arXiv subjects

Ali Mohammad-Djafari

Publications and source records attributed to Ali Mohammad-Djafari.

41 records · Page 3Linked to original sources

arXiv2001

Bayesian source separation with mixture of Gaussians prior for sources and Gaussian prior for mixture coefficients

In this contribution, we present new algorithms to source separation for the case of noisy instantaneous linear mixture, within the Bayesian statistical framework. The source distribution prior is modeled by a mixture of Gaussians [Moulines97] and the mixing matrix elements distributions by a Gaussian [Djafari99a]. We model the mixture of Gaussians hierarchically by mean of hidden variables representing the labels of the mixture. Then, we consider the joint a posteriori distribution of sources, mixing matrix elements, labels of the mixture and other parameters of the mixture with appropriate prior probability laws to eliminate degeneracy of the likelihood function of variance parameters and we propose two iterative algorithms to estimate jointly sources, mixing matrix and hyperparameters: Joint MAP (Maximum a posteriori) algorithm and penalized EM algorithm. The illustrative example is taken in [Macchi99] to compare with other algorithms proposed in literature. Keywords: Source separation, Gaussian mixture, classification, JMAP algorithm, Penalized EM algorithm.

physics.data-an↗

arXiv2001

Penalized maximum likelihood for multivariate Gaussian mixture

In this paper, we first consider the parameter estimation of a multivariate random process distribution using multivariate Gaussian mixture law. The labels of the mixture are allowed to have a general probability law which gives the possibility to modelize a temporal structure of the process under study. We generalize the case of univariate Gaussian mixture in [Ridolfi99] to show that the likelihood is unbounded and goes to infinity when one of the covariance matrices approaches the boundary of singularity of the non negative definite matrices set. We characterize the parameter set of these singularities. As a solution to this degeneracy problem, we show that the penalization of the likelihood by an Inverse Wishart prior on covariance matrices results to a penalized or maximum a posteriori criterion which is bounded. Then, the existence of positive definite matrices optimizing this criterion can be guaranteed. We also show that with a modified EM procedure or with a Bayesian sampling scheme, we can constrain covariance matrices to belong to a particular subclass of covariance matrices. Finally, we study degeneracies in the source separation problem where the characterization of parameter singularity set is more complex. We show, however, that Inverse Wishart prior on covariance matrices eliminates the degeneracies in this case too.

physics.data-an↗

arXiv2001

Bayesian inference for inverse problems

Traditionally, the MaxEnt workshops start by a tutorial day. This paper summarizes my talk during 2001'th workshop at John Hopkins University. The main idea in this talk is to show how the Bayesian inference can naturally give us all the necessary tools we need to solve real inverse problems: starting by simple inversion where we assume to know exactly the forward model and all the input model parameters up to more realistic advanced problems of myopic or blind inversion where we may be uncertain about the forward model and we may have noisy data. Starting by an introduction to inverse problems through a few examples and explaining their ill posedness nature, I briefly presented the main classical deterministic methods such as data matching and classical regularization methods to show their limitations. I then presented the main classical probabilistic methods based on likelihood, information theory and maximum entropy and the Bayesian inference framework for such problems. I show that the Bayesian framework, not only generalizes all these methods, but also gives us natural tools, for example, for inferring the uncertainty of the computed solutions, for the estimation of the hyperparameters or for handling myopic or blind inversion problems. Finally, through a deconvolution problem example, I presented a few state of the art methods based on Bayesian inference particularly designed for some of the mass spectrometry data processing problems.

physics.data-an↗

arXiv2000

Model selection for inverse problems: Best choice of basis function and model order selection

A complete solution for an inverse problem needs five main steps: choice of basis functions for discretization, determination of the order of the model, estimation of the hyperparameters, estimation of the solution, and finally, caracterisation of the proposed solution. Many works have been done for the three last steps. The two first have been neglected for a while, in part due to the complexity of the problem. However, in many inverse problems, particularly when the number of data is very low, a good choice of the basis functions and a good selection of the order become primordial. In this paper, we first propose a complete solution whithin a Bayesian framework. Then, we apply the proposed method to an inverse elastic electron scattering problem.

math-ph↗

arXiv2000

A Bayesian approach to source separation

Source separation is one of the signal processing's main emerging domain. Many techniques such as maximum likelihood (ML), Infomax, cumulant matching, estimating function, etc. have been used to address this difficult problem. Unfortunately, up to now, many of these methods could not account completely for noise on the data, for different number of sources and sensors, for lack of spatial independence and for time correlation of the sources. Recently, the Bayesian approach has been used to push farther these limitations of the conventional methods. This paper proposes a unifying approach to source separation based on the Bayesian estimation. We first show that this approach gives the possibility to explain easily the major known techniques in sources separation as special cases. Then we propose new methods based on maximum a posteriori (MAP) estimation, either to estimate directly the sources, or the mixing matrices or even both.

math-ph↗