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Related papers: Expectation-maximization for low-SNR multi-referen…

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We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on $n$ i.i.d. samples are known to have lower accuracy than the classical $n^{- \frac{1}{2}}$ error. We investigate…

Statistics Theory · Mathematics 2021-11-17 Raaz Dwivedi , Nhat Ho , Koulik Khamaru , Martin J. Wainwright , Michael I. Jordan , Bin Yu

Inferring dynamics from time series is an important objective in data analysis. In particular, it is challenging to infer stochastic dynamics given incomplete data. We propose an expectation maximization (EM) algorithm that iterates between…

Data Analysis, Statistics and Probability · Physics 2021-08-25 Sangwon Lee , Vipul Periwal , Junghyo Jo

Quantum error mitigation (QEM) strategies are essential for improving the precision and reliability of quantum chemistry algorithms on noisy intermediate-scale quantum devices. Reference-state error mitigation (REM) is a cost-effective…

Quantum Physics · Physics 2026-01-22 Hang Zou , Erika Magnusson , Hampus Brunander , Werner Dobrautz , Martin Rahm

The direction of arrival (DOA) estimation of sound sources has been a popular signal processing research topic due to its widespread applications. Using spherical microphone arrays (SMA), DOA estimation can be applied in the spherical…

Audio and Speech Processing · Electrical Eng. & Systems 2017-11-07 Hossein Lolaee , Mohammad Ali Akhaee

We propose a statistical framework for the problem of parameter estimation from a noisy optomechanical system. The Cram\'er-Rao lower bound on the estimation errors in the long-time limit is derived and compared with the errors of…

Optics · Physics 2013-10-31 Shan Zheng Ang , Glen I. Harris , Warwick P. Bowen , Mankei Tsang

Rank minimization (RM) is a wildly investigated task of finding solutions by exploiting low-rank structure of parameter matrices. Recently, solving RM problem by leveraging non-convex relaxations has received significant attention. It has…

Machine Learning · Computer Science 2018-09-17 Zaiyi Chen

We study the performance of Empirical Risk Minimization in noisy phase retrieval problems, indexed by subsets of $\R^n$ and relative to subgaussian sampling; that is, when the given data is $y_i=\inr{a_i,x_0}^2+w_i$ for a subgaussian random…

Statistics Theory · Mathematics 2013-11-21 Guillaume Lecué , Shahar Mendelson

The expectation--maximization (EM) algorithm combines global monotonicity, local linear convergence, and strong practical robustness, but these features are usually analyzed separately. Global descent is nonlinear, whereas local convergence…

Machine Learning · Statistics 2026-05-11 Qiao Wang

This work investigates the structural properties, cycloid trajectories, and non-asymptotic convergence guarantees of the Expectation-Maximization (EM) algorithm for two-component Mixed Linear Regression (2MLR) with unknown mixing weights…

Machine Learning · Computer Science 2025-11-10 Zhankun Luo , Abolfazl Hashemi

The problem of recovering a low $n$-rank tensor is an extension of sparse recovery problem from the low dimensional space (matrix space) to the high dimensional space (tensor space) and has many applications in computer vision and graphics…

Optimization and Control · Mathematics 2014-04-09 Min Zhang , Lei Yang , Zheng-Hai Huang

We study super-resolution multi-reference alignment, the problem of estimating a signal from many circularly shifted, down-sampled, and noisy observations. We focus on the low SNR regime, and show that a signal in $\mathbb{R}^M$ is uniquely…

Information Theory · Computer Science 2020-11-10 Tamir Bendory , Ariel Jaffe , William Leeb , Nir Sharon , Amit Singer

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

We study the high-dimensional asymptotics of empirical risk minimization (ERM) in over-parametrized two-layer neural networks with quadratic activations trained on synthetic data. We derive sharp asymptotics for both training and test…

Machine Learning · Statistics 2026-02-03 Vittorio Erba , Emanuele Troiani , Lenka Zdeborová , Florent Krzakala

From molecular imaging to wireless communications, the ability to align and reconstruct signals from multiple misaligned observations is crucial for system performance. We study the problem of multi-reference alignment (MRA), which arises…

Machine Learning · Computer Science 2025-11-06 Rob Romijnders , Gabriele Cesa , Christos Louizos , Kumar Pratik , Arash Behboodi

In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…

Applications · Statistics 2015-06-19 Achraf Mallat , Sinan Gezici , Davide Dardari , Christophe Craeye , Luc Vandendorpe

In this work, we present an extension to the context of Stochastic Reaction Networks (SRNs) of the forward-reverse representation introduced in "Simulation of forward-reverse stochastic representations for conditional diffusions", a 2014…

Numerical Analysis · Mathematics 2015-04-17 Christian Bayer , Alvaro Moraes , Raul Tempone , Pedro Vilanova

Empirical Risk Minimization (ERM) algorithms are widely used in a variety of estimation and prediction tasks in signal-processing and machine learning applications. Despite their popularity, a theory that explains their statistical…

Machine Learning · Statistics 2020-07-07 Hossein Taheri , Ramtin Pedarsani , Christos Thrampoulidis

Mixture of linear regression is well studied in statistics and machine learning, where the data points are generated probabilistically using $k$ linear models. Algorithms like Expectation Maximization (EM) may be used to recover the ground…

Machine Learning · Computer Science 2026-04-08 Avishek Ghosh

Expectation Maximization (EM) algorithm is a parameter estimation method from incomplete observations. In this paper, an implementation of this method to the calibration of HKS spectrometer at Jefferson Lab is described. We show that the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Lulin Yuan

Currently, machine learning plays an important role in the lives and individual activities of numerous people. Accordingly, it has become necessary to design machine learning algorithms to ensure that discrimination, biased views, or unfair…

Machine Learning · Statistics 2015-11-09 Kazuto Fukuchi , Jun Sakuma