Stochastic expectation maximization with variance reduction

Stochastic expectation maximization with variance reduction

Expectation-Maximization (EM) is a popular tool for learning latent variable models, but the vanilla batch EM does not scale to large data sets because the whole data set is needed at every E-step. Stochastic Expectation Maximization (sEM) reduces the cost of E-step by stochastic approximation. Howe...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Chen, J, Zhu, J, Teh, Y, Zhang, T
Fformat:	Conference item
Cyhoeddwyd:	Massachusetts Institute of Technology Press 2018

Eitemau Tebyg

Non-negative variance component estimation for the partial EIV model by the expectation maximization algorithm
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Cyhoeddwyd: (2020-01-01)

On the pricing of forward-start variance swaps with stochastic volatility and stochastic interest rate
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Cyhoeddwyd: (2017)

Pricing variance swaps under stochastic volatility and stochastic interest rate
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Cyhoeddwyd: (2016)

Exploration of the (non-)asymptotic bias and variance of stochastic gradient Langevin dynamics
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Accelerated Stochastic Variance Reduction Gradient Algorithms for Robust Subspace Clustering
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Valuation of discretely-sampled variance swaps under correlated stochastic volatility and stochastic interest rates
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The valuation of variance swaps under stochastic volatility, stochastic interest rate and full correlation structure
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Cyhoeddwyd: (2020)

A stochastic hybrid model for pricing forward-start variance swaps
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Cyhoeddwyd: (2017)

A Stochastic Hybrid Model for Pricing Forward-Start Variance Swaps
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General inertial proximal stochastic variance reduction gradient for nonconvex nonsmooth optimization
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Multivariate Stochastic Variance Models.
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Multivariate Stochastic Variance Models.
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Multivariate Stochastic Variance Models.
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Exact maximal reduction of stochastic reaction networks by species lumping
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Cyhoeddwyd: (2021)

The Bayesian Expectation-Maximization-Maximization for the 3PLM
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Evaluating downscaled products with expected hydroclimatic co-variances
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Cyhoeddwyd: (2024-12-01)

A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
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Pricing variance swaps in a hybrid model of stochastic volatility and interest rate with regime-switching
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Stochastic Expectation Maximization Algorithm for Linear Mixed-Effects Model with Interactions in the Presence of Incomplete Data
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Expectation Values and Variance Based on Lp-Norms
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Cyhoeddwyd: (2012-11-01)

An empirical interpolation and model-variance reduction method for computing statistical outputs of parametrized stochastic partial differential equations
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Efficient algorithms for training the parameters of hidden Markov models using stochastic expectation maximization (EM) training and Viterbi training
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An Improved Expectation–Maximization Bayesian Algorithm for GWAS
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Lockeans maximize expected accuracy
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Cooperative Stochastic Games with Mean-Variance Preferences
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Cyhoeddwyd: (2021-01-01)

Exact Expectation and Variance of Minimal Basis of Random Matroids
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A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
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Inference Based on the Stochastic Expectation Maximization Algorithm in a Kumaraswamy Model with an Application to COVID-19 Cases in Chile
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Distributed Bayesian learning with stochastic natural gradient expectation propagation and the posterior server
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Why maximize expected choice-worthiness
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Side-Channel Expectation-Maximization Attacks
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Side-Channel Expectation-Maximization Attacks
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On expected number of maximal points in polytopes
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Spatial based Expectation Maximizing (EM)
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An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations
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Variance optimality in constrained and unconstrained stochastic differential games
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Minding impacting events in a model of stochastic variance.
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Variance and Entropy Assignment for Continuous-Time Stochastic Nonlinear Systems
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Maximizing functionals of the maximum in the Skorokhod embedding problem and an application to variance swaps
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