Related papers: Monte Carlo Maximum Likelihood Reconstruction for …

A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…

We develop a framework that allows the use of the multi-level Monte Carlo (MLMC) methodology (Giles2015) to calculate expectations with respect to the invariant measure of an ergodic SDE. In that context, we study the (over-damped) Langevin…

Reliable MRI is crucial for accurate interpretation in therapeutic and diagnostic tasks. However, undersampling during MRI acquisition as well as the overparameterized and non-transparent nature of deep learning (DL) leaves substantial…

We propose a global optimization algorithm based on the Sequential Monte Carlo (SMC) sampling framework. In this framework, the objective function is normalized to be a probabilistic density function (pdf), based on which a sequence of…

We study maximum likelihood estimation (MLE) in the generalized group orbit recovery model, where each observation is generated by applying a random group action and a known, fixed linear operator to an unknown signal, followed by additive…

This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…

In this review, we address the use of Monte Carlo methods for approximating definite integrals of the form $Z = \int L(x) d P(x)$, where $L$ is a target function (often a likelihood) and $P$ a finite measure. We present vertical-likelihood…

Bayesian formulation of modern day signal processing problems has called for improved Markov chain Monte Carlo (MCMC) sampling algorithms for inference. The need for efficient sampling techniques has become indispensable for high…

Failure probability evaluation for complex physical and engineering systems governed by partial differential equations (PDEs) are computationally intensive, especially when high-dimensional random parameters are involved. Since standard…

By exploiting the intrinsic random nature of nanoscale devices, Memristor Monte Carlo (MMC) is a promising enabler of edge learning systems. However, due to multiple algorithmic and device-level limitations, existing demonstrations have…

In the missing data literature, the Maximum Likelihood Estimator (MLE) is celebrated for its ignorability property under missing at random (MAR) data. However, its sensitivity to misspecification of the (complete) data model, even under…

The standard paradigm of neural language generation adopts maximum likelihood estimation (MLE) as the optimizing method. From a distributional view, MLE in fact minimizes the Kullback-Leibler divergence (KLD) between the distribution of the…

Heatmap-based methods dominate in the field of human pose estimation by modelling the output distribution through likelihood heatmaps. In contrast, regression-based methods are more efficient but suffer from inferior performance. In this…

Multislice electron ptychography (MEP) is an inverse imaging technique that computationally reconstructs the highest-resolution images of atomic crystal structures from diffraction patterns. Available algorithms often solve this inverse…

Recently, a multi-channel self-reset analog-to-digital converter (ADC) system with complex-valued moduli has been proposed. This system enables the recovery of high dynamic range complex-valued bandlimited signals at low sampling rates via…

Addition of random phase to the object light is required in computer-generated holograms (CGHs) to widely diffuse the object light and to avoid its concentration on the CGH; however, this addition causes considerable speckle noise in the…

This paper proposes improved methods for the maximum likelihood (ML) estimation of the equivalent number of looks $L$. This parameter has a meaningful interpretation in the context of polarimetric synthetic aperture radar (PolSAR) images.…

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

Maximum likelihood estimation (MLE) is a fundamental computational problem in statistics. In this paper, MLE for statistical models with discrete data is studied from an algebraic statistics viewpoint. A reformulation of the MLE problem in…