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Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…

Probability · Mathematics 2014-09-09 Andrew Papanicolaou , Konstantinos Spiliopoulos

We introduce an optimization model for maximum likelihood-type estimation (M-estimation) that generalizes a large class of existing statistical models, including Huber's concomitant M-estimator, Owen's Huber/Berhu concomitant estimator, the…

Statistics Theory · Mathematics 2018-10-09 Patrick L. Combettes , Christian L. Müller

The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…

Methodology · Statistics 2009-02-23 Simone A. Padoan , Mathieu Ribatet , Scott A. Sisson

The interpretation of cosmological observables requires the use of increasingly sophisticated theoretical models. Since these models are becoming computationally very expensive and display non-trivial uncertainties, the use of standard…

Cosmology and Nongalactic Astrophysics · Physics 2020-10-14 Marcos Pellejero-Ibañez , Raul E. Angulo , Giovanni Aricó , Matteo Zennaro , Sergio Contreras , Jens Stücker

In this paper, we present a novel approach to the estimation of strongly varying backgrounds in astronomical images by means of small objects removal and subsequent missing pixels interpolation. The method is based on the analysis of a…

Instrumentation and Methods for Astrophysics · Physics 2016-08-10 Adam Popowicz , Bogdan Smolka

We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair of time-domain waveforms with known…

Data Analysis, Statistics and Probability · Physics 2023-04-18 Laleh Mohtashemi , Paul Westlund , Derek G. Sahota , Graham B. Lea , Ian Bushfield , Payam Mousavi , J. Steven Dodge

Image segmentation algorithms often depend on appearance models that characterize the distribution of pixel values in different image regions. We describe a new approach for estimating appearance models directly from an image, without…

Computer Vision and Pattern Recognition · Computer Science 2021-09-16 Jeova F. S. Rocha Neto , Pedro Felzenszwalb , Marilyn Vazquez

We propose a framework of principal manifolds to model high-dimensional data. This framework is based on Sobolev spaces and designed to model data of any intrinsic dimension. It includes principal component analysis and principal curve…

Methodology · Statistics 2021-03-30 Kun Meng , Ani Eloyan

This paper introduces a class of mixed-effects models for joint modeling of spatially correlated intensity variation and warping variation in 2D images. Spatially correlated intensity variation and warp variation are modeled as random…

Computer Vision and Pattern Recognition · Computer Science 2023-01-23 Line Kühnel , Stefan Sommer , Akshay Pai , Lars Lau Raket

Omni-directional images have been used in wide range of applications. For the applications, it would be useful to estimate saliency maps representing probability distributions of gazing points with a head-mounted display, to detect…

Computer Vision and Pattern Recognition · Computer Science 2023-09-18 Takao Yamanaka , Tatsuya Suzuki , Taiki Nobutsune , Chenjunlin Wu

The problem of estimating the number of sources and their angles of arrival from a single antenna array observation has been an active area of research in the signal processing community for the last few decades. When the number of sources…

Signal Processing · Electrical Eng. & Systems 2019-02-19 Oded Bialer , Noa Garnett , Tom Tirer

A maximum likelihood methodology for a general class of models is presented, using an approximate Bayesian computation (ABC) approach. The typical target of ABC methods are models with intractable likelihoods, and we combine an ABC-MCMC…

Methodology · Statistics 2016-08-16 Umberto Picchini , Rachele Anderson

We present alphaPDE, a new multivariate analysis technique for parameter estimation. The method is based on a direct construction of joint probability densities of known variables and the parameters to be estimated. We show how posterior…

Data Analysis, Statistics and Probability · Physics 2009-11-07 B. Knuteson , H. Miettinen , L. Holmstrom

In this report, we applied expectation and maximization (EM) method described by Philips et al [1] to recover two-dimensional (2D) structure from multiple sparse signal images in random orientation. The detailed derivation of EM algorithm…

Data Analysis, Statistics and Probability · Physics 2017-01-12 Yun Zhao

Straightforward methods for adapting the familiar chi^2 statistic to histograms of discrete events and other Poisson distributed data generally yield biased estimates of the parameters of a model. The bias can be important even when the…

Data Analysis, Statistics and Probability · Physics 2014-03-12 Joseph W. Fowler

We consider the problem of fusing an arbitrary number of multiband, i.e., panchromatic, multispectral, or hyperspectral, images belonging to the same scene. We use the well-known forward observation and linear mixture models with Gaussian…

Computer Vision and Pattern Recognition · Computer Science 2018-07-19 Reza Arablouei

Likelihood based-learning of graphical models faces challenges of computational-complexity and robustness to model mis-specification. This paper studies methods that fit parameters directly to maximize a measure of the accuracy of predicted…

Machine Learning · Computer Science 2014-07-04 Justin Domke

Variational regularization of ill-posed inverse problems is based on minimizing the sum of a data fidelity term and a regularization term. The balance between them is tuned using a positive regularization parameter, whose automatic choice…

Numerical Analysis · Mathematics 2025-11-12 Markus Juvonen , Bjørn Jensen , Ilmari Pohjola , Yiqiu Dong , Samuli Siltanen

The existing approaches to intrinsic dimension estimation usually are not reliable when the data are nonlinearly embedded in the high dimensional space. In this work, we show that the explicit accounting to geometric properties of unknown…

Machine Learning · Statistics 2019-04-15 Marina Gomtsyan , Nikita Mokrov , Maxim Panov , Yury Yanovich

We present a maximum likelihood method for fitting two-dimensional model distributions to stellar data in colour-magnitude space. This allows one to include (for example) binary stars in an isochronal population. The method also allows one…

Astrophysics · Physics 2009-11-11 Tim Naylor , Rob Jeffries