Related papers: The ML-EM algorithm in continuum: sparse measure s…
We study Bayesian inverse problems with mixed noise, modeled as a combination of additive and multiplicative Gaussian components. While traditional inference methods often assume fixed or known noise characteristics, real-world…
We introduce the spiked mixture model (SMM) to address the problem of estimating a set of signals from many randomly scaled and noisy observations. Subsequently, we design a novel expectation-maximization (EM) algorithm to recover all…
We develop a general framework for proving rigorous guarantees on the performance of the EM algorithm and a variant known as gradient EM. Our analysis is divided into two parts: a treatment of these algorithms at the population level (in…
A recent trend of research on direction-of-arrival (DOA) estimation is to localize more uncorrelated sources than sensors by using a proper sparse linear array (SLA) and the Toeplitz covariance structure, at a cost of robustness to source…
In this paper we initiate the study of whether or not sparse estimation tasks can be performed efficiently in high dimensions, in the robust setting where an $\eps$-fraction of samples are corrupted adversarially. We study the natural…
The electron-boson spectral density (or glue) function can be obtained from measured optical scattering rate by solving a generalized Allen formula, which relates the two quantities with an integral equation and is an inversion problem.…
As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…
The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…
We consider the inverse problem of estimating an unknown function $u$ from noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$ applied to $u$. We adopt a Bayesian approach to the problem and work in a setting where the…
Cryo-electron microscopy (Cryo-EM) enables high-resolution imaging of biomolecules, but structural heterogeneity remains a major challenge in 3D reconstruction. Traditional methods assume a discrete set of conformations, limiting their…
Motivated by indirect measurements and applications from nanometrology with a mixed noise model, we develop a novel algorithm for jointly estimating the posterior and the noise parameters in Bayesian inverse problems. We propose to solve…
A classical problem in digital communications is to evaluate the symbol error probability (SEP) and bit error probability (BEP) of a multidimensional constellation over an additive white Gaussian noise channel. In this paper, we revisit…
Single Molecule Localization Microscopy (SMLM) enables the acquisition of high-resolution images by alternating between activation of a sparse subset of fluorescent molecules present in a sample and localization. In this work, the…
Maximum likelihood estimation is one of the most used methods in quantum state tomography, where the aim is to reconstruct the density matrix of a physical system from measurement results. One strategy to deal with positivity and unit trace…
We consider parameter estimation in finite hidden state space Markov models with time-dependent inhomogeneous noise, where the inhomogeneity vanishes sufficiently fast. Based on the concept of asymptotic mean stationary processes we prove…
The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…
We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…
Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods are often fast, they usually struggle with not-so-well…
This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE) is consistent and asymptotically normally distributed. We…
Lagrangian particle tracking is essential for characterizing turbulent flows, but inferring particle acceleration from inherently noisy position data remains a significant challenge. Fluid particles in turbulence experience extreme,…