The least absolute shrinkage and selection operator (Lasso) estimation of regression coefficients can be expressed as Bayesian posterior mode estimation of the regression coefficients under various ...

Changepoint models are widely used to model the heterogeneity of sequential data. We present a novel sequential Monte Carlo (SMC) online expectation-maximization (EM) algorithm for estimating the ...

We introduce a maximum Lq-likelihood estimation (MLqE) of mixture models using our proposed expectation-maximization (EM) algorithm, namely the EM algorithm with Lq-likelihood (EM-Lq). Properties of ...