Related papers: Kalman Filtering and Expectation Maximization for …

Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present…

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Spectral unmixing is an important task in hyperspectral image processing for separating the mixed spectral data pertaining to various materials observed individual pixels. Recently, nonlinear spectral unmixing has received particular…

Opportunistic scheduling and beamforming schemes are proposed for multiuser MIMO-SDMA downlink systems with linear combining in this work. Signals received from all antennas of each mobile terminal (MT) are linearly combined to improve the…

Spectral variability significantly impacts the accuracy and convergence of hyperspectral unmixing algorithms. Many methods address complex spectral variability; yet large-scale distortions to the scale of the observed pixel signatures due…

Semiparametric forecasting and filtering are introduced as a method of addressing model errors arising from unresolved physical phenomena. While traditional parametric models are able to learn high-dimensional systems from small data sets,…

Hidden semi-Markov models (HSMMs) are latent variable models which allow latent state persistence and can be viewed as a generalization of the popular hidden Markov models (HMMs). In this paper, we introduce a novel spectral algorithm to…

Based on the recently developed theory of Unscented Kalman Inversion in computational mathematics, we proposed a Bayesian joint inversion framework, i.e., Multi-task Unscented Kalman Inversion (MTUKI), and apply it to the joint inversion of…

The problem of Bayesian filtering and smoothing in nonlinear models with additive noise is an active area of research. Classical Taylor series as well as more recent sigma-point based methods are two well-known strategies to deal with these…

This technical report presents a variational Bayes algorithm for semisupervised hyperspectral image unmixing. The presented Bayesian model employs a heavy tailed, nonnegatively truncated Laplace prior over the abundance coefficients. This…

For multi-target tracking, target representation plays a crucial rule in performance. State-of-the-art approaches rely on the deep learning-based visual representation that gives an optimal performance at the cost of high computational…

In many wireless communication applications, it is desirable to transmit the same data to multiple user equipments (UEs). Physical layer multicasting presents an efficient transmission topology to exploit the beamforming capabilities at the…

Universal filtered multi-carrier (UFMC) systems offer a flexibility of filtering arbitrary number of subcarriers to suppress out of band (OoB) emission, while keeping the orthogonality between subbands and subcarriers within one subband.…

In this work we address the Multiscale Spectral Generalized Finite Element Method (MS-GFEM) developed in [I. Babu\v{s}ka and R. Lipton, Multiscale Modeling and Simulation 9 (2011), pp. 373--406]. We outline the numerical implementation of…

We design and analyse the performance of a multilevel ensemble Kalman filter method (MLEnKF) for filtering settings where the underlying state-space model is an infinite-dimensional spatio-temporal process. We consider underlying models…

The stochastic blockmodel (SBM) models the connectivity within and between disjoint subsets of nodes in networks. Prior work demonstrated that the rows of an SBM's adjacency spectral embedding (ASE) and Laplacian spectral embedding (LSE)…

In this study, we propose a novel framework for hyperspectral unmixing by using an improved deep spectral convolution network (DSCN++) combined with endmember uncertainty. DSCN++ is used to compute high-level representations which are…

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…

Multispectral unmixing (MU) is critical due to the inevitable mixed pixel phenomenon caused by the limited spatial resolution of typical multispectral images in remote sensing. However, MU mathematically corresponds to the underdetermined…

Normal priors with unknown variance (NUV) have long been known to promote sparsity and to blend well with parameter learning by expectation maximization (EM). In this paper, we advocate this approach for linear state space models for…