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A new multivariate integer-valued Generalized AutoRegressive Conditional Heteroscedastic process based on a multivariate Poisson generalized inverse Gaussian distribution is proposed. The estimation of parameters of the proposed…

Computation · Statistics 2023-07-03 Yuhyeong Jang , Raanju R. Sundararajan , Wagner Barreto-Souza

The EM algorithm is a powerful tool for maximum likelihood estimation with missing data. In practice, the calculations required for the EM algorithm are often intractable. We review numerous methods to circumvent this intractability, all of…

Computation · Statistics 2024-01-03 William Ruth

Motivated by single-particle cryo-electron microscopy, multi-reference alignment (MRA) models the task of recovering an unknown signal from multiple noisy observations corrupted by random rotations. The standard approach,…

Signal Processing · Electrical Eng. & Systems 2026-01-09 Shay Kreymer , Amnon Balanov , Tamir Bendory

We propose a new model reduction framework for problems that exhibit transport phenomena. As in the moving finite element method (MFEM), our method employs time-dependent transformation operators and, especially, generalizes MFEM to…

Numerical Analysis · Mathematics 2020-10-30 Felix Black , Philipp Schulze , Benjamin Unger

We consider the two-dimensional multi-target detection (MTD) problem of estimating a target image from a noisy measurement that contains multiple copies of the image, each randomly rotated and translated. The MTD model serves as a…

Signal Processing · Electrical Eng. & Systems 2022-05-17 Shay Kreymer , Amit Singer , Tamir Bendory

Advances in artificial intelligence (AI) and deep learning have led to neural networks being used to generate lightning-speed answers to complex science questions, paintings in the style of Monet, or stories like those of Twain. Leveraging…

Methodology · Statistics 2026-02-25 Matthew Sainsbury-Dale , Andrew Zammit-Mangion , Noel Cressie , Raphaël Huser

The Matrix-Element Method (MEM) has long been a cornerstone of data analysis in high-energy physics. It leverages theoretical knowledge of parton-level processes and symmetries to evaluate the likelihood of observed events. In parallel, the…

High Energy Physics - Phenomenology · Physics 2024-10-25 Daniel Maître , Vishal S. Ngairangbam , Michael Spannowsky

This paper proposes new methods for analyzing dynamic images registered by multichannel, highly sensitive detectors with low spatial but high temporal resolution. The principal characteristic of the approach is the absence of factorization…

Instrumentation and Methods for Astrophysics · Physics 2024-10-10 S. A. Sharakin , R. E. Saraev

We study an EM algorithm for estimating product-term regression models with missing data. The study of such problems in the likelihood tradition has thus far been restricted to an EM algorithm method using full numerical integration.…

Methodology · Statistics 2021-11-16 Dale S. Kim

A new algorithmic framework is presented for holographic phase retrieval via maximum likelihood optimization, which allows for practical and robust image reconstruction. This framework is especially well-suited for holographic coherent…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 David A. Barmherzig , Ju Sun

We present both offline and online maximum likelihood estimation (MLE) techniques for inferring the static parameters of a multiple target tracking (MTT) model with linear Gaussian dynamics. We present the batch and online versions of the…

Applications · Statistics 2014-10-09 Sinan Yildirim , Lan Jiang , Sumeetpal S. Singh , Tom Dean

We consider efficient estimation of flexible transformation models with interval-censored data. To reduce the dimension of semi-parametric models, the unknown monotone transformation function is approximated via monotone splines. A…

Methodology · Statistics 2019-12-30 Minggen Lu , Yan Liu , Chin-Shang Li , Jianguo Sun

Kernelized maximum-likelihood (ML) expectation maximization (EM) methods have recently gained prominence in PET image reconstruction, outperforming many previous state-of-the-art methods. But they are not immune to the problems of…

Image and Video Processing · Electrical Eng. & Systems 2021-03-05 Shiyao Guo , Yuxia Sheng , Shenpeng Li , Li Chai , Jingxin Zhang

We show that the method of maximum-likelihood estimation, recently introduced in the context of quantum process tomography, can be applied to the determination of Mueller matrices characterizing the polarization properties of classical…

Optics · Physics 2009-11-11 A. Aiello , G. Puentes , D. Voigt , J. P. Woerdman

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Methodology · Statistics 2018-07-10 Donna Henderson , Gerton Lunter

A Maximum Likelihood recursive state estimator is derived for non-linear and non-Gaussian state-space models. The estimator combines a particle filter to generate the conditional density and the Expectation Maximization algorithm to compute…

Methodology · Statistics 2021-03-22 Mohammad S. Ramadan , Robert R. Bitmead

We introduce the EMC algorithm for reconstructing a particle's 3D diffraction intensity from very many photon shot-noise limited 2D measurements, when the particle orientation in each measurement is unknown. The algorithm combines a…

Data Analysis, Statistics and Probability · Physics 2010-03-04 Duane Ne-Te Loh , Veit Elser

To achieve high performance of a machine learning (ML) task, a deep learning-based model must implicitly capture the entire distribution from data. Thus, it requires a huge amount of training samples, and data are expected to fully present…

Machine Learning · Computer Science 2021-11-17 Hung Nguyen , Morris Chang

We investigate methods for parameter learning from incomplete data that is not missing at random. Likelihood-based methods then require the optimization of a profile likelihood that takes all possible missingness mechanisms into account.…

Methodology · Statistics 2012-07-02 Manfred Jaeger

This paper deals with nonparametric maximum likelihood estimation for Gaussian locally stationary processes. Our nonparametric MLE is constructed by minimizing a frequency domain likelihood over a class of functions. The asymptotic behavior…

Statistics Theory · Mathematics 2011-11-10 Rainer Dahlhaus , Wolfgang Polonik