Online EM for functional data
Florian Maire,
Eric Moulines and
Sidonie Lefebvre
Computational Statistics & Data Analysis, 2017, vol. 111, issue C, 27-47
Abstract:
A novel approach to perform unsupervised sequential learning for functional data is proposed. The goal is to extract reference shapes (referred to as templates) from noisy, deformed and censored realizations of curves and images. The proposed model generalizes the Bayesian dense deformable template model, a hierarchical model in which the template is the function to be estimated and the deformation is a nuisance, assumed to be random with a known prior distribution. The templates are estimated using a Monte Carlo version of the online Expectation–Maximization (EM) algorithm. The designed sequential inference framework is significantly more computationally efficient than equivalent batch learning algorithms, especially when the missing data is high-dimensional. Some numerical illustrations on curve registration problem and templates extraction from images are provided to support the methodology.
Keywords: Online Expectation–Maximization algorithm; Deformable templates models; Unsupervised clustering; Markov chain Monte Carlo; Carlin and Chib algorithm; Big Data (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:111:y:2017:i:c:p:27-47
DOI: 10.1016/j.csda.2017.01.006
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