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Expectation maximization (EM) is the default algorithm for fitting probabilistic models with missing or latent variables, yet we lack a full understanding of its non-asymptotic convergence properties. Previous works show results along the…

Machine Learning · Computer Science 2022-03-01 Frederik Kunstner , Raunak Kumar , Mark Schmidt

We introduce an unsupervised deep manifold learning algorithm for motion-compensated dynamic MRI. We assume that the motion fields in a free-breathing lung MRI dataset live on a manifold. The motion field at each time instant is modeled as…

Image and Video Processing · Electrical Eng. & Systems 2021-11-23 Qing Zou , Luis A. Torres , Sean B. Fain , Mathews Jacob

Latent variable models are a fundamental modeling tool in machine learning applications, but they present significant computational and analytical challenges. The popular EM algorithm and its variants, is a much used algorithmic tool; yet…

Machine Learning · Computer Science 2015-12-08 Xinyang Yi , Constantine Caramanis

Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…

Computation · Statistics 2023-04-11 Nicholas C. Henderson , Zhongzhe Ouyang

The problem of mobile position estimation in multipath scenarios is addressed. A low-complexity, fully-adaptive algorithm is proposed, based on the pseudo maximum likelihood approach. The processing is done exclusively on-board at the…

Signal Processing · Electrical Eng. & Systems 2019-02-12 Alessio Fascista , Angelo Coluccia , Giuseppe Ricci

In this paper we consider functional data with heterogeneity in time and in population. We propose a mixture model with segmentation of time to represent this heterogeneity while keeping the functional structure. Maximum likelihood…

Methodology · Statistics 2024-07-24 Vincent Brault , Émilie Devijver , Charlotte Laclau

Image corruption by motion artifacts is an ingrained problem in Magnetic Resonance Imaging (MRI). In this work, we propose a neural network-based regularization term to enhance Autofocusing, a classic optimization-based method to remove…

Image and Video Processing · Electrical Eng. & Systems 2022-11-15 Ekaterina Kuzmina , Artem Razumov , Oleg Y. Rogov , Elfar Adalsteinsson , Jacob White , Dmitry V. Dylov

We study the multi-reference alignment (MRA) problem of recovering a signal from noisy observations acted on by unknown random circular shifts. While the information-theoretic limits of MRA are well characterized in many settings, the…

Signal Processing · Electrical Eng. & Systems 2026-02-12 Amnon Balanov , Wasim Huleihel , Tamir Bendory

The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…

Data Analysis, Statistics and Probability · Physics 2009-11-13 D. Kleinhans , R. Friedrich

We derive an asymptotic expansion for the log likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for…

Statistics Theory · Mathematics 2020-06-30 Anya Katsevich , Afonso Bandeira

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Gérard Govaert , Patrice Aknin

In this paper, we propose an end-to-end learning framework for event-based motion deblurring in a self-supervised manner, where real-world events are exploited to alleviate the performance degradation caused by data inconsistency. To…

Computer Vision and Pattern Recognition · Computer Science 2021-09-29 Fang Xu , Lei Yu , Bishan Wang , Wen Yang , Gui-Song Xia , Xu Jia , Zhendong Qiao , Jianzhuang Liu

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

Systems and Control · Computer Science 2018-07-27 Chiara Ravazzi , Nelson P. K. Chan , Paolo Frasca

To avoid specification of the error distribution in a regression model, we propose a general nonparametric scale mixture model for the error distribution. For fitting such mixtures, the predictive recursion method is a simple and…

Methodology · Statistics 2015-09-03 Ryan Martin , Zhen Han

We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time-points). A random response y is…

Methodology · Statistics 2019-08-21 Jocelyn Chauvet , Catherine Trottier , Xavier Bry

We study the convergence rates of the EM algorithm for learning two-component mixed linear regression under all regimes of signal-to-noise ratio (SNR). We resolve a long-standing question that many recent results have attempted to tackle:…

Machine Learning · Statistics 2021-02-08 Jeongyeol Kwon , Nhat Ho , Constantine Caramanis

The estimation of missing input vector elements in real time processing applications requires a system that possesses the knowledge of certain characteristics such as correlations between variables, which are inherent in the input space.…

Applications · Statistics 2007-05-23 Fulufhelo V. Nelwamondo , Shakir Mohamed , Tshilidzi Marwala

We propose a class of convex relaxations to solve the sensor network localization problem, based on a maximum likelihood (ML) formulation. This class, as well as the tightness of the relaxations, depends on the noise probability density…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Geert Leus

A useful approach to the mathematical analysis of large-scale biological networks is based upon their decompositions into monotone dynamical systems. This paper deals with two computational problems associated to finding decompositions…

Molecular Networks · Quantitative Biology 2007-05-23 Bhaskar DasGupta , German Andres Enciso , Eduardo Sontag , Yi Zhang

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

Methodology · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle , Eric Moulines
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