Related papers: A Max-Product EM Algorithm for Reconstructing Mark…
We consider the problem of recovering block-sparse signals whose structures are unknown \emph{a priori}. Block-sparse signals with nonzero coefficients occurring in clusters arise naturally in many practical scenarios. However, the…
This paper describes a data reduction technique in case of a markov chain of specified order. Instead of observing all the transitions in a markov chain we record only a few of them and treat the remaining part as missing. The decision…
The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…
The reconstruction of sparse signal is an active area of research. Different from a typical i.i.d. assumption, this paper considers a non-independent prior of group structure. For this more practical setup, we propose EM-aided HyGEC, a new…
This paper presents a novel approach for approximate integration over the uncertainty of noise and signal variances in Gaussian process (GP) regression. Our efficient and straightforward approach can also be applied to integration over…
This paper proposes Incremental Seeded Expectation Maximization, an algorithm that improves upon the traditional Expectation Maximization computational flow for clusterwise or finite mixture linear regression tasks. The proposed method…
Signal recovery from unitarily invariant measurements is investigated in this paper. A message-passing algorithm is formulated on the basis of expectation propagation (EP). A rigorous analysis is presented for the dynamics of the algorithm…
We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM). In particular, we show that the empirical EM iterates converge to the target parameter vector…
We present a novel compressed sensing recovery algorithm - termed Bayesian Optimal Structured Signal Approximate Message Passing (BOSSAMP) - that jointly exploits the prior distribution and the structured sparsity of a signal that shall be…
Pel-recursive motion estimation isa well-established approach. However, in the presence of noise, it becomes an ill-posed problem that requires regularization. In this paper, motion vectors are estimated in an iterative fashion by means of…
Phenotypic variability in a population of cells can work as the bet-hedging of the cells under an unpredictably changing environment, the typical example of which is the bacterial persistence. To understand the strategy to control such…
We present a reconstruction method involving maximum-likelihood expectation maximization (MLEM) to model Poisson noise as applied to fluorescence molecular tomography (FMT). MLEM is initialized with the output from a sparse…
This paper presents a new Expectation Propagation (EP) framework for image restoration using patch-based prior distributions. While Monte Carlo techniques are classically used to sample from intractable posterior distributions, they can…
This paper studies the problem of power allocation in compressed sensing when different components in the unknown sparse signal have different probability to be non-zero. Given the prior information of the non-uniform sparsity and the total…
We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…
Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…
Blind estimation of intersymbol interference channels based on the Baum-Welch (BW) algorithm, a specific implementation of the expectation-maximization (EM) algorithm for training hidden Markov models, is robust and does not require labeled…
This work concerns estimation of linear autoregressive models with Markov-switching using expectation maximisation (E.M.) algorithm. Our method generalise the method introduced by Elliot for general hidden Markov models and avoid to use…
In this paper, we address the unsupervised speech enhancement problem based on recurrent variational autoencoder (RVAE). This approach offers promising generalization performance over the supervised counterpart. Nevertheless, the involved…
We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…