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We study modeling and inference with the Elliptical Gamma Distribution (EGD). We consider maximum likelihood (ML) estimation for EGD scatter matrices, a task for which we develop new fixed-point algorithms. Our algorithms are efficient and…
Diffusion probabilistic models have recently achieved remarkable success in generating high quality image and video data. In this work, we build on this class of generative models and introduce a method for lossy compression of high…
Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…
To avoid specification of the error distribution in a regression model, we propose a general nonparametric scale mixture model for the error distribution. For fitting such mixtures, the predictive recursion method is a simple and…
We consider the problem of estimating means of two Gaussians in a 2-Gaussian mixture, which is not balanced and is corrupted by noise of an arbitrary distribution. We present a robust algorithm to estimate the parameters, together with…
Gaussian Mixture Models are a powerful tool in Data Science and Statistics that are mainly used for clustering and density approximation. The task of estimating the model parameters is in practice often solved by the Expectation…
Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…
This work introduces a refinement of the Parsimonious Model for fitting a Gaussian Mixture. The improvement is based on the consideration of clusters of the involved covariance matrices according to a criterion, such as sharing Principal…
We propose a straightforward and effective method for discretizing multi-dimensional diffusion processes as an extension of Milstein scheme. The new scheme is explicitly given and can be simulated using Gaussian variates, requiring the same…
Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…
Dramatic increases in the size and dimensionality of many recent data sets make crucial the need for sophisticated methods that can exploit inherent structure and handle missing values. In this article we derive an expectation-maximization…
Probit models are useful for modeling correlated discrete responses in many disciplines, including consumer choice data in economics and marketing. However, the Gaussian latent variable feature of probit models coupled with identification…
In this chapter, we show how to efficiently model high-dimensional extreme peaks-over-threshold events over space in complex non-stationary settings, using extended latent Gaussian Models (LGMs), and how to exploit the fitted model in…
We show how to extend the enhanced Gaussian noise (EGN) model to account for polarization-dependent loss (PDL) of optical devices placed along a fiber-optic link. We provide a comprehensive theory highlighting the relationships between the…
We study the problem of downlink channel estimation in multi-user massive multiple input multiple output (MIMO) systems. To this end, we consider a Bayesian compressive sensing approach in which the clustered sparse structure of the channel…
Flexible random scale-mixture models provide a framework for capturing a broad range of extremal dependence structures. However, likelihood-based inference under the peaks-over-threshold setting is often computationally infeasible, due to…
We present a probabilistic model for natural images which is based on Gaussian scale mixtures and a simple multiscale representation. In contrast to the dominant approach to modeling whole images focusing on Markov random fields, we…
We present a robust and efficient target-based mesh adaptation methodology, building on hybridized discontinuous Galerkin schemes for (nonlinear) convection-diffusion problems, including the compressible Euler and Navier-Stokes equations.…
We consider the problem of inference in a linear regression model in which the relative ordering of the input features and output labels is not known. Such datasets naturally arise from experiments in which the samples are shuffled or…
Considerable efforts have been devoted to statistical modeling and the characterization of channels in a range of statistical models for fading channels. In this paper, we consider a unified approach to model wireless channels by the…