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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…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

The aim of this paper is to derive and analyze a variational model for the joint estimation of motion and reconstruction of image sequences, which is based on a time-continuous Eulerian motion model. The model can be set up in terms of the…

Numerical Analysis · Mathematics 2016-07-13 Martin Burger , Hendrik Dirks , Carola-Bibiane Schönlieb

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…

Methodology · Statistics 2008-02-22 Joseph Rynkiewicz

We propose an Anderson Acceleration (AA) scheme for the adaptive Expectation-Maximization (EM) algorithm for unsupervised learning a finite mixture model from multivariate data (Figueiredo and Jain 2002). The proposed algorithm is able to…

Machine Learning · Computer Science 2020-09-29 Truong Nguyen , Guangye Chen , Luis Chacon

This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…

Machine Learning · Statistics 2023-05-23 Florian Mouret , Alexandre Hippert-Ferrer , Frédéric Pascal , Jean-Yves Tourneret

In this contribution, a novel spatio-temporal prediction algorithm for video coding is introduced. This algorithm exploits temporal as well as spatial redundancies for effectively predicting the signal to be encoded. To achieve this, the…

Image and Video Processing · Electrical Eng. & Systems 2022-07-05 Jürgen Seiler , André Kaup

Expectation-maximization (EM) is a popular and well-established method for image reconstruction in positron emission tomography (PET) but it often suffers from slow convergence. Ordered subset EM (OSEM) is an effective reconstruction…

Medical Physics · Physics 2021-11-17 Zeljko Kereta , Robert Twyman , Simon Arridge , Kris Thielemans , Bangti Jin

We present a noise-injected version of the Expectation-Maximization (EM) algorithm: the Noisy Expectation Maximization (NEM) algorithm. The NEM algorithm uses noise to speed up the convergence of the EM algorithm. The NEM theorem shows that…

Machine Learning · Statistics 2018-01-15 Osonde Osoba , Bart Kosko

This paper presents a fast computational method, the Expectation Maximization algorithm, for Maximum Likelihood (ML) estimation in diffusion tensor imaging under the Rice noise model. We further extend the ML framework to the maximum a…

Computation · Statistics 2015-01-09 Jia Liu , Dario Gasbarra , Juha Railavo

Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…

Statistical Finance · Quantitative Finance 2021-07-14 Fabrizio Cipollini , Giampiero M. Gallo

In this paper, two simple principal component regression methods for estimating the optical flow between frames of video sequences according to a pel-recursive manner are introduced. These are easy alternatives to dealing with mixtures of…

Computer Vision and Pattern Recognition · Computer Science 2016-11-09 Felipe P. do Carmo , Vania Vieira Estrela , Joaquim Teixeira de Assis

We study Sinkhorn EM (sEM), a variant of the expectation maximization (EM) algorithm for mixtures based on entropic optimal transport. sEM differs from the classic EM algorithm in the way responsibilities are computed during the expectation…

Machine Learning · Statistics 2020-07-01 Gonzalo Mena , Amin Nejatbakhsh , Erdem Varol , Jonathan Niles-Weed

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

It is shown how expectation maximization (EM) may be viewed as a message passing algorithm in factor graphs. In particular, a general EM message computation rule is identified. As a factor graph tool, EM may be used to break cycles in a…

Information Theory · Computer Science 2009-10-16 Justin Dauwels , Andrew Eckford , Sascha Korl , Hans-Andrea Loeliger

A non linear regression approach which consists of a specific regression model incorporating a latent process, allowing various polynomial regression models to be activated preferentially and smoothly, is introduced in this paper. The model…

Statistics Theory · Mathematics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

Event cameras provide rich signals that are suitable for motion estimation since they respond to changes in the scene. As any visual changes in the scene produce event data, it is paramount to classify the data into different motions (i.e.,…

Computer Vision and Pattern Recognition · Computer Science 2025-04-28 Ryo Yamaki , Shintaro Shiba , Guillermo Gallego , Yoshimitsu Aoki

We propose an unsupervised method for detecting and tracking moving objects in 3D, in unlabelled RGB-D videos. The method begins with classic handcrafted techniques for segmenting objects using motion cues: we estimate optical flow and…

Computer Vision and Pattern Recognition · Computer Science 2021-04-09 Adam W. Harley , Yiming Zuo , Jing Wen , Ayush Mangal , Shubhankar Potdar , Ritwick Chaudhry , Katerina Fragkiadaki

This work focuses on the optimization of the training trajectory orientation using a robot as an advanced exercise machine (AEM) and muscle activations as biofeedback. Muscle recruitment patterns depend on trajectory parameters of the AEMs…

Robotics · Computer Science 2021-04-26 Humberto De las Casas , Nicholas Chambers , Hanz Richter , Kenneth Sparks

In this paper, we establish optimal rates of adaptive estimation of a vector in the multi-reference alignment model, a problem with important applications in fields such as signal processing, image processing, and computer vision, among…

Statistics Theory · Mathematics 2018-05-22 Afonso S. Bandeira , Philippe Rigollet , Jonathan Weed
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