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Gravitational wave detectors like the Einstein Telescope and LISA generate long multivariate time series, which pose significant challenges in spectral density estimation due to a number of overlapping signals as well as the presence of…

General Relativity and Quantum Cosmology · Physics 2024-09-23 Jianan Liu , Avi Vajpeyi , Renate Meyer , Kamiel Janssens , Jeung Eun Lee , Patricio Maturana-Russel , Nelson Christensen , Yixuan Liu

Multiple rotation averaging is an essential task for structure from motion, mapping, and robot navigation. The task is to estimate the absolute orientations of several cameras given some of their noisy relative orientation measurements. The…

Computer Vision and Pattern Recognition · Computer Science 2020-07-29 Pulak Purkait , Tat-Jun Chin , Ian Reid

We propose an Anderson Acceleration (AA) scheme for the adaptive Expectation-Maximization (EM) algorithm for unsupervised learning a finite mixture model from multivariate data (Figueiredo and Jain 2002). The proposed algorithm is able to…

Machine Learning · Computer Science 2020-09-29 Truong Nguyen , Guangye Chen , Luis Chacon

The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…

Machine Learning · Statistics 2017-04-26 Ashwin Pananjady , Martin J. Wainwright , Thomas A. Courtade

Data clustering has received a lot of attention and numerous methods, algorithms and software packages are available. Among these techniques, parametric finite-mixture models play a central role due to their interesting mathematical…

Computer Vision and Pattern Recognition · Computer Science 2017-01-31 Israel D. Gebru , Xavier Alameda-Pineda , Florence Forbes , Radu Horaud

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Applications · Statistics 2014-05-26 Siew Li Tan , David J. Nott

An algorithm called MUSIC-like algorithm was originally proposed as an alternative method to the MUltiple SIgnal Classification (MUSIC) algorithm for direction-of-arrival (DOA) estimation. Without requiring explicit model order estimation,…

Signal Processing · Electrical Eng. & Systems 2018-11-20 Narong Borijindargoon , Boon Poh Ng

We propose a rectangular rotational invariant estimator to recover a real matrix from noisy matrix observations coming from an arbitrary additive rotational invariant perturbation, in the large dimension limit. Using the Bayes-optimality of…

Information Theory · Computer Science 2023-04-25 Farzad Pourkamali , Nicolas Macris

Multi-reference alignment entails estimating a signal in $\mathbb{R}^L$ from its circularly-shifted and noisy copies. This problem has been studied thoroughly in recent years, focusing on the finite-dimensional setting (fixed $L$).…

Information Theory · Computer Science 2021-10-01 Elad Romanov , Tamir Bendory , Or Ordentlich

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

The maximum likelihood (ML) and maximum a posteriori (MAP) estimation techniques are widely used to address the direction-of-arrival (DOA) estimation problems, an important topic in sensor array processing. Conventionally the ML estimators…

Applications · Statistics 2016-03-31 Xin Zhang , Mohammed Nabil El Korso , Marius Pesavento

This article discusses a generalization of the 1-dimensional multi-reference alignment problem. The goal is to recover a hidden signal from many noisy observations, where each noisy observation includes a random translation and random…

Signal Processing · Electrical Eng. & Systems 2021-07-06 Matthew Hirn , Anna Little

Low-rank matrix completion has been studied extensively under various type of categories. The problem could be categorized as noisy completion or exact completion, also active or passive completion algorithms. In this paper we focus on…

Machine Learning · Computer Science 2022-03-17 Ilqar Ramazanli

Many multichannel systems use a linear filter to retrieve a signal of interest corrupted by noise whose statistics are partly unknown. The optimal filter in Gaussian noise requires knowledge of the noise covariance matrix $\Sigma$ and in…

Signal Processing · Electrical Eng. & Systems 2021-08-30 Olivier Besson

This paper proposes an adaptive tracking strategy with mass-inertia estimation for aerial transportation problems of multi-rotor UAVs. The dynamic model of multi-rotor UAVs with disturbances is firstly developed with a linearly…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Shuyang Shi , Yuzhu Li , Wei Dong

Survey instruments and assessments are frequently used in many domains of social science. When the constructs that these assessments try to measure become multifaceted, multidimensional item response theory (MIRT) provides a unified…

Methodology · Statistics 2025-01-08 Chenchen Ma , Jing Ouyang , Chun Wang , Gongjun Xu

The subspace-based techniques are widely utilized in various scientific fields, and they need accurate estimation of the signal subspace dimension. The classic RMT estimator for model order estimation based on random matrix theory assumes…

Information Theory · Computer Science 2025-05-06 Huiyue Yi , Wuxiong Zhang , Hui Xu

A fundamental problem in robotic perception is matching identical objects or data, with applications such as loop closure detection, place recognition, object tracking, and map fusion. While the problem becomes considerably more challenging…

Robotics · Computer Science 2021-12-01 Parker C. Lusk , Ronak Roy , Kaveh Fathian , Jonathan P. How

This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…

Machine Learning · Statistics 2023-05-23 Florian Mouret , Alexandre Hippert-Ferrer , Frédéric Pascal , Jean-Yves Tourneret

We consider the problem of computing a Gaussian approximation to the posterior distribution of a parameter given a large number N of observations and a Gaussian prior, when the dimension of the parameter d is also large. To address this…

Data Structures and Algorithms · Computer Science 2023-03-28 Marc Lambert , Silvère Bonnabel , Francis Bach