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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.

169,341 papers · 148 categories

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72145217289 · Jun 202019922001200920182026
48 results for randomized EM

EM algorithm converges globally for two-component mixed linear regression.

problem Global convergence of EM algorithm for mixed linear regression.
method Developed new theoretical analysis for EM algorithm convergence in mixed linear regression.
result EM algorithm converges globally for two-component mixed linear regression.

EM algorithm converges linearly and achieves sharp rate in estimating mixtures of pairwise differences.

problem Estimating mixtures of pairwise differences from noisy data.
method Sharp analysis of the EM algorithm locally around the ground truth.
result The EM sequence converges linearly with an \ell_\infty-norm guarantee on the estimation error and achieves the sharp rate of estimation in the 2\ell_2-norm.

Proposes an EM method for learning from positive and unlabeled data with random selection assumption.

problem Learning from positive and unlabeled data with random selection assumption.
method Proposes an EM method to learn under the assumption that positive examples are selected at random, conditioned on some attributes.
result The proposed method outperforms state-of-the-art methods for learning under the selected completely at random assumption.

This paper analyzes EM algorithm for softmax mixture models in high dimensions.

problem Modeling heterogeneous populations choosing from multiple attributes.
method Comprehensive analysis of the EM algorithm for softmax mixture models (SMMs), proving identifiability and convergence.
result EM algorithm recovers mixture atoms at near-parametric rate under suitable initialization.

Efficient inference for nonparametric Hawkes processes using Pólya-Gamma augmentation.

problem Efficient inference for nonparametric Hawkes processes.
method Pólya-Gamma augmentation, EM algorithm, mean-field variational inference.
result The proposed algorithms can recover well the underlying prompting characteristics efficiently.

LMLFM tackles predictive modeling from longitudinal data with mixed correlations.

problem Learning predictive models from longitudinal data with complex correlations and non-linear interactions.
method Longitudinal Multi-Level Factorization Machine (LMLFM) that selects predictive fixed and random effects.
result LMLFM outperforms state-of-the-art methods in predictive accuracy, variable selection, and scalability.

Cryo-EM reconstruction is reformulated as a stochastic inverse problem to handle structural heterogeneity.

problem Handling structural heterogeneity in cryo-EM 3D reconstruction.
method Formulated as a stochastic inverse problem over probability measures, using variational discrepancy and Wasserstein gradient flow.
result Validated approach using synthetic examples, demonstrating recovery of continuous structural distributions.

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.

Machine learning models predict depression risk based on various factors.

problem Identifying individuals at greatest risk for depression.
method Random Effects/Expectation Maximization (RE-EM) trees and Mixed Effects Random Forest (MERF) algorithms.
result Machine learning models accurately predict depression severity and identify key predictors.

Strongly polynomial algorithm for approximate Forster transforms and halfspace learning.

problem Computing approximate Forster transforms and halfspace learning.
method Strongly polynomial time algorithm for approximate Forster transforms and halfspace learning.
result First strongly polynomial time algorithm for distribution-free PAC learning of halfspaces.

The paper simplifies complex tree ensembles for better interpretability.

problem Limited interpretability of tree ensembles like random forest and boosted trees.
method A post-processing method that approximates complex tree ensembles with a simpler, interpretable model using the EM algorithm.
result Complex tree ensembles can be approximated reasonably by simpler, interpretable models.

Simple randomized EM method outperforms state-of-the-art DA methods.

problem Classifying unlabeled target data using labeled source data from a related domain.
method Randomized Expectation Maximization (EM) method applied to logistic regression and support vector machine.
result Achieves state-of-the-art results on 36 real-life adaptation tasks.

Paper introduces EM-KSH and EM-SPLH methods for supervised hashing.

problem Efficiently optimize retrieval speed and storage cost while preserving semantic information.
method Convert supervised hashing formulations to CRF, solve consistency equations using linear approximation of sigmoid function.
result Experimental results show superior performance of EM-KSH and EM-SPLH.

Two EM algorithms estimate prior distributions in mixture of linear regressions.

problem Estimating prior distributions in mixture of linear regressions.
method Two EM algorithms: one for continuous priors, one for discrete priors.
result Both algorithms accurately estimate prior distributions and the number of clusters.

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.

