{"id":"https://openalex.org/W4408354703","doi":"https://doi.org/10.1109/icassp49660.2025.10888150","title":"Beyond Jensen\u2019s Inequality: Speeding Up ML Estimation of Generalized Hyperbolic Distributions","display_name":"Beyond Jensen\u2019s Inequality: Speeding Up ML Estimation of Generalized Hyperbolic Distributions","publication_year":2025,"publication_date":"2025-03-12","ids":{"openalex":"https://openalex.org/W4408354703","doi":"https://doi.org/10.1109/icassp49660.2025.10888150"},"language":"en","primary_location":{"id":"doi:10.1109/icassp49660.2025.10888150","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp49660.2025.10888150","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2025 - 2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087066185","display_name":"Chenyu Gao","orcid":"https://orcid.org/0000-0003-3894-7075"},"institutions":[{"id":"https://openalex.org/I30809798","display_name":"ShanghaiTech University","ror":"https://ror.org/030bhh786","country_code":"CN","type":"education","lineage":["https://openalex.org/I30809798"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Chenyu Gao","raw_affiliation_strings":["ShanghaiTech University,School of Information Science and Technology,Shanghai,China"],"affiliations":[{"raw_affiliation_string":"ShanghaiTech University,School of Information Science and Technology,Shanghai,China","institution_ids":["https://openalex.org/I30809798"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5074721617","display_name":"Ziping Zhao","orcid":"https://orcid.org/0000-0002-8668-6263"},"institutions":[{"id":"https://openalex.org/I30809798","display_name":"ShanghaiTech University","ror":"https://ror.org/030bhh786","country_code":"CN","type":"education","lineage":["https://openalex.org/I30809798"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Ziping Zhao","raw_affiliation_strings":["ShanghaiTech University,School of Information Science and Technology,Shanghai,China"],"affiliations":[{"raw_affiliation_string":"ShanghaiTech University,School of Information Science and Technology,Shanghai,China","institution_ids":["https://openalex.org/I30809798"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5087066185"],"corresponding_institution_ids":["https://openalex.org/I30809798"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.02068752,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"5"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9779999852180481,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9779999852180481,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9732000231742859,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9569000005722046,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/jensens-inequality","display_name":"Jensen's inequality","score":0.6620845794677734},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.5674371719360352},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.47851359844207764},{"id":"https://openalex.org/keywords/inequality","display_name":"Inequality","score":0.4410943388938904},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4214850962162018},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3507273197174072},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.21436280012130737},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2057630717754364},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.0729149580001831},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.058594077825546265}],"concepts":[{"id":"https://openalex.org/C174169938","wikidata":"https://www.wikidata.org/wiki/Q518131","display_name":"Jensen's inequality","level":5,"score":0.6620845794677734},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5674371719360352},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.47851359844207764},{"id":"https://openalex.org/C45555294","wikidata":"https://www.wikidata.org/wiki/Q28113351","display_name":"Inequality","level":2,"score":0.4410943388938904},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4214850962162018},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3507273197174072},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.21436280012130737},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2057630717754364},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0729149580001831},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.058594077825546265},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.0},{"id":"https://openalex.org/C12108790","wikidata":"https://www.wikidata.org/wiki/Q2234833","display_name":"Convex analysis","level":4,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icassp49660.2025.10888150","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icassp49660.2025.10888150","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"ICASSP 2025 - 2025 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10","score":0.4699999988079071}],"awards":[],"funders":[{"id":"https://openalex.org/F4320330944","display_name":"Nature","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W1927455312","https://openalex.org/W1972256887","https://openalex.org/W1977691943","https://openalex.org/W1979683999","https://openalex.org/W2044314418","https://openalex.org/W2050968963","https://openalex.org/W2096018560","https://openalex.org/W2099727712","https://openalex.org/W2118254160","https://openalex.org/W2314640094","https://openalex.org/W2489539531","https://openalex.org/W2498094064","https://openalex.org/W2508393166","https://openalex.org/W2572494831","https://openalex.org/W2621770314","https://openalex.org/W2766292535","https://openalex.org/W2963714521","https://openalex.org/W3106837583","https://openalex.org/W3163777112","https://openalex.org/W4225938738","https://openalex.org/W4235669710","https://openalex.org/W4235708440","https://openalex.org/W4385694500","https://openalex.org/W4401692528","https://openalex.org/W4403420978","https://openalex.org/W6600675300","https://openalex.org/W6632515777","https://openalex.org/W7062341070"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W2142036596","https://openalex.org/W2072657027","https://openalex.org/W2962838298","https://openalex.org/W2600246793"],"abstract_inverted_index":{"The":[0],"generalized":[1],"hyperbolic":[2],"(GH)":[3],"distribution":[4,10],"is":[5,21],"a":[6,51,75,95,127,145],"highly":[7],"flexible":[8],"probability":[9],"that":[11,102,120],"finds":[12],"applications":[13],"in":[14,82],"various":[15],"fields,":[16],"yet":[17],"estimating":[18],"its":[19],"parameters":[20],"quite":[22],"challenging.":[23],"This":[24],"paper":[25],"focuses":[26],"on":[27,71,132,157],"the":[28,34,38,55,61,90,111,133,136,147,161],"maximum":[29],"likelihood":[30,62,134],"(ML)":[31],"estimation":[32,113],"of":[33,60,165],"GH":[35],"distribution.":[36],"In":[37,85],"literature,":[39],"several":[40],"expectation-maximization":[41],"(EM)":[42],"type":[43],"algorithms":[44,105,119,167],"have":[45],"been":[46],"proposed,":[47],"which":[48,125],"iteratively":[49],"optimize":[50],"surrogate":[52,99,123,130],"objective":[53],"called":[54],"Q-function\u2014a":[56],"tractable":[57],"lower":[58],"bound":[59],"function.":[63],"While":[64],"these":[65],"generic":[66],"EM-type":[67,104],"algorithms,":[68],"derived":[69],"based":[70],"Jensen\u2019s":[72],"inequality,":[73],"provide":[74,126],"systematic":[76],"framework,":[77,94],"they":[78],"often":[79],"restrict":[80],"flexibility":[81],"algorithm":[83,149],"design.":[84],"this":[86],"study,":[87],"we":[88],"adopt":[89],"block":[91],"minorization-maximization":[92],"(BMM)":[93],"more":[96],"general":[97],"iterative":[98],"maximization":[100],"approach":[101],"subsumes":[103],"as":[106],"special":[107],"cases,":[108],"to":[109,169],"address":[110],"ML":[112],"problem.":[114],"We":[115],"propose":[116],"efficient,":[117],"problem-specific":[118],"utilize":[121],"novel":[122],"functions,":[124],"provably":[128],"tighter":[129],"function":[131],"than":[135],"Q-function":[137],"while":[138],"still":[139],"allowing":[140],"for":[141],"closed-form":[142],"updates.":[143],"As":[144],"result,":[146],"proposed":[148],"achieves":[150],"faster":[151],"and":[152],"guaranteed":[153],"convergence.":[154],"Numerical":[155],"experiments":[156],"synthetic":[158],"data":[159],"confirm":[160],"superior":[162],"convergence":[163],"speed":[164],"our":[166],"compared":[168],"existing":[170],"ones.":[171]},"counts_by_year":[],"updated_date":"2025-12-28T23:10:05.387466","created_date":"2025-10-10T00:00:00"}