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Jump Markov linear models consists of a finite number of linear state space models and a discrete variable encoding the jumps (or switches) between the different linear models. Identifying jump Markov linear models makes for a challenging…

Computation · Statistics 2015-02-17 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

Reconstructing the position of an interaction for any dual-phase time projection chamber (TPC) with the best precision is key to directly detecting Dark Matter. Using the likelihood-free framework, a new algorithm to reconstruct the 2-D (x;…

Instrumentation and Methods for Astrophysics · Physics 2019-03-27 U. Simola , B. Pelssers , D. Barge , J. Conrad , J. Corander

This paper discusses phase retrieval algorithms for maximum likelihood (ML) estimation from measurements following independent Poisson distributions in very low-count regimes, e.g., 0.25 photon per pixel. To maximize the log-likelihood of…

Information Theory · Computer Science 2022-09-27 Zongyu Li , Kenneth Lange , Jeffrey A. Fessler

Beam prediction is an effective approach to reduce training overhead in massive multiple-input multiple-output (MIMO) systems. However, existing beam prediction models still exhibit limited generalization ability in diverse scenarios, which…

Signal Processing · Electrical Eng. & Systems 2025-06-09 Yizhu Zhao , Li Yu , Lianzheng Shi , Jianhua Zhang , Guangyi Liu

The multi-reference alignment (MRA) problem entails estimating an image from multiple noisy and rotated copies of itself. If the noise level is low, one can reconstruct the image by estimating the missing rotations, aligning the images, and…

Signal Processing · Electrical Eng. & Systems 2022-06-17 Noam Janco , Tamir Bendory

Maximum likelihood (ML) learning for energy-based models (EBMs) is challenging, partly due to non-convergence of Markov chain Monte Carlo.Several variations of ML learning have been proposed, but existing methods all fail to achieve both…

Machine Learning · Statistics 2023-04-24 Xinwei Zhang , Zhiqiang Tan , Zhijian Ou

The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…

Machine Learning · Computer Science 2019-03-26 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

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…

Machine Learning · Computer Science 2020-02-24 Ehsan Amid , Manfred K. Warmuth

We study maximum likelihood estimation (MLE) in the generalized group orbit recovery model, where each observation is generated by applying a random group action and a known, fixed linear operator to an unknown signal, followed by additive…

Statistics Theory · Mathematics 2025-09-30 Sheng Xu , Anderson Ye Zhang , Amit Singer

We study the asymptotic theory of misspecified models for diffusion processes with noisy nonsynchronous observations. Unlike with correctly specified models, the original maximum-likelihood-type estimator has an asymptotic bias under the…

Statistics Theory · Mathematics 2019-12-30 Teppei Ogihara

Maximum likelihood estimators are proposed for the parameters and the densities in a semiparametric density ratio model in which the nonparametric baseline density is approximated by the Bernstein polynomial model. The EM algorithm is used…

Methodology · Statistics 2021-03-02 Zhong Guan

Maximum Likelihood (ML) algorithms, for the joint estimation of synchronization impairments and channel in Multiple Input Multiple Output-Orthogonal Frequency Division Multiplexing (MIMO-OFDM) system, are investigated in this work. A system…

Information Theory · Computer Science 2012-10-30 Renu Jose , K. V. S. Hari

Analyses in high energy physics aim to put the Standard Model---the commonly accepted theory---to test. For convincing conclusions, analysis methods are needed which offer an unambiguous comparison between data and theory while allowing…

High Energy Physics - Phenomenology · Physics 2018-07-19 Till Martini

Diffusion models recently proved to be remarkable priors for Bayesian inverse problems. However, training these models typically requires access to large amounts of clean data, which could prove difficult in some settings. In this work, we…

Machine Learning · Computer Science 2025-11-04 François Rozet , Gérôme Andry , François Lanusse , Gilles Louppe

We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…

Methodology · Statistics 2015-11-03 Juho Kokkala , Arno Solin , Simo Särkkä

A probabilistic model for random hypergraphs is introduced to represent unary, binary and higher order interactions among objects in real-world problems. This model is an extension of the Latent Class Analysis model, which captures…

Methodology · Statistics 2018-08-16 Tin Lok James Ng , Thomas Brendan Murphy

The aim of this paper is to derive and analyze a variational model for the joint estimation of motion and reconstruction of image sequences, which is based on a time-continuous Eulerian motion model. The model can be set up in terms of the…

Numerical Analysis · Mathematics 2016-07-13 Martin Burger , Hendrik Dirks , Carola-Bibiane Schönlieb

Out of the recent advances in systems and control (S\&C)-based analysis of optimization algorithms, not enough work has been specifically dedicated to machine learning (ML) algorithms and its applications. This paper addresses this gap by…

Machine Learning · Computer Science 2021-02-15 Orlando Romero , Subhro Das , Pin-Yu Chen , Sérgio Pequito

We develop a general framework for proving rigorous guarantees on the performance of the EM algorithm and a variant known as gradient EM. Our analysis is divided into two parts: a treatment of these algorithms at the population level (in…

Statistics Theory · Mathematics 2014-08-12 Sivaraman Balakrishnan , Martin J. Wainwright , Bin Yu

Data-driven modelling and synthesis of motion is an active research area with applications that include animation, games, and social robotics. This paper introduces a new class of probabilistic, generative, and controllable motion-data…

Machine Learning · Computer Science 2020-12-08 Gustav Eje Henter , Simon Alexanderson , Jonas Beskow