Related papers: An Asymptotically MSE-Optimal Estimator based on G…
Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
This letter describes an incremental multimodal surface mapping methodology, which represents the environment as a continuous probabilistic model. This model enables high-resolution reconstruction while simultaneously compressing spatial…
Gaussian mixtures are a powerful and widely used tool to model non-Gaussian estimation problems. They are able to describe measurement errors that follow arbitrary distributions and can represent ambiguity in assignment tasks like point set…
Gaussian mixture models form a flexible and expressive parametric family of distributions that has found applications in a wide variety of applications. Unfortunately, fitting these models to data is a notoriously hard problem from a…
In this paper, we propose a low-complexity channel estimation scheme of affine frequency division multiplexing (AFDM) based on generalized complex exponential basis expansion model (GCE-BEM) over doubly selective channels. The GCE-BEM is…
We study here a Gaussian Mixture Model (GMM) with rare events data. In this case, the commonly used Expectation-Maximization (EM) algorithm exhibits extremely slow numerical convergence rate. To theoretically understand this phenomenon, we…
Gaussian mixture noise can model non-Gaussian noise and also be used when outliers are present. For deterministic maximum likelihood direction finding in Gaussian mixture noise, the Space-Alternating Generalized Expectation-maximization…
When is optimal estimation linear? It is well known that, when a Gaussian source is contaminated with Gaussian noise, a linear estimator minimizes the mean square estimation error. This paper analyzes, more generally, the conditions for…
In this paper, tight upper and lower bounds are derived on the weighted sum of minimum mean-squared errors for additive Gaussian noise channels. The bounds are obtained by constraining the input distribution to be close to a Gaussian…
Finite mixture of Gaussian distributions provide a flexible semi-parametric methodology for density estimation when the variables under investigation have no boundaries. However, in practical applications variables may be partially bounded…
We develop a new compressive sensing (CS) inversion algorithm by utilizing the Gaussian mixture model (GMM). While the compressive sensing is performed globally on the entire image as implemented in our lensless camera, a low-rank GMM is…
Semi- and non-parametric mixture of regressions are a very useful flexible class of mixture of regressions in which some or all of the parameters are non-parametric functions of the covariates. These models are, however, based on the…
We study the Nonparametric Maximum Likelihood Estimator (NPMLE) for estimating Gaussian location mixture densities in $d$-dimensions from independent observations. Unlike usual likelihood-based methods for fitting mixtures, NPMLEs are based…
In this work, we investigate Gaussian Mixture Models ({\it abbrv} GMM) and the related problem of non parametric maximum likelihood estimation ({\it abbrv} NPMLE) from the perspective of statistical mechanics. In particular, we establish…
Generalized mutual information (GMI) is used to compute achievable rates for fading channels with various types of channel state information at the transmitter (CSIT) and receiver (CSIR). The GMI is based on variations of auxiliary channel…
In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of…
In this paper, we consider the design of robust linear precoders for MU-MISO systems where users have perfect Channel State Information (CSI) while the BS has partial CSI. In particular, the BS has access to imperfect estimates of the…
In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…
An efficient, and intuitive algorithm is presented for the identification of speakers from a long dataset (like YouTube long discussion, Cocktail party recorded audio or video).The goal of automatic speaker identification is to identify the…