機械学習や統計学を学び始めると、多くの方がその難解さに直面するアルゴリズムがあります。それが、EMアルゴリズム（Expectation–Maximization algorithm）です。多くの教科書や技術資料では、その数学的な記述が非常に高密度であり、式の行間を読み解くこと ...

The evolution of DNA sequences can be described by discrete state continuous time Markov processes on a phylogenetic tree. We consider neighbor-dependent evolutionary models where the instantaneous ...

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 ...