Related papers: Expectation-maximization for low-SNR multi-referen…
In Positron Emission Tomography, movement leads to blurry reconstructions when not accounted for. Whether known a priori or estimated jointly to reconstruction, motion models are increasingly defined in continuum rather that in discrete,…
The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…
One of the most basic quantities relevant to planning observations and assessing detection bias is the signal-to-noise ratio (SNR). Remarkably, the SNR of an idealised radial velocity (RV) signal has not been previously derived beyond…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…
Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…
We analyze the classical EM algorithm for parameter estimation in the symmetric two-component Gaussian mixtures in $d$ dimensions. We show that, even in the absence of any separation between components, provided that the sample size…
One of the classical approaches for estimating the frequencies and damping factors in a spectrally sparse signal is the MUSIC algorithm, which exploits the low-rank structure of an autocorrelation matrix. Low-rank matrices have also…
The Exponential Moving Average (EMA) is a cornerstone of widely used optimizers such as Adam. However, existing theoretical analyses of Adam-style methods have notable limitations: their guarantees can remain suboptimal in the zero-noise…
Estimating the number of signals embedded in noise is a fundamental problem in array signal processing. The classic RMT estimator based on random matrix theory (RMT) tends to under-estimate the number of signals as it does not consider the…
Spatially-varying intensity noise is a common source of distortion in medical images. Bias field noise is one example of such a distortion that is often present in the magnetic resonance (MR) images or other modalities such as retina…
Stochastic approximation (SA) is a key method used in statistical learning. Recently, its non-asymptotic convergence analysis has been considered in many papers. However, most of the prior analyses are made under restrictive assumptions…
Missing values challenge data analysis because many supervised and unsupervised learning methods cannot be applied directly to incomplete data. Matrix completion based on low-rank assumptions are very powerful solution for dealing with…
Kernel ridge regression (KRR), also known as the least-squares support vector machine, is a fundamental method for learning functions from finite samples. While most existing analyses focus on the noisy setting with constant-level label…
We propose minimum regret search (MRS), a novel acquisition function for Bayesian optimization. MRS bears similarities with information-theoretic approaches such as entropy search (ES). However, while ES aims in each query at maximizing the…
This article considers the inverse problem of Magnet resonance electrical impedance tomography (MREIT) in two dimensions. A rigorous mathematical framework for this inverse problem as well as the existing Harmonic $B_z$ Algorithm as a…
The Expectation-Maximization (EM) algorithm is a popular choice for learning latent variable models. Variants of the EM have been initially introduced, using incremental updates to scale to large datasets, and using Monte Carlo (MC)…
Empirical risk minimization (ERM) is ubiquitous in machine learning and underlies most supervised learning methods. While there has been a large body of work on algorithms for various ERM problems, the exact computational complexity of ERM…
Frequency-domain electromagnetic instruments allow the collection of data in different configurations, that is, varying the intercoil spacing, the frequency, and the height above the ground. Their handy size makes these tools very practical…
We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…
This paper studies early-stopped mirror descent applied to noisy sparse phase retrieval, which is the problem of recovering a $k$-sparse signal $\mathbf{x}^\star\in\mathbb{R}^n$ from a set of quadratic Gaussian measurements corrupted by…