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The marginal likelihood, or Bayesian evidence, is a crucial quantity for Bayesian model comparison but its computation can be challenging for complex models, even in parameters space of moderate dimension. The learned harmonic mean…

Methodology · Statistics 2026-01-27 Alicja Polanska , Jason D. McEwen

The completion of a Euclidean distance matrix (EDM) from sparse and noisy observations is a fundamental challenge in signal processing, with applications in sensor network localization, acoustic room reconstruction, molecular conformation,…

Signal Processing · Electrical Eng. & Systems 2026-02-02 Rohit Varma Chiluvuri , Santosh Nannuru

Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…

Computation · Statistics 2023-04-11 Nicholas C. Henderson , Zhongzhe Ouyang

We present an a posteriori error analysis for the mixed virtual element method (mixed VEM) applied to second order elliptic equations in divergence form with mixed boundary conditions. The resulting error estimator is of residual-type. It…

Numerical Analysis · Mathematics 2019-04-24 Andrea Cangiani , Mauricio Munar

The Expectation-Maximization (EM) algorithm for mixture models often results in slow or invalid convergence. The popular convergence proof affirms that the likelihood increases with Q; Q is increasing in the M -step and non-decreasing in…

Machine Learning · Computer Science 2018-10-29 Chenguang Lu

This paper deals with the problem of clustering data returned by a radar sensor network that monitors a region where multiple moving targets are present. The network is formed by nodes with limited functionalities that transmit the…

Signal Processing · Electrical Eng. & Systems 2024-05-07 Linjie Yan , Pia Addabbo , Nicomino Fiscante , Carmine Clemente , Chengpeng Hao , Gaetano Giunta , Danilo Orlando

For stochastic models with intractable likelihood functions, approximate Bayesian computation offers a way of approximating the true posterior through repeated comparisons of observations with simulated model outputs in terms of a small set…

Machine Learning · Computer Science 2022-05-24 Carlo Albert , Simone Ulzega , Firat Ozdemir , Fernando Perez-Cruz , Antonietta Mira

Speech enhancement is a critical component of many user-oriented audio applications, yet current systems still suffer from distorted and unnatural outputs. While generative models have shown strong potential in speech synthesis, they are…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-11 Yen-Ju Lu , Zhong-Qiu Wang , Shinji Watanabe , Alexander Richard , Cheng Yu , Yu Tsao

Many real-world applications require solving families of expensive multi-objective optimization problems~(EMOPs) under varying operational conditions. This can be formulated as parametric expensive multi-objective optimization problems…

Machine Learning · Computer Science 2026-05-11 Tingyang Wei , Jiao Liu , Abhishek Gupta , Chin Chun Ooi , Puay Siew Tan , Yew-Soon Ong

The performance of Maximum a posteriori (MAP) estimation is studied analytically for binary symmetric multi-channel Hidden Markov processes. We reduce the estimation problem to a 1D Ising spin model and define order parameters that…

Statistical Mechanics · Physics 2015-06-11 Avik Halder , Ansuman Adhikary

A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…

Computer Vision and Pattern Recognition · Computer Science 2010-06-16 Guoshen Yu , Guillermo Sapiro , Stéphane Mallat

The expectation-maximization (EM) algorithm is a powerful computational technique for finding the maximum likelihood estimates for parametric models when the data are not fully observed. The EM is best suited for situations where the…

Computation · Statistics 2018-05-14 Chanseok Park

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Numerical Analysis · Mathematics 2022-03-24 Darko Volkov

Characterising the noise of an airborne electromagnetic (AEM) system is critical in correctly imaging the earth's subsurface conductivity. Deterministic and probabilistic geophysical inversion algorithms require foreknowledge of the system…

Geophysics · Physics 2026-05-06 Tim Scarr , Anandaroop Ray , Ross C. Brodie

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. They aim to…

Systems and Control · Electrical Eng. & Systems 2023-03-22 Jiaqi Yan , Hideaki Ishii

This paper proposes Incremental Seeded Expectation Maximization, an algorithm that improves upon the traditional Expectation Maximization computational flow for clusterwise or finite mixture linear regression tasks. The proposed method…

Computation · Statistics 2025-07-08 Ye Chow Kuang , Melanie Ooi

We study Bayesian methods for large-scale linear inverse problems, focusing on the challenging task of hyperparameter estimation. Typical hierarchical Bayesian formulations that follow a Markov Chain Monte Carlo approach are possible for…

Numerical Analysis · Mathematics 2024-01-05 Khalil A Hall-Hooper , Arvind K Saibaba , Julianne Chung , Scot M Miller

One of the challenges in computational acoustics is the identification of models that can simulate and predict the physical behavior of a system generating an acoustic signal. Whenever such models are used for commercial applications an…

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort
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