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This paper presents an efficient method for computing maximum likelihood (ML) direction of arrival (DOA) estimates assuming unknown sensor noise powers. The method combines efficient Alternate Projection (AP) procedures with Newton…

Information Theory · Computer Science 2020-01-08 J. Selva

This paper investigates the problem of noncoherent direction-of-arrival (DOA) estimation using different sparse subarrays. In particular, we present a Multiple Measurements Vector (MMV) model for noncoherent DOA estimation based on a…

Information Theory · Computer Science 2024-02-27 W. Leite , R. C. de Lamare

Differential Dynamic Programming (DDP) is an efficient computational tool for solving nonlinear optimal control problems. It was originally designed as a single shooting method and thus is sensitive to the initial guess supplied. This work…

Robotics · Computer Science 2023-09-29 He Li , Wenhao Yu , Tingnan Zhang , Patrick M. Wensing

We present a global optimization approach for solving the maximum a-posteriori (MAP) clustering problem under the Gaussian mixture model.Our approach can accommodate side constraints and it preserves the combinatorial structure of the MAP…

Machine Learning · Statistics 2020-03-18 Patrick Flaherty , Pitchaya Wiratchotisatian , Ji Ah Lee , Zhou Tang , Andrew C. Trapp

Direction of Arrival (DOA) estimation of mixed uncorrelated and coherent sources is a long existing challenge in array signal processing. Application of compressive sensing to array signal processing has opened up an exciting class of…

Signal Processing · Electrical Eng. & Systems 2018-09-10 Abhishek Aich , P. Palanisamy

In this paper, we derive closed-form estimators for the parameters of certain exponential family distributions through the maximum a posteriori (MAP) equations. A Monte Carlo simulation is conducted to assess the performance of the proposed…

Methodology · Statistics 2025-05-16 Roberto Vila , Helton Saulo , Eduardo Nakano

In two-way time-of-arrival (TOA) systems, a user device (UD) obtains its position by round-trip communications to a number of anchor nodes (ANs) at known locations. The objective function of the maximum likelihood (ML) method for two-way…

Signal Processing · Electrical Eng. & Systems 2021-03-18 Sihao Zhao , Xiao-Ping Zhang , Xiaowei Cui , Mingquan Lu

This short communication addresses the problem of elliptic localization with outlier measurements. Outliers are prevalent in various location-enabled applications, and can significantly compromise the positioning performance if not…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Wenxin Xiong , Yuming Chen , Jiajun He , Zhang-Lei Shi , Keyuan Hu , Hing Cheung So , Chi-Sing Leung

The problem of direction of arrival (DOA) estimation has been studied for decades as an essential technology in enabling radar, wireless communications, and array signal processing related applications. In this paper, the DOA estimation…

Signal Processing · Electrical Eng. & Systems 2022-03-22 Peng Chen , Zhimin Chen , Zhenxin Cao , Xianbin Wang

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

We develop a new Approximate Dynamic Programming (ADP) method for infinite horizon discounted reward Markov Decision Processes (MDP) based on projection onto a subsemimodule. We approximate the value function in terms of a $(\min,+)$ linear…

Systems and Control · Computer Science 2014-03-18 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…

Information Theory · Computer Science 2007-07-13 Martin J. Wainwright , Tommi S. Jaakkola , Alan S. Willsky

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

Optimization and Control · Mathematics 2015-02-12 Li Shen , Shaohua Pan

In this paper, we propose a novel reduced-rank algorithm for direction of arrival (DOA) estimation based on the minimum variance (MV) power spectral evaluation. It is suitable to DOA estimation with large arrays and can be applied to…

Information Theory · Computer Science 2013-03-07 Lei Wang , Rodrigo C. de Lamare

Maximum a posteriori (MAP) inference is a fundamental computational paradigm for statistical inference. In the setting of graphical models, MAP inference entails solving a combinatorial optimization problem to find the most likely…

Machine Learning · Computer Science 2020-03-03 Jonathan N. Lee , Aldo Pacchiano , Michael I. Jordan

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

We consider the problem of learning the optimal policy for infinite-horizon Markov decision processes (MDPs). For this purpose, some variant of Stochastic Mirror Descent is proposed for convex programming problems with Lipschitz-continuous…

Optimization and Control · Mathematics 2022-03-01 Daniil Tiapkin , Alexander Gasnikov

Maximum mean discrepancy (MMD) has been widely employed to measure the distance between probability distributions. In this paper, we propose using MMD to solve continuous multi-objective optimization problems (MOPs). For solving MOPs, a…

Machine Learning · Computer Science 2025-05-21 Hao Wang , Chenyu Shi , Angel E. Rodriguez-Fernandez , Oliver Schütze

This paper introduces a new computational methodology for determining a-posteriori multi-objective error estimates for finite-element approximations, and for constructing corresponding (quasi-)optimal adaptive refinements of finite-element…

Numerical Analysis · Mathematics 2016-11-23 E. H. van Brummelen , S. Zhuk , G. J. van Zwieten

Sensing emerges as a critical challenge in 6G networks, which require simultaneous communication and target sensing capabilities. State-of-the-art super-resolution techniques for the direction of arrival (DoA) estimation encounter…

Signal Processing · Electrical Eng. & Systems 2025-06-17 Murat Babek Salman , Emil Björnson