Statistical guarantees for the EM algorithm: From population to sample-based analysis

We develop a general framework for proving rigorous guarantees on the performance of the EM algorithm and a variant known as gradient EM. Our analysis is divided into two parts: a treatment of these algorithms at the population level (in the limit of infinite data), followed by results that apply to updates based on a finite set of samples. First, we characterize the domain of attraction of any global maximizer of the population likelihood. This characterization is based on a novel view of the EM updates as a perturbed form of likelihood ascent, or in parallel, of the gradient EM updates as a perturbed form of standard gradient ascent. Leveraging this characterization, we then provide non-asymptotic guarantees on the EM and gradient EM algorithms when applied to a finite set of samples. We develop consequences of our general theory for three canonical examples of incomplete-data problems: mixture of Gaussians, mixture of regressions, and linear regression with covariates missing completely at random. In each case, our theory guarantees that with a suitable initialization, a relatively small number of EM (or gradient EM) steps will yield (with high probability) an estimate that is within statistical error of the MLE. We provide simulations to confirm this theoretically predicted behavior

On the electron-induced isotope fractionation in low temperature ³²O₂/³⁶O₂ ices—ozone as a case study

The formation of six ozone isotopomers and isotopologues, 16O16O16O, 18O18O18O, 16O16O18O, 18O18O16O, 16O18O16O, and 18O16O18O, has been studied in electron-irradiated solid oxygen 16O2 and 18O2 (1 : 1) ices at 11 K. Significant isotope effects were found to exist which involved enrichment of 18O-bearing ozone molecules. The heavy 18O18O18O species is formed with a factor of about six higher than the corresponding 16O16O16O isotopologue. Likewise, the heavy 18O18O16O species is formed with abundances of a factor of three higher than the lighter 16O16O18O counterpart. No isotope effect was observed in the production of 16O18O16O versus 18O16O18O. Such studies on the formation of distinct ozone isotopomers and isotopologues involving non-thermal, non-equilibrium chemistry by irradiation of oxygen ices with high energy electrons, as present in the magnetosphere of the giant planets Jupiter and Saturn, may suggest that similar mechanisms may contribute to the 18O enrichment on the icy satellites of Jupiter and Saturn such as Ganymede, Rhea, and Dione. In such a Solar System environment, energetic particles from the magnetospheres of the giant planets may induce non-equilibrium reactions of suprathermal and/or electronically excited atoms under conditions, which are quite distinct from isotopic enrichments found in classical, thermal gas phase reactions

The G-O Rule and Waldmeier Effect in the Variations of the Numbers of Large and Small Sunspot Groups

We have analysed the combined Greenwich and Solar Optical Observing Network (SOON) sunspot group data during the period of 1874-2011 and determined variations in the annual numbers (counts) of the small, large and big sunspot groups (these classifications are made on the basis of the maximum areas of the sunspot groups). We found that the amplitude of an even-numbered cycle of the number of large groups is smaller than that of its immediately following odd-numbered cycle. This is consistent with the well known Gnevyshev and Ohl rule or G-O rule of solar cycles, generally described by using the Zurich sunspot number (Rz). During cycles 12-21 the G-O rule holds good for the variation in the number of small groups also, but it is violated by cycle pair (22, 23) as in the case of Rz. This behaviour of the variations in the small groups is largely responsible for the anomalous behaviour of Rz in cycle pair (22, 23). It is also found that the amplitude of an odd-numbered cycle of the number of small groups is larger than that of its immediately following even-numbered cycle. This can be called as `reverse G-O rule'. In the case of the number of the big groups, both cycle pairs (12, 13) and (22, 23) violated the G-O rule. In many cycles the positions of the peaks of the small, large, and big groups are different and considerably differ with respect to the corresponding positions of the Rz peaks. In the case of cycle 23, the corresponding cycles of the small and large groups are largely symmetric/less asymmetric (Waldmeier effect is weak/absent) with their maxima taking place two years later than that of Rz. The corresponding cycle of the big groups is more asymmetric (strong Waldmeier effect) with its maximum epoch taking place at the same time as that of Rz.Comment: 13 pages, 5 figures, 1 table, accepted by Solar Physic

Estimation from Pairwise Comparisons: Sharp Minimax Bounds with Topology Dependence

Data in the form of pairwise comparisons arises in many domains, including preference elicitation, sporting competitions, and peer grading among others. We consider parametric ordinal models for such pairwise comparison data involving a latent vector $w^* \in \mathbb{R}^d$ that represents the "qualities" of the $d$ items being compared; this class of models includes the two most widely used parametric models--the Bradley-Terry-Luce (BTL) and the Thurstone models. Working within a standard minimax framework, we provide tight upper and lower bounds on the optimal error in estimating the quality score vector $w^*$ under this class of models. The bounds depend on the topology of the comparison graph induced by the subset of pairs being compared via its Laplacian spectrum. Thus, in settings where the subset of pairs may be chosen, our results provide principled guidelines for making this choice. Finally, we compare these error rates to those under cardinal measurement models and show that the error rates in the ordinal and cardinal settings have identical scalings apart from constant pre-factors.Comment: 39 pages, 5 figures. Significant extension of arXiv:1406.661