Related papers: Kalman Filtering and Expectation Maximization for …
A Semi-supervised Segmentation Fusion algorithm is proposed using consensus and distributed learning. The aim of Unsupervised Segmentation Fusion (USF) is to achieve a consensus among different segmentation outputs obtained from different…
Modeling the time-varying covariance structures of high-dimensional variables is critical across diverse scientific and industrial applications; however, existing approaches exhibit notable limitations in either modeling flexibility or…
This paper presents a new filter for state-space models based on Bellman's dynamic-programming principle, allowing for nonlinearity, non-Gaussianity and degeneracy in the observation and/or state-transition equations. The resulting Bellman…
Bayesian graphical models are a useful tool for understanding dependence relationships among many variables, particularly in situations with external prior information. In high-dimensional settings, the space of possible graphs becomes…
In this paper, we propose a methodology for extracting molecular tumor biomarkers from hyperspectral imaging (HSI), an emerging technology for intraoperative tissue assessment. To achieve this, we employ spectral unmixing, allowing to…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
We consider the solution of inverse problems in dynamic contrast-enhanced imaging by means of Ensemble Kalman Filters. Our quantity of interest is blood perfusion, i.e. blood flow rates in tissue. While existing approaches to compute blood…
In millimeter-wave (mmWave) systems, beamforming is needed to overcome harsh channel environments. As a promising beamforming solution, lens antenna array (LAA) implementation can provide a cost-effective solution without notable…
Designing optimal Bayes filters for nonlinear non-Gaussian systems is a challenging task. The main difficulties are: 1) representing complex beliefs, 2) handling non-Gaussian noise, and 3) marginalizing past states. To address these…
The unscented Kalman filter (UKF) is a commonly used algorithm capable of estimating the states of nonlinear dynamic systems. It carefully chooses a set of sample points, called sigma points that capture the nonlinear system states…
This paper presents a semi-supervised hyperspectral unmixing solution that integrate the spatial information in the abundance estimation procedure. The proposed method is applied on a nonlinear model based on polynomial postnonlinear mixing…
Extracting reference spectra, or endmembers (EMs) from a given multi- or hyperspectral image, as well as estimating the size of the EM set, plays an important role in multispectral image processing. In this paper, we present…
One of the challenges in hyperspectral data analysis is the presence of mixed pixels. Mixed pixels are the result of low spatial resolution of hyperspectral sensors. Spectral unmixing methods decompose a mixed pixel into a set of endmembers…
Hyperspectral unmixing, the process of estimating a common set of spectral bases and their corresponding composite percentages at each pixel, is an important task for hyperspectral analysis, visualization and understanding. From an…
In this paper, a new framework, named as graphical state space model, is proposed for the real time optimal estimation of a class of nonlinear state space model. By discretizing this kind of system model as an equation which can not be…
Hyperspectral unmixing aims at identifying a set of elementary spectra and the corresponding mixture coefficients for each pixel of an image. As the elementary spectra correspond to the reflectance spectra of real materials, they are often…
We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be…
This work introduces the Supervised Expectation-Maximization Framework (SEMF), a versatile and model-agnostic approach for generating prediction intervals with any ML model. SEMF extends the Expectation-Maximization algorithm, traditionally…
Ensemble filters implement sequential Bayesian estimation by representing the probability distribution by an ensemble mean and covariance. Unbiased square root ensemble filters use deterministic algorithms to produce an analysis (posterior)…
This paper introduces a new invariant extended Kalman filter design that produces real-time state estimates and rapid error convergence for the estimation of the human body movement even in the presence of sensor misalignment and initial…