Research
On-device research index

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.

169,051 papers · 148 categories

Trend · papers per month

0.9%1.7%2.6%3.5% · Dec 201319922001200920182026
48 results for Expectation-maximization

In this paper, we firstly give a brief introduction of expectation maximization (EM) algorithm, and then discuss the initial value sensitivity of expectation maximization algorithm. Subsequently, we give a short proof of EM's convergence. Then, we implement experiments with the expectation maximization algorithm (We im…

2013-05-03abs ↗pdf ↗

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 injected noise speeds up the average convergence of the EM algorithm to a local…

2018-01-12abs ↗pdf ↗

Maximum likelihood estimation (MLE) is one of the most important methods in machine learning, and the expectation-maximization (EM) algorithm is often used to obtain maximum likelihood estimates. However, EM heavily depends on initial configurations and fails to find the global optimum. On the other hand, in the field …

2017-04-19abs ↗pdf ↗

DiEM trains diffusion models from noisy data using EM.

problem Training diffusion models requires clean data, which is often unavailable.
method DiEM uses expectation-maximization algorithm to train diffusion models from incomplete and noisy observations.
result DiEM leads to proper diffusion models suitable for downstream tasks.

New framework improves EM algorithm convergence under log-Sobolev inequality.

problem Improving convergence of the EM algorithm.
method Extending gradient flow techniques to EM algorithm, using free energy representation.
result Exponential convergence of EM algorithm under log-Sobolev inequality.

Establishes geometric convergence of iterative optimization algorithms.

problem Analyzes convergence of iterative optimization algorithms under general assumptions.
method General framework for iterative optimization algorithms, proving asymptotic geometric convergence and providing convergence rates.
result Asymptotic geometric convergence of iterative optimization algorithms with exact rate.

Two neural network-based mixture models with E-M learning for efficient likelihood computation.

problem Efficiently computing likelihood in mixture models with complex structures.
method Explicit mixture models with flow-based neural networks, E-M algorithm for parameter learning.
result Demonstrated efficiency in generating samples and maximum likelihood classification.

Paper analyzes a generalized EM algorithm for Gaussian mixtures in control systems.

problem Parametric distribution-based clustering in unsupervised learning.
method Proposes a generalized EM (GEM) algorithm for Gaussian mixture models, analyzing its convergence properties using control theory.
result GEM algorithm can be understood as a linear time-invariant system with feedback nonlinearity.

SEMF predicts prediction intervals for ML models using latent variables.

problem Uncertainty quantification in ML models, especially for diverse data distributions.
method Supervised Expectation-Maximization Framework (SEMF) extending EM algorithm for latent variable modeling.
result SEMF produces narrower prediction intervals with desired coverage probability.

New method estimates Gaussian copulas with missing data using EM algorithm.

problem Estimating Gaussian copulas with missing data and prior assumptions.
method Rigorous application of the Expectation Maximization (EM) algorithm for marginal distributions and dependence structure.
result Joint distribution learned is closer to the underlying distribution.

A new EM-based algorithm improves deep generative model training.

problem Training deep generative models with maximum likelihood is challenging.
method The paper proposes reweighted expectation maximization (REM), a new algorithm that directly maximizes the log marginal likelihood of the data.
result REM learns better generative models than the IWAE, leading to significantly better performance in density estimation benchmarks.

This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum likelihood estimates from corrupted or incomplete data. The convergence speed-up is an e…

2014-11-24abs ↗pdf ↗

Bayesian method combines data assimilation, machine learning, and EM for chaotic dynamics.

problem Reconstructing high-dimensional chaotic dynamics from noisy, partial observations over long time series.
method Bayesian inference using expectation-maximization and coordinate descent.
result Successfully tested on two chaotic models, estimating model, state trajectory, and model error statistics.

New algorithm for robust Boolean matrix factorization handles noise and missing data.

problem Robust probabilistic Boolean matrix factorization in the presence of noise and missing values.
method Probabilistic Expectation Maximization algorithm without latent factor assumptions.
result Outperforms state-of-the-art probabilistic algorithms on real data.

The EM algorithm's convergence is analyzed using Lyapunov stability theory.

problem Analyzing the convergence of the EM algorithm.
method Reinterpreting the EM algorithm as a dynamical system and applying Lyapunov stability theory.
result Asymptotic stability and convergence of the EM algorithm are established.

New algorithm robustly estimates sparse models in high dimensions with corrupted data.

problem Estimating latent variable models with arbitrarily corrupted samples in high dimensional space.
method Trimmed (Gradient) Expectation Maximization with trimming gradients and hard thresholding steps.
result The algorithm converges to near optimal statistical rate geometrically under certain conditions.

