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Reconstruction of images corrupted by noise is an important problem in Image Analysis. In the standard Bayesian approach the unknown original image is assumed to be a realization of a Markov random field on a finite two dimensional finite…

Statistics Theory · Mathematics 2007-07-02 Pablo A. Ferrari , Marco D. Gubitoso , E. Jordao Neves

In this paper we provide a computation algorithm to get a global solution for the maximum rank correlation estimator using the mixed integer programming (MIP) approach. We construct a new constrained optimization problem by transforming all…

Econometrics · Economics 2022-08-11 Youngki Shin , Zvezdomir Todorov

Minimization of a stochastic cost function is commonly used for approximate sampling in high-dimensional Bayesian inverse problems with Gaussian prior distributions and multimodal posterior distributions. The density of the samples…

Numerical Analysis · Mathematics 2022-06-03 Yuming Ba , Jana de Wiljes , Dean S. Oliver , Sebastian Reich

Consider the problem of estimating parameters $X^n \in \mathbb{R}^n $, generated by a stationary process, from $m$ response variables $Y^m = AX^n+Z^m$, under the assumption that the distribution of $X^n$ is known. This is the most general…

Information Theory · Computer Science 2017-04-10 Shirin Jalali , Arian Maleki

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2017-12-27 Yanjun Li , Kiryung Lee , Yoram Bresler

Tremendous efforts have been made to study the theoretical and algorithmic aspects of sparse recovery and low-rank matrix recovery. This paper fills a theoretical gap in matrix recovery: the optimal sample complexity for stable recovery…

Information Theory · Computer Science 2018-01-03 Yanjun Li , Kiryung Lee , Yoram Bresler

Estimations of physical parameters using data usually involve non-uniform experimental efficiencies. In this article, a method of maximum likelihood fit is introduced using the efficiency as a weight, while the probability distribution…

Data Analysis, Statistics and Probability · Physics 2023-08-31 Chenxu Yu , Yanxi Zhang

In many safety-critical settings, probabilistic ML systems have to make predictions subject to algebraic constraints, e.g., predicting the most likely trajectory that does not cross obstacles. These real-world constraints are rarely convex,…

Machine Learning · Computer Science 2026-02-11 Leander Kurscheidt , Gabriele Masina , Roberto Sebastiani , Antonio Vergari

The problem of estimating a sparse channel, i.e. a channel with a few non-zero taps, appears in various areas of communications. Recently, we have developed an algorithm based on iterative alternating minimization which iteratively detects…

Information Theory · Computer Science 2013-08-27 Rad Niazadeh , Masoud Babaie-Zadeh , Christian Jutten

An algebraic approach to the maximum likelihood estimation problem is to solve a very structured parameterized polynomial system called likelihood equations that have finitely many complex (real or non-real) solutions. The only solutions…

Symbolic Computation · Computer Science 2016-06-13 Jose Israel Rodriguez , Xiaoxian Tang

We consider the energy minimization problem for undirected graphical models, also known as MAP-inference problem for Markov random fields which is NP-hard in general. We propose a novel polynomial time algorithm to obtain a part of its…

Artificial Intelligence · Computer Science 2015-08-19 Paul Swoboda , Alexander Shekhovtsov , Jörg Hendrik Kappes , Christoph Schnörr , Bogdan Savchynskyy

This paper presents a fast computational method, the Expectation Maximization algorithm, for Maximum Likelihood (ML) estimation in diffusion tensor imaging under the Rice noise model. We further extend the ML framework to the maximum a…

Computation · Statistics 2015-01-09 Jia Liu , Dario Gasbarra , Juha Railavo

The Dirichlet process mixture (DPM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as…

Machine Learning · Statistics 2014-11-05 Yordan P. Raykov , Alexis Boukouvalas , Max A. Little

We revisit a recently introduced power spectrum estimation technique based on Gibbs sampling, with the goal of applying it to the high-resolution WMAP data. In order to facilitate this analysis, a number of sophistications have to be…

We study a non-parametric approach to multivariate density estimation. The estimators are piecewise constant density functions supported by binary partitions. The partition of the sample space is learned by maximizing the likelihood of the…

Statistics Theory · Mathematics 2015-08-21 Linxi Liu , Wing Hung Wong

Energy minimization algorithms, such as graph cuts, enable the computation of the MAP solution under certain probabilistic models such as Markov random fields. However, for many computer vision problems, the MAP solution under the model is…

Computer Vision and Pattern Recognition · Computer Science 2013-07-31 Yongsub Lim , Kyomin Jung , Pushmeet Kohli

Accelerated algorithms for maximum likelihood image reconstruction are essential for emerging applications such as 3D tomography, dynamic tomographic imaging, and other high dimensional inverse problems. In this paper, we introduce and…

Computation · Statistics 2012-01-31 Stéphane Chrétien , Alfred O. Hero

Dynamical properties of image restoration and hyper-parameter estimation are investigated by means of statistical mechanics. We introduce an exactly solvable model for image restoration and derive differential equations with respect to…

Disordered Systems and Neural Networks · Physics 2009-11-07 Jun-ichi Inoue , Kazuyuki Tanaka

We present a Gibbs sampling solution to the map-making problem for CMB measurements, building on existing destriping methodology. Gibbs sampling breaks the computationally heavy destriping problem into two separate steps; noise filtering…

The recovery of sparse generative models from few noisy measurements is an important and challenging problem. Many deterministic algorithms rely on some form of $\ell_1$-$\ell_2$ minimization to combine the computational convenience of the…

Numerical Analysis · Mathematics 2020-03-20 Daniela Calvetti , Monica Pragliola , Erkki Somersalo