Spike-based Expectation Maximization

Expectation Maximization

Expectation Maximization

The Expectation Maximization (EM) algorithm [1, 2] is one of the most widely used algorithms in statistics. Suppose we are given some observed data X and a model family parametrized by θ, and would like to find the θ which maximizes p(X |θ), i.e. the maximum likelihood estimator. The basic idea of EM is actually quite simple: when direct maximization of p(X |θ) is complicated we can augment the...

Ascent-based Monte Carlo expectation– maximization

The expectation–maximization (EM) algorithm is a popular tool for maximizing likelihood functions in the presence of missing data. Unfortunately, EM often requires the evaluation of analytically intractable and high dimensional integrals. The Monte Carlo EM (MCEM) algorithm is the natural extension of EM that employs Monte Carlo methods to estimate the relevant integrals.Typically, a very large...

Week 9: Expectation Maximization

Last week, we saw how we could represent clustering with a probabilistic model. In this model, called a Gaussian mixture model, we model each datapoint x i as originating from some cluster, with a corresponding cluster label y i distributed according to p(y), and the corresponding distribution for that cluster given by a multivariate Gaussian: p(x|y = k) =

Relational Neural Expectation Maximization

Common-sense physical reasoning is an essential ingredient for any intelligent agent operating in the real-world. For example, it can be used to simulate the environment, or to infer the state of parts of the world that are currently unobserved. In order to match real-world conditions this causal knowledge must be learned without access to supervised data. To solve this problem, we present a no...