An Expectation-Maximization Algorithm for the Fractal Inverse Problem

Peter Bloem; Steven de Rooij

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arXiv · 1706.03149

An Expectation-Maximization Algorithm for the Fractal Inverse Problem

Peter Bloem·Steven de Rooij

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Abstract

We present an Expectation-Maximization algorithm for the fractal inverse problem: the problem of fitting a fractal model to data. In our setting the fractals are Iterated Function Systems (IFS), with similitudes as the family of transformations. The data is a point cloud in ${\mathbb R}^H$ with arbitrary dimension $H$. Each IFS defines a probability distribution on ${\mathbb R}^H$, so that the fractal inverse problem can be cast as a problem of parameter estimation. We show that the algorithm reconstructs well-known fractals from data, with the model converging to high precision parameters. We also show the utility of the model as an approximation for datasources outside the IFS model class.

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Peter Bloem, Steven de Rooij. 2017-06-09. An Expectation-Maximization Algorithm for the Fractal Inverse Problem. https://arxiv.org/abs/1706.03149

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