Related papers: A Max-Product EM Algorithm for Reconstructing Mark…
Sparse signals can be recovered from a reduced set of samples by using compressive sensing algorithms. In common methods the signal is recovered in the sparse domain. A method for the reconstruction of sparse signal which reconstructs the…
The expectation-maximization (EM) algorithm is an iterative computational method to calculate the maximum likelihood estimators (MLEs) from the sample data. It converts a complicated one-time calculation for the MLE of the incomplete data…
Motivated by indirect measurements and applications from nanometrology with a mixed noise model, we develop a novel algorithm for jointly estimating the posterior and the noise parameters in Bayesian inverse problems. We propose to solve…
The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…
We study properties and parameter estimation of finite-state homogeneous continuous-time bivariate Markov chains. Only one of the two processes of the bivariate Markov chain is observable. The general form of the bivariate Markov chain…
In this paper we treat both forms of probabilistic inference, estimating marginal probabilities of the joint distribution and finding the most probable assignment, through a unified message-passing algorithm architecture. We generalize the…
In this paper, we consider the block-sparse signals recovery problem in the context of multiple measurement vectors (MMV) with common row sparsity patterns. We develop a new method for recovery of common row sparsity MMV signals, where a…
Characterising the noise of an airborne electromagnetic (AEM) system is critical in correctly imaging the earth's subsurface conductivity. Deterministic and probabilistic geophysical inversion algorithms require foreknowledge of the system…
This research deals with the estimation and imputation of missing data in longitudinal models with a Poisson response variable inflated with zeros. A methodology is proposed that is based on the use of maximum likelihood, assuming that data…
In this paper, we disclose the statistical behavior of the max-product algorithm configured to solve a maximum a posteriori (MAP) estimation problem in a network of distributed agents. Specifically, we first build a distributed hypothesis…
Motivated by the problem of determining the atomic structure of macromolecules using single-particle cryo-electron microscopy (cryo-EM), we study the sample and computational complexities of the sparse multi-reference alignment (MRA) model:…
The Stochastic Approximation EM (SAEM) algorithm, a variant stochastic approximation of EM, is a versatile tool for inference in incomplete data models. In this paper, we review the fundamental EM algorithm and then focus especially on the…
Expectation Propagation (EP) is a widely used iterative message-passing algorithm that decomposes a global inference problem into multiple local ones. It approximates marginal distributions as ``beliefs'' using intermediate functions called…
Expectation Maximization (EM) is the standard method to learn Gaussian mixtures. Yet its classic, centralized form is often infeasible, due to privacy concerns and computational and communication bottlenecks. Prior work dealt with data…
Gradient descent on log-sum-exp (LSE) objectives performs implicit expectation--maximization (EM): the gradient with respect to each component output equals its responsibility. The same theory predicts collapse without volume control…
This paper presents a novel Bayesian approach for hyperspectral image unmixing. The observed pixels are modeled by a linear combination of material signatures weighted by their corresponding abundances. A spike-and-slab abundance prior is…
Expectation maximization (EM) algorithm is to find maximum likelihood solution for models having latent variables. A typical example is Gaussian Mixture Model (GMM) which requires Gaussian assumption, however, natural images are highly…
The expectation maximization (EM) algorithm is a widespread method for empirical Bayesian inference, but its expectation step (E-step) is often intractable. Employing a stochastic approximation scheme with Markov chain Monte Carlo (MCMC)…
Processing high-volume, streaming data is increasingly common in modern statistics and machine learning, where batch-mode algorithms are often impractical because they require repeated passes over the full dataset. This has motivated…
This paper considers estimating the parameters in a regime-switching stochastic differential equation(SDE) driven by Normal Inverse Gaussian(NIG) noise. The model under consideration incorporates a continuous-time finite state Markov chain…