Related papers: Parameter Estimation in Gaussian Mixture Models wi…
The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…
Given data drawn from a mixture of multivariate Gaussians, a basic problem is to accurately estimate the mixture parameters. We give an algorithm for this problem that has a running time, and data requirement polynomial in the dimension and…
In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians…
This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…
Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…
Multivariate Gaussian is often used as a first approximation to the distribution of high-dimensional data. Determining the parameters of this distribution under various constraints is a widely studied problem in statistics, and is often…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…
In many scenarios, the communication system suffers from both Gaussian white noise and non-Gaussian impulsive noise. In order to design optimal signal detection method, it is necessary to estimate the parameters of mixed Gaussian-impulsive…
We give a polynomial-time algorithm for the problem of robustly estimating a mixture of $k$ arbitrary Gaussians in $\mathbb{R}^d$, for any fixed $k$, in the presence of a constant fraction of arbitrary corruptions. This resolves the main…
In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…
This paper deals with the parametric inference for integrated signals embedded in an additive Gaussian noise and observed at deterministic discrete instants which are not necessarily equidistant. The unknown parameter is multidimensional…
Image noise can often be accurately fitted to a Poisson-Gaussian distribution. However, estimating the distribution parameters from a noisy image only is a challenging task. Here, we study the case when paired noisy and noise-free samples…
Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…
This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…
Mixtures of Gaussian (or normal) distributions arise in a variety of application areas. Many heuristics have been proposed for the task of finding the component Gaussians given samples from the mixture, such as the EM algorithm, a…
We consider the estimation of a sparse parameter vector from measurements corrupted by white Gaussian noise. Our focus is on unbiased estimation as a setting under which the difficulty of the problem can be quantified analytically. We show…
Many quantum algorithms contain an important subroutine, the quantum amplitude estimation. As the name implies, this is essentially the parameter estimation problem and thus can be handled via the established statistical estimation theory.…
We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…
We consider the problem of estimating an input signal from noisy measurements in both parallel scalar Gaussian channels and linear mixing systems. The performance of the estimation process is quantified by the $\ell_\infty$ norm error…