Related papers: Kalman Filtering and Expectation Maximization for …
In the process of reproducing the state dynamics of parameter dependent distributed systems, data from physical measurements can be incorporated into the mathematical model to reduce the parameter uncertainty and, consequently, improve the…
In this paper, we develop {finite-time horizon} causal filters using the nonanticipative rate distortion theory. We apply the {developed} theory to {design optimal filters for} time-varying multidimensional Gauss-Markov processes, subject…
Hyperspectral unmixing (HU) has become an important technique in exploiting hyperspectral data since it decomposes a mixed pixel into a collection of endmembers weighted by fractional abundances. The endmembers of a hyperspectral image…
Nanomechanical resonant sensors are used in mass spectrometry via detection of resonance frequency jumps. There is a fundamental trade-off between detection speed and accuracy. Temporal and size resolution are limited by the resonator…
Through spectral unmixing, hyperspectral imaging (HSI) in fluorescence-guided brain tumor surgery has enabled detection and classification of tumor regions invisible to the human eye. Prior unmixing work has focused on determining a minimal…
The problem of sequentially maximizing the expectation of a function seeks to maximize the expected value of a function of interest without having direct control on its features. Instead, the distribution of such features depends on a given…
Hyperspectral unmixing (HSU) aims to separate each pixel into its constituent endmembers and estimate their corresponding abundance fractions. This work presents an algorithm-unrolling-based network for the HSU task, named the 3D…
We formulate approximate Bayesian inference in non-conjugate temporal and spatio-temporal Gaussian process models as a simple parameter update rule applied during Kalman smoothing. This viewpoint encompasses most inference schemes,…
Permutation synchronization is an important problem in computer science that constitutes the key step of many computer vision tasks. The goal is to recover $n$ latent permutations from their noisy and incomplete pairwise measurements. In…
Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…
Large-scale dynamic inverse problems are often ill-posed due to model complexity and the high dimensionality of the unknown parameters. Regularization is commonly employed to mitigate ill-posedness by incorporating prior information and…
We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are proposed that sample from an approximate posterior and prove…
Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…
The Ensemble Kalman Filter method can be used as an iterative particle numerical scheme for state dynamics estimation and control--to--observable identification problems. In applications it may be required to enforce the solution to satisfy…
The ensemble Kalman filter (EnKF) is a popular technique for performing inference in state-space models (SSMs), particularly when the dynamic process is high-dimensional. Unlike reweighting methods such as sequential Monte Carlo (SMC, i.e.…
This paper studies the distributed state estimation problem for a class of discrete-time stochastic systems with nonlinear uncertain dynamics over time-varying topologies of sensor networks. An extended state vector consisting of the…
Multitemporal hyperspectral unmixing can capture dynamical evolution of materials. Despite its capability, current methods emphasize variability of endmembers while neglecting dynamics of abundances, which motivates our adoption of neural…
In this paper, we present a novel optimization algorithm designed specifically for estimating state-space models to deal with heavy-tailed measurement noise and constraints. Our algorithm addresses two significant limitations found in…
Unmixing reveals the spatial distribution and spectral details of different constituents, called endmembers, in a hyperspectral image. Because unmixing has limited ground truth requirements, can accommodate mixed pixels, and is closely tied…
Expectation-Maximization (EM) is a prominent approach for parameter estimation of hidden (aka latent) variable models. Given the full batch of data, EM forms an upper-bound of the negative log-likelihood of the model at each iteration and…