Proposes a novel graph self-training method with EM regularization for semi-supervised node classification.

problem Handles noisy graph structures and feature spaces in semi-supervised node classification.
method Introduces an Expectation-Maximization (EM) regularization scheme for uncertainty-aware pseudo-label generation and model retraining.
result Significantly outperforms strong baselines by up to 2.5% in accuracy.

EM algorithm speeds up convergence in federated learning with heterogenous data.

problem Understanding convergence rates of federated learning algorithms under data heterogeneity.
method Characterized convergence rate of EM algorithm for FMLR model under various regimes.
result EM algorithm converges to ground truth with SNR ≥ √K in all regimes.

DCEM algorithm reduces bias in machine learning models trained on selective labels.

problem Bias in machine learning models trained on selective labels.
method Disparate Censorship Expectation-Maximization (DCEM) algorithm.
result DCEM improves bias mitigation without sacrificing discriminative performance.

Robust state-space radio interferometric imaging using Stochastic Approximation Expectation Maximization

problem Improving state-space radio interferometric imaging in the presence of heavy-tailed noise
method Stochastic Approximation Expectation Maximization
result Significant improvement in reconstruction fidelity and robustness to radio-frequency interference

This work uses a scalable approach to identify partially observed nonlinear systems.

problem Offline identification of partially observed nonlinear systems.
method Certainty-equivalent expectation-maximization (CEEM) as block coordinate-ascent.
result The CEEM approach can identify high-dimensional systems reliably and efficiently.

We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a version of this variational-Bayes approach to be re-interpreted as a true EM al…

2013-05-31abs ↗pdf ↗

Semi-supervised EM improves convergence rate with labeled samples.

problem Improving convergence rate in EM algorithm with labeled and unlabeled data.
method Analysis of semi-supervised EM algorithm for Gaussian mixture models.
result Labeled samples significantly improve the convergence rate for the EM algorithm.

FLAMECHE solves the CFL trilemma by enabling encryption-compatible metadata-based clustering.

problem The CFL trilemma: improving two dimensions of privacy, communication, and computation comes at the expense of the third.
method FLAMECHE reformulates metadata-based CFL as a distributed EM procedure, allowing compatibility with secure FL schemes.
result FLAMECHE improves the effectiveness of client models and enables encryption-compatible clustering.

Many real world tasks such as reasoning and physical interaction require identification and manipulation of conceptual entities. A first step towards solving these tasks is the automated discovery of distributed symbol-like representations. In this paper, we explicitly formalize this problem as inference in a spatial m…

2017-08-11abs ↗pdf ↗

We present an Expectation-Maximization algorithm for the fractal inverse problem: the problem of fitting a fractal model to data. In our setting the fractals are Iterated Function Systems (IFS), with similitudes as the family of transformations. The data is a point cloud in RH{\mathbb R}^H with arbitrary dimension HH.…

2017-06-09abs ↗pdf ↗

QEM uses parallel importance weighting for fast approximate Bayesian inference.

problem Bayesian inference challenges in large models with many observations and latent variables.
method Expectation Maximization (EM) with massively parallel importance weighting.
result QEM is faster and more scalable than RWS and VI.

This paper improves SNN training by using multiple sample compartments.

problem Training SNNs with single-sample estimators leads to inaccurate log-likelihood estimates.
method Proposes a GEM-based online learning algorithm that uses multiple independent spiking signals.
result Significant improvements in log-likelihood, accuracy, and calibration with multiple compartments.

New method improves weakly-supervised action localization.

problem Locating action segments in videos with limited labels.
method Explicitly models key instance assignment as hidden variable using EM framework.
result Achieves state-of-the-art performance on THUMOS14 and ActivityNet1.2 benchmarks.

The EM algorithm performs well for mixture models of Laplacian distributions.

problem Understanding the behavior of the EM algorithm for mixture models.
method Analysis of a simple mixture of Laplacian distributions and proof of convergence for the EM algorithm.
result The EM algorithm converges to the ground truth parameters almost surely with random initialization.

Federated learning is viewed as a hierarchical latent variable model for new algorithm development.

problem Training models privately across multiple clients while maintaining privacy and efficiency.
method Viewing federated learning as a hierarchical latent variable model and applying Expectation-Maximization (EM) algorithm.
result Proposes FedSparse, a federated learning algorithm that promotes sparsity and reduces communication and inference costs.

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.

EM algorithm converges slowly for weakly identifiable Gaussian mixtures.

problem Slow convergence of EM algorithm for weakly identifiable Gaussian mixtures.
method Localized argument with two stages, each involving epoch-based arguments for surrogate EM operators at the population level.
result EM algorithm converges in $n^{ rac{3}{4}}$ steps with estimates at Euclidean distance of $n^{- rac{1}{8}}$ and $n^{- rac{1}{4}}$ from true parameters.