We investigate the ergodic problem of growth-rate maximization under a class of risk constraints in the context of incomplete, Itô-process models of financial markets with random ergodic coefficients. Including {\em value-at-risk} (VaR), {\em tail-value-at-risk} (TVaR), and {\em limited expected loss} (LEL), these cons…

2007-06-04abs ↗pdf ↗

A new distortion measure optimizes function approximations in vector quantization.

problem Measuring the quality of vector quantization points for natural signals.
method A canonical distortion measure (CDM) is introduced, induced by an environment of functions on input space.
result Optimizing reconstruction error with respect to CDM yields optimal piecewise constant approximations.

New EM algorithms for weighted-data clustering improve audio-visual scene analysis.

problem Improving clustering of weighted data in heterogeneous environments.
method Proposed weighted-data Gaussian mixture model and two EM algorithms.
result Validation shows improved clustering in audio-visual scenes.

New numerical method for non-linear asset price model with CEV volatility.

problem Describing stochastic volatility in asset price dynamics.
method Proposes a mean-reverting theta-rho model with CEV volatility, constructs a truncated EM method.
result Truncated EM solutions can evaluate path-dependent financial products.

Study reveals bad local maxima in Gaussian mixture models, affecting EM algorithm performance.

problem Bad local maxima in Gaussian mixture models' likelihood function.
method Analyzes population likelihood function and EM algorithm convergence.
result EM algorithm can converge to bad local maxima with high probability.

Paper proposes efficient and accurate initialization and EM algorithm for PL mixture models.

problem Initialization issues and combinatorial complexity in PL likelihood maximization.
method Initialization algorithm and EM algorithm for true log-likelihood maximization.
result Proposed algorithm provides accurate initial estimates and efficiently maximizes true log-likelihood.

GMNN combines conditional random fields and graph neural networks for relational data.

problem Semi-supervised object classification in relational data.
method Combines conditional random fields and graph neural networks. Uses variational EM algorithm for training.
result GMNN achieves state-of-the-art results on object classification, link classification, and unsupervised node representation learning.

In this paper we propose new techniques to sample arbitrary third-order tensors, with an objective of speeding up tensor algorithms that have recently gained popularity in machine learning. Our main contribution is a new way to select, in a biased random way, only O(n1.5/ε2)O(n^{1.5}/ε^2) of the possible n3n^3 elements while s…

2015-02-17abs ↗pdf ↗

The study examines statistical inference with gradient ascent in multi-modal likelihood functions.

problem Statistical inference with multiple initializations in multi-modal likelihood functions.
method Derives population quantity, studies asymptotic normality, bootstrap, and likelihood ratio tests.
result Coverage deficiency and differences in CIs due to finite number of initializations.

Combines VAMP with EM for joint signal and parameter recovery.

problem Recovering signals from noisy linear measurements with unknown parameters.
method Vector approximate message passing (VAMP) combined with Expectation-Maximization (EM).
result EM-VAMP algorithm yields stationary points of a free-energy, providing a variational interpretation.

Sharp-SSL uses random projections to identify important variables for semi-supervised learning.

problem High-dimensional semi-supervised learning problems.
method Careful aggregation of low-dimensional results from many axis-aligned random projections.
result Sharp-SSL algorithm can recover signal coordinates with high probability.

Algorithm learns mixtures of Markov chains and MDPs from short trajectories.

problem Learning mixtures of Markov chains and MDPs from short unlabeled trajectories.
method Subspace estimation, spectral clustering, EM algorithm, model estimation, classification.
result 96.6% average accuracy on a mixture of two MDPs in gridworld, outperforming EM algorithm with random initialization.

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.

Random utility theory models an agent's preferences on alternatives by drawing a real-valued score on each alternative (typically independently) from a parameterized distribution, and then ranking the alternatives according to scores. A special case that has received significant attention is the Plackett-Luce model, fo…

2012-11-11abs ↗pdf ↗

Matrix completion, i.e., the exact and provable recovery of a low-rank matrix from a small subset of its elements, is currently only known to be possible if the matrix satisfies a restrictive structural constraint---known as {\em incoherence}---on its row and column spaces. In these cases, the subset of elements is sam…

2013-06-12abs ↗pdf ↗

FIEM accelerates EM for large datasets with nonasymptotic convergence bounds.

problem Efficiently optimizing large datasets using EM framework.
method FIEM recasts EM in Stochastic Approximation framework and provides nonasymptotic convergence bounds.
result Nonasymptotic bounds for convergence in expectation as a function of nn and $\kmax$.

Proposes new methods for Markov chain choice models with panel data.

problem Dependence among transactions for the same customer in historical data.
method Expectation-maximization (EM) algorithms incorporating partial-ordering preference information.
result EM algorithms outperform traditional methods on synthetic and real datasets.