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Expectation Maximization (EM) is among the most popular algorithms for maximum likelihood estimation, but it is generally only guaranteed to find its stationary points of the log-likelihood objective. The goal of this article is to present…
We develop here a semiparametric Gaussian mixture model (SGMM) for unsupervised learning with valuable spatial information taken into consideration. Specifically, we assume for each instance a random location. Then, conditional on this…
Sparse arrays have attracted a lot of interests recently for their capability of providing more degrees of freedom than traditional uniform linear arrays. For a mixture of circular and noncircular signals, most of the existing direction of…
Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…
An additive noise channel is considered, in which the distribution of the noise is nonparametric and unknown. The problem of learning encoders and decoders based on noise samples is considered. For uncoded communication systems, the problem…
This letter investigates the non-coherent Direction of Arrival (DOA) estimation problem dealing with the DOA estimation from magnitude only measurements of the array output. The magnitude squared of the array output is expanded as a…
In this work, we investigate Gaussian Mixture Models ({\it abbrv} GMM) and the related problem of non parametric maximum likelihood estimation ({\it abbrv} NPMLE) from the perspective of statistical mechanics. In particular, we establish…
The EM algorithm is a method for finding the maximum likelihood estimate of a model in the presence of missing data. Unfortunately, EM does not produce a parameter covariance matrix for standard errors. Supplemented EM (SEM; Meng & Rubin,…
We investigate the convergence properties of the EM algorithm when applied to overspecified Gaussian mixture models -- that is, when the number of components in the fitted model exceeds that of the true underlying distribution. Focusing on…
We study the gradient Expectation-Maximization (EM) algorithm for Gaussian Mixture Models (GMM) in the over-parameterized setting, where a general GMM with $n>1$ components learns from data that are generated by a single ground truth…
The recently proposed non-Gaussian Mat\'{e}rn random field models, generated through Stochastic Partial differential equations (SPDEs), are extended by considering the class of Generalized Hyperbolic processes as noise forcings. The models…
In this work we develop the maximum likelihood detection (MLD) algorithm for noncoherent amplitude shift keying (NCASK) systems in additive white Gaussian noise (AWGN) channels. The developed algorithm was used to investigate the…
The paper considers direction of arrival (DOA) estimation from long-term observations in a noisy environment. In such an environment the noise source might evolve, causing the stationary models to fail. Therefore a heteroscedastic Gaussian…
Zero-delay transmission of a Gaussian source over an additive white Gaussian noise (AWGN) channel is considered in the presence of an additive Gaussian interference signal. The mean squared error (MSE) distortion is minimized under an…
We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative…
This paper addresses the adaptive radar target detection problem in the presence of Gaussian interference with unknown statistical properties. To this end, the problem is first formulated as a binary hypothesis test, and then we derive a…
Gaussian mixtures are a powerful and widely used tool to model non-Gaussian estimation problems. They are able to describe measurement errors that follow arbitrary distributions and can represent ambiguity in assignment tasks like point set…
In this paper we consider the problem of linear unmixing hidden random variables defined over the simplex with additive Gaussian noise, also known as probabilistic simplex component analysis (PRISM). Previous solutions to tackle this…
Matched filtering is a long-standing technique for the optimal detection of known signals in stationary Gaussian noise. However, it has known departures from optimality when operating on unknown signals in real noise and suffers from…
Mixtures of Gaussian factors are powerful tools for modeling an unobserved heterogeneous population, offering - at the same time - dimension reduction and model-based clustering. Unfortunately, the high prevalence of spurious solutions and…