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The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…
Efficient modeling on uncertain information plays an important role in estimating the risk of contaminant intrusion in water distribution networks. Dempster-Shafer evidence theory is one of the most commonly used methods. However, the…
I propose a frequency domain adaptation of the Expectation Maximization (EM) algorithm to group a family of time series in classes of similar dynamic structure. It does this by viewing the magnitude of the discrete Fourier transform (DFT)…
We study the problem of semi-blind channel estimation and symbol detection in the uplink of multi-cell massive MIMO systems with spatially correlated time-varying channels. An algorithm based on expectation propagation (EP) is developed to…
This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the EM (expectation maximization) algorithm, which in the…
Estimators derived from a divergence criterion such as $\varphi-$divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called MD$\varphi$DE, an estimator built using a dual…
In the context of signal detection in the presence of an unknown time-varying channel parameter, receivers based on the Expectation Propagation (EP) framework appear to be very promising. EP is a message-passing algorithm based on factor…
Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…
Dwarf spheroidal galaxies (dSphs) are promising targets of indirect detection experiments searching for dark matter (DM) at present universe. Toward robust prediction for the amount of signal flux originating in DM annihilation inside…
(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…
The EM (Expectation-Maximization) algorithm is regarded as an MM (Majorization-Minimization) algorithm for maximum likelihood estimation of statistical models. Expanding this view, this paper demonstrates that by choosing an appropriate…
The Photon Counting Histogram Expectation Maximization (PCH-EM) algorithm has recently been reported as a candidate method for the characterization of Deep Sub-Electron Read Noise (DSERN) image sensors. This work describes a comprehensive…
Using diffusion models to solve inverse problems is a growing field of research. Current methods assume the degradation to be known and provide impressive results in terms of restoration quality and diversity. In this work, we leverage the…
Single-particle imaging with X-ray free-electron lasers depends crucially on algorithms that merge large numbers of weak diffraction patterns despite missing measurements of parameters such as particle orientations. The…
Inferring dynamics from time series is an important objective in data analysis. In particular, it is challenging to infer stochastic dynamics given incomplete data. We propose an expectation maximization (EM) algorithm that iterates between…
Energy detector (ED) is a popular choice for distributed cooperative spectrum sensing because it does not need to be cognizant of the primary user (PU) signal characteristics. However, the conventional ED-based sensing usually requires…
To build the connectomics map of the brain, we developed a new algorithm that can automatically refine the Membrane Detection Probability Maps (MDPM) generated to perform automatic segmentation of electron microscopy (EM) images. To achieve…
In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…