Related papers: The ECME Algorithm Using Factor Analysis for DOA E…
In this letter, we employ and design the expectation--conditional maximization either (ECME) algorithm, a generalisation of the EM algorithm, for solving the maximum likelihood direction finding problem of stochastic sources, which may be…
Factor analysis (FA) or principal component analysis (PCA) models the covariance matrix of the observed data as R = SS' + {\Sigma}, where SS' is the low-rank covariance matrix of the factors (aka latent variables) and {\Sigma} is the…
The expectation-maximization (EM) and space-alternating generalized EM (SAGE) algorithms have been applied to direction of arrival (DOA) estimation in known noise. In this work, the two algorithms are proposed for DOA estimation in unknown…
The expectation--maximization (EM) algorithm updates all of the parameter estimates simultaneously, which is not applicable to direction of arrival (DOA) estimation in unknown nonuniform noise. In this work, we present several efficient…
The problem of direction-of-arrival (DOA) estimation in the presence of nonuniform sensor noise is considered and a novel algorithm is developed. The algorithm consists of three phases. First, the diagonal nonuniform sensor noise covariance…
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…
In this paper, the problem of determining the number of signal sources impinging on an array of sensors and estimating their directions-of-arrival (DOAs) in the presence of spatially white nonuniform noise is considered. It is known that,…
For subspace estimation with an unknown colored noise, Factor Analysis (FA) is a good candidate for replacing the popular eigenvalue decomposition (EVD). Finding the unknowns in factor analysis can be done by solving a non-linear least…
Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…
Bayesian inference allows the transparent communication of uncertainty in material flow analyses (MFAs), and a systematic update of uncertainty as new data become available. However, the method is undermined by the difficultly of defining…
We propose a maximum entropy (ME) based approach to smooth noise not only in data but also to noise amplified by second order derivative calculation of the data especially for electroencephalography (EEG) studies. The approach includes two…
Benchmarking tools, including stochastic frontier analysis (SFA), data envelopment analysis (DEA), and its stochastic extension (StoNED) are core tools in economics used to estimate an efficiency envelope and production inefficiencies from…
Gaussian mixture noise can model non-Gaussian noise and also be used when outliers are present. For deterministic maximum likelihood direction finding in Gaussian mixture noise, the Space-Alternating Generalized Expectation-maximization…
We study alpha factor mining, the automated discovery of predictive signals from noisy, non-stationary market data-under a practical requirement that mined factors be directly executable and auditable, and that the discovery process remain…
Mixtures of factor analysers (MFA) models represent a popular tool for finding structure in data, particularly high-dimensional data. While in most applications the number of clusters, and especially the number of latent factors within…
Supervised learning based methods for source localization, being data driven, can be adapted to different acoustic conditions via training and have been shown to be robust to adverse acoustic environments. In this paper, a convolutional…
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…
The direction-of-arrival (DOA) of sound sources is an essential acoustic parameter used, e.g., for multi-channel speech enhancement or source tracking. Complex acoustic scenarios consisting of sources-of-interest, interfering sources,…
Data assimilation (DA) estimates a dynamical system's state from noisy observations. Recent generative models like the ensemble score filter (EnSF) improve DA in high-dimensional nonlinear settings but are computationally expensive. We…
The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a…