EM Algorithms from a Non-stochastic Perspective
نویسنده
چکیده
The EM algorithm is not a single algorithm, but a template for the construction of iterative algorithms. While it is always presented in stochastic language, relying on conditional expectations to obtain a method for estimating parameters in statistics, the essence of the EM algorithm is not stochastic. The conventional formulation of the EM algorithm given in many texts and papers on the subject is inadequate. A new formulation is given here based on the notion of acceptable data.
منابع مشابه
EM Algorithms: A New Perspective∗
The EM algorithm is not a single algorithm, but a template for the construction of iterative algorithms. While it is always presented in stochastic language, relying on conditional expectations to obtain a method for estimating parameters in statistics, the essence of the EM algorithm is not stochastic. The conventional formulation of the EM algorithm given in many texts and papers on the subje...
متن کاملInformation geometry of the EM and em algorithms for neural networks
In order to realize an input-output relation given by noise-contaminated examples, it is e ective to use a stochastic model of neural networks. A model network includes hidden units whose activation values are not speci ed nor observed. It is useful to estimate the hidden variables from the observed or speci ed input-output data based on the stochastic model. Two algorithms, the EM and em-algor...
متن کاملA Risk-averse Inventory-based Supply Chain Protection Problem with Adapted Stochastic Measures under Intentional Facility Disruptions: Decomposition and Hybrid Algorithms
Owing to rising intentional events, supply chain disruptions have been considered by setting up a game between two players, namely, a designer and an interdictor contesting on minimizing and maximizing total cost, respectively. The previous studies have found the equilibrium solution by taking transportation, penalty and restoration cost into account. To contribute further, we examine how incor...
متن کاملAn Evaluation of Algorithms for Single-Echo Biosonar Target Classification
A recent neuro-spiking coding scheme for feature extraction from biosonar echoes of various plants is examined with a variety of stochastic classifiers. Feature vectors derived are employed in well-known stochastic classifiers, including nearest-neighborhood, single Gaussian and a Gaussian mixture with EM optimization. Classifiers’ performances are evaluated by using cross-validation and bootst...
متن کاملEM and Stochastic EM algorithms for reliability mixture models under random censoring
Mixture models in reliability bring a useful compromise between parametric and nonparametric models, when several failure modes are suspected. The classical methods for estimation in mixture models rarely handle the additional difficulty coming from the fact that lifetime data are often censored, in a deterministic or random way. We present in this paper several iterative methods based on EM an...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2015