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The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…

Computation · Statistics 2018-08-14 Nicholas C. Henderson , Ravi Varadhan

We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…

Optimization and Control · Mathematics 2024-10-07 Aleksandr Beznosikov , Darina Dvinskikh , Dmitry Bylinkin , Andrei Semenov , Alexander Gasnikov

The performance of MMSE Iterative Equalization based on MAP-SBVP and COD-MAP algorithms (for generating extrinsic information) are compared for fading and non-fading communication channels employing serial concatenated convolution codes.…

Information Theory · Computer Science 2015-03-19 Aravindh Krishnamoorthy , Leela Srikar Muppirisetty , Ravi Jandial

Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t-distributed measurement noise are proposed. The algorithms use a variational Bayes based posterior approximation with coupled location and skewness…

Systems and Control · Computer Science 2018-11-28 Henri Nurminen , Tohid Ardeshiri , Robert Piché , Fredrik Gustafsson

We design iterative receiver schemes for a generic wireless communication system by treating channel estimation and information decoding as an inference problem in graphical models. We introduce a recently proposed inference framework that…

The decoding of Low-Density Parity-Check codes by the Belief Propagation (BP) algorithm is revisited. We check the iterative algorithm for its convergence to a codeword (termination), we run Monte Carlo simulations to find the probability…

Information Theory · Computer Science 2007-07-13 M. G. Stepanov , M. Chertkov

Smoothers are algorithms for Bayesian time series re-analysis. Most operational smoothers rely either on affine Kalman-type transformations or on sequential importance sampling. These strategies occupy opposite ends of a spectrum that…

Methodology · Statistics 2023-11-23 Maximilian Ramgraber , Ricardo Baptista , Dennis McLaughlin , Youssef Marzouk

An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…

Optimization and Control · Mathematics 2016-11-02 Huikang Liu , Man-Chung Yue , Anthony Man-Cho So

The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step…

Statistics Theory · Mathematics 2022-05-03 Thomas Lartigue , Stanley Durrleman , Stéphanie Allassonnière

The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of…

Machine Learning · Statistics 2022-05-24 Tongzheng Ren , Fuheng Cui , Sujay Sanghavi , Nhat Ho

The Equi-Energy Sampler (EES) introduced by Kou et al [2006] is based on a population of chains which are updated by local moves and global moves, also called equi-energy jumps. The state space is partitioned into energy rings, and the…

Methodology · Statistics 2012-03-05 Meili Baragatti , Agnès Grimaud , Denys Pommeret

Channel interpolation is an essential technique for providing high-accuracy estimation of the channel state information (CSI) for wireless systems design where the frequency-space structural correlations of multi-antenna channel are…

Signal Processing · Electrical Eng. & Systems 2019-05-21 Han Zhang , Bo Ai , Wenjun Xu , Li Xu , Shuguang Cui

Electropolishing (EP) of 1.3 GHz niobium superconducting RF cavities is conducted to achieve a desired smooth and contaminant-free surface that yields good RF performance. Achieving a smooth surface of a large-sized elliptical cavity with…

We study estimation of large Dynamic Factor models implemented through the Expectation Maximization (EM) algorithm, jointly with the Kalman smoother. We prove that as both the cross-sectional dimension, $n$, and the sample size, $T$,…

Statistics Theory · Mathematics 2024-09-26 Matteo Barigozzi , Matteo Luciani

Algorithms for signal recovery in compressed sensing (CS) are often improved by stabilization techniques, such as damping, or the less widely known so-called fractional approach, which is based on the expectation propagation (EP) framework.…

Information Theory · Computer Science 2021-10-01 Carmen Sippel , Robert F. H. Fischer

Belief Propagation (BP) is a message-passing algorithm for approximate inference over Probabilistic Graphical Models (PGMs), finding many applications such as computer vision, error-correcting codes, and protein-folding. While general, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-26 Mark Van der Merwe , Vinu Joseph , Ganesh Gopalakrishnan

Large-scale MIMO systems can yield a substantial improvement in spectral efficiency for future communication systems. Due to the finer spatial resolution achieved by a huge number of antennas at the base stations, these systems have shown…

Information Theory · Computer Science 2014-10-15 Abla Kammoun , Axel Müller , Emil Björnson , Mérouane Debbah

This paper proposes a turbo equalizer for intersymbol interference channels (ISI) that uses coarsely quantized messages across all receiver components. Lookup tables (LUTs) carry out compression operations designed with the information…

Information Theory · Computer Science 2024-09-16 Philipp Mohr , Jasper Brüggmann , Gerhard Bauch

For image recovery problems, plug-and-play (PnP) methods have been developed that replace the proximal step in an optimization algorithm with a call to an application-specific denoiser, often implemented using a deep neural network.…

Information Theory · Computer Science 2022-02-14 Saurav K Shastri , Rizwan Ahmad , Christopher A Metzler , Philip Schniter

This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the data by explicitly modelling the time evolution of the factors. We study estimation of the model parameters based on the…

Methodology · Statistics 2026-01-08 Matteo Barigozzi , Luca Trapin
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