of large biomolecular assemblies. Single particle cryo-EM records 2D images (so-called micrographs) of projections of the three-dimensional particle, which need to be processed to obtain the three-dimensional reconstruct…
We take a new look at parameter estimation for Gaussian Mixture Models (GMMs). In particular, we propose using \emph{Riemannian manifold optimization} as a powerful counterpart to Expectation Maximization (EM). An out-of-the-box invocation of manifold optimization, however, fails spectacularly: it converges to the same…
Tensor-EM method learns MoLDS from complex, noisy data.
This article addresses the modeling of reverberant recording environments in the context of under-determined convolutive blind source separation. We model the contribution of each source to all mixture channels in the time-frequency domain as a zero-mean Gaussian random variable whose covariance encodes the spatial cha…
Paper improves neural interaction modeling using nonlinear Hawkes processes.
New method uses exponential family priors to handle shuffled data problems.
Binary PheNorm extends phenotype labeling for EHRs using binary silver labels.
A new method detects unknown classes and adapts to extra dimensions in high-dimensional classification.
New method uses latent variables to estimate treatment effects from single-arm trials.
Finite mixture model is an important branch of clustering methods and can be applied on data sets with mixed types of variables. However, challenges exist in its applications. First, it typically relies on the EM algorithm which could be sensitive to the choice of initial values. Second, biomarkers subject to limits of…
Automatic Music Transcription (AMT) consists in automatically estimating the notes in an audio recording, through three attributes: onset time, duration and pitch. Probabilistic Latent Component Analysis (PLCA) has become very popular for this task. PLCA is a spectrogram factorization method, able to model a magnitude …
HPPCA improves imputation of longitudinal data with missing values.
In this paper, we initiate a rigorous theoretical study of clustering with noisy queries (or a faulty oracle). Given a set of elements, our goal is to recover the true clustering by asking minimum number of pairwise queries to an oracle. Oracle can answer queries of the form : "do elements and belong to the…
Proposes a Latent Block Model for analyzing missing data.
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…
Genealogy research is the study of family history using available resources such as historical records. Ancestry provides its customers with one of the world's largest online genealogical index with billions of records from a wide range of sources, including vital records such as birth and death certificates, census re…
We study the statistics of record-breaking events in daily stock prices of 366 stocks from the Standard and Poors 500 stock index. Both the record events in the daily stock prices themselves and the records in the daily returns are discussed. In both cases we try to describe the record statistics of the stock data with…
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.
Record linkage involves merging records in large, noisy databases to remove duplicate entities. It has become an important area because of its widespread occurrence in bibliometrics, public health, official statistics production, political science, and beyond. Traditional linkage methods directly linking records to one…
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.
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few…
The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent lyi…