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In this paper we propose a new statistical stopping rule for constrained maximum likelihood iterative algorithms applied to ill-posed inverse problems. To this aim we extend the definition of Tikhonov regularization in a statistical…

Numerical Analysis · Mathematics 2012-12-14 Federico Benvenuto , Michele Piana

In numerous practical applications, especially in medical image reconstruction, it is often infeasible to obtain a large ensemble of ground-truth/measurement pairs for supervised learning. Therefore, it is imperative to develop unsupervised…

Image and Video Processing · Electrical Eng. & Systems 2021-03-31 Subhadip Mukherjee , Ozan Öktem , Carola-Bibiane Schönlieb

The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…

Statistics Theory · Mathematics 2009-09-29 Moulinath Banerjee

Finite state space hidden Markov models are flexible tools to model phenomena with complex time dependencies: any process distribution can be approximated by a hidden Markov model with enough hidden states.We consider the problem of…

Statistics Theory · Mathematics 2021-02-16 Luc Lehéricy

In unconstrained maximum a posteriori (MAP) and maximum likelihood estimation, the inverse of minus the merit-function Hessian matrix is an approximation of the estimate covariance matrix. In the Bayesian context of MAP estimation, it is…

Methodology · Statistics 2020-03-17 Dimas Abreu Archanjo Dutra

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…

Information Theory · Computer Science 2019-10-02 Hangjin Liu , You , Zhou , Ahmad Beirami , Dror Baron

Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…

Computation · Statistics 2020-06-02 Valentin De Bortoli , Alain Durmus , Marcelo Pereyra , Ana F. Vidal

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…

Information Theory · Computer Science 2007-07-13 Martin J. Wainwright , Tommi S. Jaakkola , Alan S. Willsky

Mixtures of shifted asymmetric Laplace distributions were introduced as a tool for model-based clustering that allowed for the direct parameterization of skewness in addition to location and scale. Following common practices, an…

Methodology · Statistics 2023-03-28 Yuan Fang , Brian C. Franczak , Sanjeena Subedi

We introduce a new class of lower bounds on the log partition function of a Markov random field which makes use of a reversed Jensen's inequality. In particular, our method approximates the intractable distribution using a linear…

Machine Learning · Computer Science 2012-03-19 Qiang Liu , Alexander T. Ihler

Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…

Analysis of PDEs · Mathematics 2019-05-30 Zhaoxiang Li , Zhiliang Deng , Jiguang Sun

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

Methodology · Statistics 2017-05-05 V. Yu. Terebizh

Approximating marginals of a graphical model is one of the fundamental problems in the theory of networks. In a recent paper a method was shown to construct a variational free energy such that the linear response estimates, and maximum…

Disordered Systems and Neural Networks · Physics 2014-05-01 Jack Raymond , Federico Ricci-Tersenghi

While most approaches to the problem of Inverse Reinforcement Learning (IRL) focus on estimating a reward function that best explains an expert agent's policy or demonstrated behavior on a control task, it is often the case that such…

Machine Learning · Computer Science 2020-05-01 Dexter R. R. Scobee , S. Shankar Sastry

Due to the intractable partition function, the exact likelihood function for a Markov random field (MRF), in many situations, can only be approximated. Major approximation approaches include pseudolikelihood and Laplace approximation. In…

Machine Learning · Computer Science 2018-03-28 Jie Liu , Hao Zheng

We propose a self-supervised learning approach for solving the following constrained optimization task in log-linear models or Markov networks. Let $f$ and $g$ be two log-linear models defined over the sets $\mathbf{X}$ and $\mathbf{Y}$ of…

Machine Learning · Computer Science 2024-04-18 Shivvrat Arya , Tahrima Rahman , Vibhav Gogate

In this paper we present a synthesis of the work performed on two inference algorithms: the Pearl's belief propagation (BP) algorithm applied to Bayesian networks without loops (i.e. polytree) and the Loopy belief propagation (LBP)…

Artificial Intelligence · Computer Science 2012-06-06 Amen Ajroud , Mohamed Nazih Omri , Habib Youssef , Salem Benferhat

We study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on a finite time interval. Under suitable regularity…

Statistics Theory · Mathematics 2014-08-25 Debashis Paul , Jie Peng , Prabir Burman