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In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…

Computation · Statistics 2021-04-08 Richard J Clancy , Stephen Becker

Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…

Information Theory · Computer Science 2012-11-13 T. Tony Cai , Yihong Wu

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…

Optimization and Control · Mathematics 2022-10-12 Pierre-Cyril Aubin-Frankowski , Anna Korba , Flavien Léger

Medical machine learning algorithms are typically evaluated based on accuracy vs. a clinician-defined ground truth, a reasonable initial choice since trained clinicians are usually better classifiers than ML models. However, this metric…

Machine Learning · Computer Science 2024-05-21 Charles B. Delahunt , Courosh Mehanian , Matthew P. Horning

Particle beam microscopy (PBM) performs nanoscale imaging by pixelwise capture of scalar values representing noisy measurements of the response from secondary electrons (SEs) integrated over a dwell time. Extended to metrology, goals…

Data Analysis, Statistics and Probability · Physics 2023-08-15 Akshay Agarwal , Minxu Peng , Vivek K. Goyal

We consider the problem of detecting a `bump' in the intensity of a Poisson process or in a density. We analyze two types of likelihood ratio based statistics which allow for exact finite sample inference and asymptotically optimal…

Methodology · Statistics 2014-02-26 Camilo Rivera , Guenther Walther

An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

We consider here the identification of change-points on large-scale data streams. The objective is to find the most efficient way of combining information across data stream so that detection is possible under the smallest detectable change…

Statistics Theory · Mathematics 2022-03-29 Shouri Hu , Jingyan Huang , Hao Chen , Hock Peng Chan

We study the rate of decay of the probability of error for distinguishing between a sparse signal with noise, modeled as a sparse mixture, from pure noise. This problem has many applications in signal processing, evolutionary biology,…

Information Theory · Computer Science 2016-12-28 Jonathan G. Ligo , George V. Moustakides , Venugopal V. Veeravalli

We consider a semiparametric mixture of two univariate density functions where one of them is known while the weight and the other function are unknown. Such mixtures have a history of application to the problem of detecting differentially…

Statistics Theory · Mathematics 2017-08-01 Zhou Shen , Michael Levine , Zuofeng Shang

We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise,…

Numerical Analysis · Mathematics 2018-08-03 Minwoo Chae , Stephen G. Walker

In this paper, we address the identification problem for the systems characterized by linear time-invariant dynamics with bilinear observation models. More precisely, we consider a suitable parametric description of the system and formulate…

Systems and Control · Electrical Eng. & Systems 2025-02-24 Diyou Liu , Mohammad Khosravi

We develop a method for sparse image reconstruction from polychromatic computed tomography (CT) measurements under the blind scenario where the material of the inspected object and the incident-energy spectrum are unknown. We obtain a…

Methodology · Statistics 2016-05-17 Renliang Gu , Aleksandar Dogandžić

The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

Though very popular, it is well known that the EM for GMM algorithm suffers from non-Gaussian distribution shapes, outliers and high-dimensionality. In this paper, we design a new robust clustering algorithm that can efficiently deal with…

Machine Learning · Statistics 2020-10-06 Violeta Roizman , Matthieu Jonckheere , Frédéric Pascal

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

We provide a general theory of the expectation-maximization (EM) algorithm for inferring high dimensional latent variable models. In particular, we make two contributions: (i) For parameter estimation, we propose a novel high dimensional EM…

Machine Learning · Statistics 2015-01-28 Zhaoran Wang , Quanquan Gu , Yang Ning , Han Liu

The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…

Methodology · Statistics 2025-09-25 Daniel A. Griffith

Using diffusion models to solve inverse problems is a growing field of research. Current methods assume the degradation to be known and provide impressive results in terms of restoration quality and diversity. In this work, we leverage the…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Charles Laroche , Andrés Almansa , Eva Coupete