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Maximum likelihood estimation of mixture proportions has a long history, and continues to play an important role in modern statistics, including in development of nonparametric empirical Bayes methods. Maximum likelihood of mixture…

Computation · Statistics 2020-12-10 Youngseok Kim , Peter Carbonetto , Matthew Stephens , Mihai Anitescu

Based on recently introduced efficient quantum state tomography schemes, we propose a scalable method for the tomography of unitary processes and the reconstruction of one-dimensional local Hamiltonians. As opposed to the exponential…

Quantum Physics · Physics 2015-04-30 M. Holzäpfel , T. Baumgratz , M. Cramer , M. B. Plenio

In this paper we present an inexact stepsize selection for the Diluted R\rho R algorithm, used to obtain the maximum likelihood estimate to the density matrix in quantum state tomography. We give a new interpretation for the diluted R\rho R…

Mathematical Physics · Physics 2015-02-09 D. S. Gonçalves , M. A. Gomes-Ruggiero , C. Lavor

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…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

Hawkes Processes have undergone increasing popularity as default tools for modeling self- and mutually exciting interactions of discrete events in continuous-time event streams. A Maximum Likelihood Estimation (MLE) unconstrained…

Machine Learning · Computer Science 2021-05-11 Rafael Lima

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

We suggest an iterative approach to computing K-step maximum likelihood estimates (MLE) of the parametric components in semiparametric models based on their profile likelihoods. The higher order convergence rate of K-step MLE mainly depends…

Statistics Theory · Mathematics 2007-08-23 Guang Cheng

Maximum Entropy is an image reconstruction method conceived to image a sparsely occupied field of view and therefore particularly appropriate to achieve super-resolution effects. Although widely used in image deconvolution, this method has…

Solar and Stellar Astrophysics · Physics 2020-05-13 Paolo Massa , Richard Schwartz , A Kim Tolbert , Anna Maria Massone , Brian R Dennis , Michele Piana , Federico Benvenuto

A novel and highly efficient computational framework for reconstructing binary-type images suitable for models of various complexity seen in diverse biomedical applications is developed and validated. Efficiency in computational speed and…

Optimization and Control · Mathematics 2024-02-09 Paul R. Arbic , Vladislav Bukshtynov

Quantum state tomography is a daunting challenge of experimental quantum computing even in moderate system size. One way to boost the efficiency of state tomography is via local measurements on reduced density matrices, but the…

Quantum Physics · Physics 2019-12-03 Tao Xin , Sirui Lu , Ningping Cao , Galit Anikeeva , Dawei Lu , Jun Li , Guilu Long , Bei Zeng

Robust estimation is essential in computer vision, robotics, and navigation, aiming to minimize the impact of outlier measurements for improved accuracy. We present a fast algorithm for Geman-McClure robust estimation, FracGM, leveraging…

Computer Vision and Pattern Recognition · Computer Science 2024-11-22 Bang-Shien Chen , Yu-Kai Lin , Jian-Yu Chen , Chih-Wei Huang , Jann-Long Chern , Ching-Cherng Sun

In this report, we applied expectation and maximization (EM) method described by Philips et al [1] to recover two-dimensional (2D) structure from multiple sparse signal images in random orientation. The detailed derivation of EM algorithm…

Data Analysis, Statistics and Probability · Physics 2017-01-12 Yun Zhao

We describe $k$-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization…

Machine Learning · Computer Science 2016-11-15 Frank Nielsen

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

We report on an intrinsic relationship between the maximum-likelihood quantum-state estimation and the representation of the signal. A quantum analogy of the transfer function determines the space where the reconstruction should be done…

Quantum Physics · Physics 2009-11-13 Z. Hradil , D. Mogilevtsev , J. Rehacek

State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…

Optimization and Control · Mathematics 2016-08-24 Emilie Chouzenoux , Jean-Christophe Pesquet

Monte Carlo maximum likelihood (MCML) provides an elegant approach to find maximum likelihood estimators (MLEs) for latent variable models. However, MCML algorithms are computationally expensive when the latent variables are…

Computation · Statistics 2020-08-05 Jaewoo Park , Murali Haran

This work makes two advances in the study of the (approximate) nonparametric maximum likelihood estimator (NPMLE) for exponential family mixture models. First, we develop a data-compression strategy that reduces the cost of repeated…

Statistics Theory · Mathematics 2026-04-22 Yan Zhang

Statistical iterative reconstruction is expected to improve the image quality of megavoltage computed tomography (MVCT). However, one of the challenges of iterative reconstruction is its large computational cost. The purpose of this work is…

We introduce two quantum algorithms for solving structured prediction problems. We first show that a stochastic gradient descent that uses the quantum minimum finding algorithm and takes its probabilistic failure into account solves the…

Machine Learning · Computer Science 2021-07-05 Behrooz Sepehry , Ehsan Iranmanesh , Michael P. Friedlander , Pooya Ronagh