Related papers: Efficient Estimation of Sum-Parameters for Multi-C…
Parameter ensembles or sets of random effects constitute one of the cornerstones of modern statistical practice. This is especially the case in Bayesian hierarchical models, where several decision theoretic frameworks can be deployed. The…
In this article we develop the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) for elliptic partial differential equations with inhomogeneous Dirichlet, Neumann, and Robin boundary conditions, and the…
Prediction of epilepsy based on electroencephalogram (EEG) signals is a rapidly evolving field. Previous studies have traditionally applied 1D processing to the entire EEG signal. However, we have adopted the Gram Matrix method to transform…
Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…
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…
The Cram\'{e}r-Rao bound plays a central role in both classical and quantum parameter estimation, but finding the observable and the resulting inversion estimator that saturates this bound remains an open issue for general multi-outcome…
The Stochastic Approximation EM (SAEM) algorithm, a variant stochastic approximation of EM, is a versatile tool for inference in incomplete data models. In this paper, we review the fundamental EM algorithm and then focus especially on the…
We derive the optimal energy error estimate for multiscale finite element method with oversampling technique applying to elliptic system with rapidly oscillating periodic coefficients under the assumption that the coefficients are bounded…
The Fisher Information Metric (FIM) and the associated Cram\'er-Rao Bound (CRB) are fundamental tools in statistical signal processing, which inform the efficient design of experiments and algorithms for estimating the underlying…
An efficient and easy-to-implement method is proposed to regularize integral equations in the 3D boundary element method (BEM). The method takes advantage of an assumed three-noded triangle discretization of the boundary surfaces. The…
In this paper we derive a new recovery procedure for the reconstruction of extended exponential sums of the form $y(t) = \sum_{j=1}^{M} \left( \sum_{m=0}^{n_j} \, \gamma_{j,m} \, t^{m} \right) {\mathrm e}^{2\pi \lambda_j t}$, where the…
A surface integral representation of Maxwell's equations allows the efficient electromagnetic (EM) modeling of three-dimensional structures with a two-dimensional discretization, via the boundary element method (BEM). However, existing BEM…
Electrocardiogram is a useful diagnostic signal that can detect cardiac abnormalities by measuring the electrical activity generated by the heart. Due to its rapid, non-invasive, and richly informative characteristics, ECG has many emerging…
This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…
In this letter, the channel estimation problem is studied for wireless communication systems assisted by large intelligent surface. Due to features of assistant channel, channel estimation (CE) problem for the investigated system is shown…
Sparsity has been widely recognized as crucial for efficient optimization in graph-based SLAM. Because the sparsity and structure of the SLAM graph reflect the set of incorporated measurements, many methods for sparsification have been…
Gaussian mixture models (GMMs) are fundamental statistical tools for modeling heterogeneous data. Due to the nonconcavity of the likelihood function, the Expectation-Maximization (EM) algorithm is widely used for parameter estimation of…
In this paper we explore low-complexity probabilistic algorithms for soft symbol detection in high-dimensional multiple-input multiple-output (MIMO) systems. We present a novel algorithm based on the Expectation Consistency (EC) framework,…
We describe a compact and reliable method to calculate the Fisher information for the estimation of a dynamical parameter in a continuously measured linear Gaussian quantum system. Unlike previous methods in the literature, which involve…
Regime shifts in high-dimensional time series arise naturally in many applications, from neuroimaging to finance. This problem has received considerable attention in low-dimensional settings, with both Bayesian and frequentist methods used…