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This monograph presents a theoretical background and a broad introduction to the Min-Max Framework for Majorization-Minimization (MM4MM), an algorithmic methodology for solving minimization problems by formulating them as min-max problems…

Signal Processing · Electrical Eng. & Systems 2024-11-13 Astha Saini , Petre Stoica , Prabhu Babu , Aakash Arora

The computation of the maximum likelihood (ML) estimator for heteroscedastic regression models is considered. The traditional Newton algorithms for the problem require matrix multiplications and inversions, which are bottlenecks in modern…

Computation · Statistics 2016-08-24 Hien D. Nguyen , Luke R. Lloyd-Jones , Geoffrey J. McLachlan

Purpose: We address the challenge of inaccurate parameter estimation in diffusion MRI when the signal-to-noise ratio (SNR) is very low, as in the spinal cord. The accuracy of conventional maximum-likelihood estimation (MLE) depends highly…

This letter proposes a low-computational Bayesian algorithm for noisy sparse recovery in the context of one bit compressed sensing with sensing matrix perturbation. The proposed algorithm which is called BHT-MLE comprises a sparse support…

Machine Learning · Statistics 2015-11-19 H. Zayyani , M. Korki , F. Marvasti

A radial basis function (RBF) based sequential surrogate reliability method (SSRM) is proposed, in which a special optimization problem is solved to update the surrogate model of the limit state function (LSF) iteratively. The objective of…

Computation · Statistics 2017-06-27 Xu Li , Chunlin Gong , Liangxian Gu , Wenkun Gao , Zhao Jing , Hua Su

In this work, we study complex-valued data detection performance in massive multiple-input multiple-output (MIMO) systems. We focus on the problem of recovering an $n$-dimensional signal whose entries are drawn from an arbitrary…

Information Theory · Computer Science 2023-08-11 Ayed M. Alrashdi , Houssem Sifaou

This paper proposes a novel self-supervised learning method, RELAX-MORE, for quantitative MRI (qMRI) reconstruction. The proposed method uses an optimization algorithm to unroll a model-based qMRI reconstruction into a deep learning…

Biological Physics · Physics 2023-07-26 Wanyu Bian , Albert Jang , Fang Liu

The one-bit compressed sensing framework aims to reconstruct a sparse signal by only using the sign information of its linear measurements. To compensate for the loss of scale information, past studies in the area have proposed recovering…

Information Theory · Computer Science 2016-09-21 Yingying Xu , Yoshiyuki Kabashima

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

Bayesian synthetic likelihood (BSL) is now a well established method for performing approximate Bayesian parameter estimation for simulation-based models that do not possess a tractable likelihood function. BSL approximates an intractable…

Computation · Statistics 2019-10-04 Ziwen An , David J. Nott , Christopher Drovandi

Block majorization-minimization (BMM) is a simple iterative algorithm for nonconvex optimization that sequentially minimizes a majorizing surrogate of the objective function in each block coordinate while the other block coordinates are…

Optimization and Control · Mathematics 2026-03-10 Yuchen Li , Laura Balzano , Deanna Needell , Hanbaek Lyu

In colocated multiple-input multiple-output (MIMO) radar using compressive sensing (CS), a receive node compresses its received signal via a linear transformation, referred to as measurement matrix. The samples are subsequently forwarded to…

Information Theory · Computer Science 2015-05-27 Y. Yu , A. P. Petropulu , H. V. Poor

State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…

Optimization and Control · Mathematics 2016-08-24 Emilie Chouzenoux , Jean-Christophe Pesquet

Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct…

Optimization and Control · Mathematics 2016-09-27 Chouzenoux Emilie , Pesquet Jean-Christophe

The problem of estimating an unknown deterministic parameter vector from sign measurements with a perturbed sensing matrix is studied in this paper. We analyze the best achievable mean square error (MSE) performance by exploring the…

Information Theory · Computer Science 2015-06-18 Jiang Zhu , Xiaohan Wang , Yuantao Gu

A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…

Information Theory · Computer Science 2016-01-26 Christos Thrampoulidis , Ehsan Abbasi , Babak Hassibi

In this paper, we aim at recovering an unknown signal x0 from noisy L1measurements y=Phi*x0+w, where Phi is an ill-conditioned or singular linear operator and w accounts for some noise. To regularize such an ill-posed inverse problem, we…

Statistics Theory · Mathematics 2013-11-05 Samuel Vaiter , Charles Deledalle , Gabriel Peyré , Charles Dossal , Jalal Fadili

Interval-censored multi-state data arise in many studies of chronic diseases, where the health status of a subject can be characterized by a finite number of disease states and the transition between any two states is only known to occur…

Methodology · Statistics 2022-09-19 Yu Gu , Donglin Zeng , Gerardo Heiss , D. Y. Lin

The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…

Information Theory · Computer Science 2012-12-18 Yi-Zheng Fan , Tao Huang , Ming Zhu

A heuristic procedure based on novel recursive formulation of sinusoid (RFS) and on regression with predictive least-squares (LS) enables to decompose both uniformly and nonuniformly sampled 1-d signals into a sparse set of sinusoids (SSS).…

Information Theory · Computer Science 2017-04-13 Ivan Maric