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We consider the problem of retrieving the aerosol extinction coefficient from Raman lidar measurements. This is an ill--posed inverse problem that needs regularization, and we propose to use the Expectation--Maximization (EM) algorithm to…

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…

Computation · Statistics 2018-05-14 Chanseok Park

Given 2D point correspondences between an image pair, inferring the camera motion is a fundamental issue in the computer vision community. The existing works generally set out from the epipolar constraint and estimate the essential matrix,…

Computer Vision and Pattern Recognition · Computer Science 2025-08-21 Guangyang Zeng , Qingcheng Zeng , Xinghan Li , Biqiang Mu , Jiming Chen , Ling Shi , Junfeng Wu

We propose a new and computationally efficient algorithm for maximizing the observed log-likelihood for a multivariate normal data matrix with missing values. We show that our procedure based on iteratively regressing the missing on the…

Methodology · Statistics 2012-11-21 Nicolas Städler , Daniel J. Stekhoven , Peter Bühlmann

Mixture of autoregressions (MoAR) models provide a model-based approach to the clustering of time series data. The maximum likelihood (ML) estimation of MoAR models requires the evaluation of products of large numbers of densities of normal…

Computation · Statistics 2016-10-19 Hien D Nguyen , Geoffrey J McLachlan , Pierre Orban , Pierre Bellec , Andrew L Janke

Positron Emission Particle Tracking (PEPT) is an imaging method for the visualization of fluid motion, capable of reconstructing three-dimensional trajectories of small tracer particles suspended in nearly any medium, including fluids that…

Instrumentation and Detectors · Physics 2023-03-20 Avshalom Offner , Sam Manger , Jacques Vanneste

Model error covariances play a central role in the performance of data assimilation methods applied to nonlinear state-space models. However, these covariances are largely unknown in most of the applications. A misspecification of the model…

Computation · Statistics 2019-11-06 María Magdalena Lucini , Peter Jan van Leeuwen , Manuel Pulido

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

In this paper, we address the classical problem of maximum-likelihood (ML) detection of data in the presence of random phase noise. We consider a system, where the random phase noise affecting the received signal is first compensated by a…

Information Theory · Computer Science 2016-11-15 Rajet Krishnan , M. Reza Khanzadi , Thomas Eriksson , Tommy Svensson

Event reconstruction is a central step in many particle physics experiments, turning detector observables into parameter estimates; for example estimating the energy of an interaction given the sensor readout of a detector. A corresponding…

High Energy Physics - Experiment · Physics 2023-01-11 Philipp Eller , Aaron Fienberg , Jan Weldert , Garrett Wendel , Sebastian Böser , D. F. Cowen

Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…

Statistics Theory · Mathematics 2016-08-30 Ji Xu , Daniel Hsu , Arian Maleki

This paper proposes a probabilistic motion prediction method for long motions. The motion is predicted so that it accomplishes a task from the initial state observed in the given image. While our method evaluates the task achievability by…

Computer Vision and Pattern Recognition · Computer Science 2024-03-08 Takeru Oba , Norimichi Ukita

In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…

Optimization and Control · Mathematics 2018-10-05 Orlando Romero , Sarthak Chatterjee , Sérgio Pequito

The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…

Computation · Statistics 2018-08-14 Nicholas C. Henderson , Ravi Varadhan

This paper presents a fast computational method, the Expectation Maximization algorithm, for Maximum Likelihood (ML) estimation in diffusion tensor imaging under the Rice noise model. We further extend the ML framework to the maximum a…

Computation · Statistics 2015-01-09 Jia Liu , Dario Gasbarra , Juha Railavo

In this report, we applied expectation and maximization (EM) method described by Philips et al [1] to recover two-dimensional (2D) structure from multiple sparse signal images in random orientation. The detailed derivation of EM algorithm…

Data Analysis, Statistics and Probability · Physics 2017-01-12 Yun Zhao

A hidden Markov model with trends is a hidden Markov model whose emission distributions are translated by a trend that depends on the current hidden state and on the current time. Contrary to standard hidden Markov models, such processes…

Statistics Theory · Mathematics 2021-12-17 Luc Lehéricy , Augustin Touron

We present a computational motivation for restricted maximum likelihood (REML) estimation in linear mixed models using an expectation--maximization (EM) algorithm. At each iteration, maximum likelihood (ML) and REML solve the same…

Computation · Statistics 2026-02-11 Andrew T. Karl

Motion blur in dynamic scenes is an important yet challenging research topic. Recently, deep learning methods have achieved impressive performance for dynamic scene deblurring. However, the motion information contained in a blurry image has…

Computer Vision and Pattern Recognition · Computer Science 2021-10-05 Youjian Zhang , Chaoyue Wang , Stephen J. Maybank , Dacheng Tao

Mixtures of linear dynamical systems (MoLDS) provide a path to model time-series data that exhibit diverse temporal dynamics across trajectories. However, its application remains challenging in complex and noisy settings, limiting its…

Machine Learning · Computer Science 2026-03-02 Lulu Gong , Shreya Saxena