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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Convergent Stochastic Expectation Maximization algorithm ...
2012-07-25 · via math.ST updates on arXiv.org

Estimation in the deformable template model is a big challenge in image analysis. The issue is to estimate an atlas of a population. This atlas contains a template and the corresponding geometrical variability of the observed shapes. The goal is to propose an accurate algorithm with low computational cost and with theoretical guaranties of relevance. This becomes very demanding when dealing with high dimensional data which is particularly the case of medical images. We propose to use an optimized Monte Carlo Markov Chain method into a stochastic Expectation Maximization algorithm in order to estimate the model parameters by maximizing the likelihood. In this paper, we present a new Anisotropic Metropolis Adjusted Langevin Algorithm which we use as transition in the MCMC method. We first prove that this new sampler leads to a geometrically uniformly ergodic Markov chain. We prove also that under mild conditions, the estimated parameters converge almost surely and are asymptotically Gaussian distributed. The methodology developed is then tested on handwritten digits and some 2D and 3D medical images for the deformable model estimation. More widely, the proposed algorithm can be used for a large range of models in many fields of applications such as pharmacology or genetic.