Related papers: Spectrometer Calibration by Expectation Maximizati…

Extremum seeking (ES) optimization approach has been very popular due to its non-model based analysis and implementation. This approach has been mostly used with gradient based search algorithms. Since least squares (LS) algorithms are…

We study estimation of large Dynamic Factor models implemented through the Expectation Maximization (EM) algorithm, jointly with the Kalman smoother. We prove that as both the cross-sectional dimension, $n$, and the sample size, $T$,…

A line of recent work has analyzed the behavior of the Expectation-Maximization (EM) algorithm in the well-specified setting, in which the population likelihood is locally strongly concave around its maximizing argument. Examples include…

Recent developments in system identification have brought attention to regularized kernel-based methods. This type of approach has been proven to compare favorably with classic parametric methods. However, current formulations are not…

A spectral mixture (SM) kernel is a flexible kernel used to model any stationary covariance function. Although it is useful in modeling data, the learning of the SM kernel is generally difficult because optimizing a large number of…

Jump Markov linear systems (JMLS) are a useful class which can be used to model processes which exhibit random changes in behavior during operation. This paper presents a numerically stable method for learning the parameters of jump Markov…

The Photon Counting Histogram Expectation Maximization (PCH-EM) algorithm has recently been reported as a candidate method for the characterization of Deep Sub-Electron Read Noise (DSERN) image sensors. This work describes a comprehensive…

Online variants of the Expectation Maximization (EM) algorithm have recently been proposed to perform parameter inference with large data sets or data streams, in independent latent models and in hidden Markov models. Nevertheless, the…

Analyses in high energy physics aim to put the Standard Model---the commonly accepted theory---to test. For convincing conclusions, analysis methods are needed which offer an unambiguous comparison between data and theory while allowing…

In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for…

We study the convergence behavior of the Expectation Maximization (EM) algorithm on Gaussian mixture models with an arbitrary number of mixture components and mixing weights. We show that as long as the means of the components are separated…

In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a…

Buildings rarely perform as designed/simulated and and there are numerous tangible benefits if this gap is reconciled. A new scientific yet pragmatic methodology - called Enhanced Parameter Estimation (EPE) - is proposed that allows…

We propose a novel distributed expectation maximization (EM) method for non-cooperative RF device localization using a wireless sensor network. We consider the scenario where few or no sensors receive line-of-sight signals from the target.…

In this paper we study the expectation maximization (EM) technique for one-bit MIMO-OFDM detection (OMOD). Arising from the recent interest in massive MIMO with one-bit analog-to-digital converters, OMOD is a massive-scale problem. EM is an…

We take a new look at parameter estimation for Gaussian Mixture Models (GMMs). In particular, we propose using \emph{Riemannian manifold optimization} as a powerful counterpart to Expectation Maximization (EM). An out-of-the-box invocation…

Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved…

The Expectation-Maximization (EM) algorithm for mixture models often results in slow or invalid convergence. The popular convergence proof affirms that the likelihood increases with Q; Q is increasing in the M -step and non-decreasing in…

This paper describes several new algorithms for estimating the parameters of a periodic bandlimited signal from samples corrupted by jitter (timing noise) and additive noise. Both classical (non-random) and Bayesian formulations are…

This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise. A novel Bayesian model is introduced to estimate the model parameters from the…