5 accepted papers
Assessing the intensity of a epidemic, such as the COVID19 pandemic, during the epidemic outbreak, constitutes a significant technical challenge with high societal stakes. Elaborating on classical epidemiological models, this work aims to define a hierarchical Bayesian model that permits the robust…
Sampling from a distribution on the real d-space, whose density is nonsmooth and log-concave, is a computational issue that often arises in Machine Learning and Statistics. Langevin-based Hastings-Metropolis methods were proposed: they extend the Unadjusted Langevin Algorithm by using proximal metho…
The Expectation Maximization (EM) algorithm is the default algorithm for inference in latent variable models. As in any other field of machine learning, applications of latent variable models to very large datasets make the use of advanced parallel and distributed architecture mandatory. This paper…
The Expectation Maximization (EM) algorithm is a key reference for inference in latent variable models; unfortunately, its computational cost is prohibitive in the large scale learning setting. In this paper, we propose an extension of the Stochastic Path-Integrated Differential EstimatoR EM (SPIDER…
The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called {\tt SPIDER-EM}, for inference from a training set of size $n$, $n \gg 1$. At…