Related papers: Parameter Estimation in Gaussian Mixture Models wi…
We consider estimation of a deterministic unknown parameter vector in a linear model with non-Gaussian noise. In the Gaussian case, dimensionality reduction via a linear matched filter provides a simple low dimensional sufficient statistic…
Clustering and estimating cluster means are core problems in statistics and machine learning, with k-means and Expectation Maximization (EM) being two widely used algorithms. In this work, we provide a theoretical explanation for the…
In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…
A new image denoising algorithm to deal with the additive Gaussian white noise model is given. Like the non-local means method, the filter is based on the weighted average of the observations in a neighborhood, with weights depending on the…
A distributed inference scheme which uses bounded transmission functions over a Gaussian multiple access channel is considered. When the sensor measurements are decreasingly reliable as a function of the sensor index, the conditions on the…
Bayesian hierarchical Poisson models are an essential tool for analyzing count data. However, designing efficient algorithms to sample from the posterior distribution of the target parameters remains a challenging task for this class of…
Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…
This paper addresses the problem of separating spectral sources which are linearly mixed with unknown proportions. The main difficulty of the problem is to ensure the full additivity (sum-to-one) of the mixing coefficients and…
Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…
In this paper, we study convergence properties of the gradient Expectation-Maximization algorithm \cite{lange1995gradient} for Gaussian Mixture Models for general number of clusters and mixing coefficients. We derive the convergence rate…
This work focuses on optimizing the hybrid quantum noise model to improve the capacity of Gaussian quantum channels using Machine Learning (ML) generated clusters. The work specifically leverages Gaussian Mixture Model (GMM) and the…
We present an efficient algorithm to compute tight upper bounds of collision probability between two objects with positional uncertainties, whose error distributions are represented with non-Gaussian forms. Our approach can handle noisy…
We provide an algorithm for properly learning mixtures of two single-dimensional Gaussians without any separability assumptions. Given $\tilde{O}(1/\varepsilon^2)$ samples from an unknown mixture, our algorithm outputs a mixture that is…
Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…
This paper derives fundamental limits on the performance of compressive classification when the source is a mixture of Gaussians. It provides an asymptotic analysis of a Bhattacharya based upper bound on the misclassification probability…
We consider a two-component mixture model with one known component. We develop methods for estimating the mixing proportion and the unknown distribution nonparametrically, given i.i.d.~data from the mixture model, using ideas from shape…
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…
We describe a Bayesian framework for estimating the time-domain noise covariance of CMB observations, typically parametrized in terms of a 1/f frequency profile. This framework is based on the Gibbs sampling algorithm, which allows for…
A typical problem in the detection of the gravitational waves in the data of gravitational antennas is the non-stationarity of the Gaussian noise (and so the varying sensitivity) and the presence of big impulsive disturbances. In such…
In this work, we propose two methods that utilize data symbols in addition to pilot symbols for improved channel estimation quality in a multi-user system, so-called semi-blind channel estimation. To this end, a subspace is estimated based…