Convergence Results for the EM Approach to Mixtures of Experts Architectures

The Expectation-Maximization (EM) algorithm is an iterative approach to maximum likelihood parameter estimation. Jordan and Jacobs (1993) recently proposed an EM algorithm for the mixture of experts architecture of Jacobs, Jordan, Nowlan and Hinton (1991) and the hierarchical mixture of experts architecture of Jordan and Jacobs (1992). They showed empirically that the EM algorithm for these architectures yields significantly faster convergence than gradient ascent. In the current paper we provide a theoretical analysis of this algorithm. We show that the algorithm can be regarded as a variable metric algorithm with its searching direction having a positive projection on the gradient of the log likelihood. We also analyze the convergence of the algorithm and provide an explicit expression for the convergence rate. In addition, we describe an acceleration technique that yields a significant speedup in simulation experiments.

Most Haunted and the Convergence of Traditional Belief and Popular Television

Koven, M. (2007). Most Haunted and the Convergence of Traditional Belief and Popular Television. Folklore. 118(2), pp.183-202. RAE2008

On the Convergence of Statistical Techniques for Inferring Network Traffic Demands

Accurate knowledge of traffic demands in a communication network enables or enhances a variety of traffic engineering and network management tasks of paramount importance for operational networks. Directly measuring a complete set of these demands is prohibitively expensive because of the huge amounts of data that must be collected and the performance impact that such measurements would impose on the regular behavior of the network. As a consequence, we must rely on statistical techniques to produce estimates of actual traffic demands from partial information. The performance of such techniques is however limited due to their reliance on limited information and the high amount of computations they incur, which limits their convergence behavior. In this paper we study strategies to improve the convergence of a powerful statistical technique based on an Expectation-Maximization iterative algorithm. First we analyze modeling approaches to generating starting points. We call these starting points informed priors since they are obtained using actual network information such as packet traces and SNMP link counts. Second we provide a very fast variant of the EM algorithm which extends its computation range, increasing its accuracy and decreasing its dependence on the quality of the starting point. Finally, we study the convergence characteristics of our EM algorithm and compare it against a recently proposed Weighted Least Squares approach.

TCP-friendly SIMD Congestion Control and Its Convergence Behavior

The increased diversity of Internet application requirements has spurred recent interests in flexible congestion control mechanisms. Window-based congestion control schemes use increase rules to probe available bandwidth, and decrease rules to back off when congestion is detected. The parameterization of these control rules is done so as to ensure that the resulting protocol is TCP-friendly in terms of the relationship between throughput and packet loss rate. In this paper, we propose a novel window-based congestion control algorithm called SIMD (Square-Increase/Multiplicative-Decrease). Contrary to previous memory-less controls, SIMD utilizes history information in its control rules. It uses multiplicative decrease but the increase in window size is in proportion to the square of the time elapsed since the detection of the last loss event. Thus, SIMD can efficiently probe available bandwidth. Nevertheless, SIMD is TCP-friendly as well as TCP-compatible under RED, and it has much better convergence behavior than TCP-friendly AIMD and binomial algorithms proposed recently.

An Adaptive Policy Management Approach to BGP Convergence

The Border Gateway Protocol (BGP) is the current inter-domain routing protocol used to exchange reachability information between Autonomous Systems (ASes) in the Internet. BGP supports policy-based routing which allows each AS to independently adopt a set of local policies that specify which routes it accepts and advertises from/to other networks, as well as which route it prefers when more than one route becomes available. However, independently chosen local policies may cause global conflicts, which result in protocol divergence. In this paper, we propose a new algorithm, called Adaptive Policy Management Scheme (APMS), to resolve policy conflicts in a distributed manner. Akin to distributed feedback control systems, each AS independently classifies the state of the network as either conflict-free or potentially-conflicting by observing its local history only (namely, route flaps). Based on the degree of measured conflicts (policy conflict-avoidance vs. -control mode), each AS dynamically adjusts its own path preferences—increasing its preference for observably stable paths over flapping paths. APMS also includes a mechanism to distinguish route flaps due to topology changes, so as not to confuse them with those due to policy conflicts. A correctness and convergence analysis of APMS based on the substability property of chosen paths is presented. Implementation in the SSF network simulator is performed, and simulation results for different performance metrics are presented. The metrics capture the dynamic performance (in terms of instantaneous throughput, delay, routing load, etc.) of APMS and other competing solutions, thus exposing the often neglected aspects of performance.

Accelerating self-consistent field convergence with the augmented Roothaan-Hall energy function.

Based on Pulay's direct inversion iterative subspace (DIIS) approach, we present a method to accelerate self-consistent field (SCF) convergence. In this method, the quadratic augmented Roothaan-Hall (ARH) energy function, proposed recently by Høst and co-workers [J. Chem. Phys. 129, 124106 (2008)], is used as the object of minimization for obtaining the linear coefficients of Fock matrices within DIIS. This differs from the traditional DIIS of Pulay, which uses an object function derived from the commutator of the density and Fock matrices. Our results show that the present algorithm, abbreviated ADIIS, is more robust and efficient than the energy-DIIS (EDIIS) approach. In particular, several examples demonstrate that the combination of ADIIS and DIIS ("ADIIS+DIIS") is highly reliable and efficient in accelerating SCF convergence.

Convergence of numerical time-averaging and stationary measures via Poisson equations

Numerical approximation of the long time behavior of a stochastic di.erential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantages of this approach are its simplicity and universality. It works equally well for a range of explicit and implicit schemes, including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus, and we study only smooth test functions. However, we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed. Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

The Effect of Human RIghts on Criminal Evidentiary Processes: Convergence, Divergence or Realignment?

This article examines the contribution which the European Court of Human Rights has made to the development of common evidentiary processes across the common law and civil law systems of criminal procedure in Europe. It is argued that the continuing use of terms such as 'adversarial' and 'inquisitorial' to describe models of criminal proof and procedure has obscured the genuinely transformative nature of the Court's jurisprudence. It is shown that over a number of years the Court has been steadily developing a new model of proof that is better characterised as 'participatory' than as 'adversarial' or 'inquisitorial'. Instead of leading towards a convergence of existing 'adversarial' and 'inquisitorial' models of proof, this is more likely to lead towards a realignment of existing processes of proof which nonetheless allows plenty of scope for diverse application in different institutional and cultural settings.