Title :
Parameter estimation for mixture models via convex optimization
Author :
Yuanxin Li ; Yuejie Chi
Author_Institution :
Dept. of Electr. & Comput. Eng., Ohio State Univ., Columbus, OH, USA
Abstract :
Many applications encounter signals that are a linear combination of multiple components, where each component represents a low-resolution observation of a point source model captured through a low-pass point spread function. This paper proposes a convex optimization algorithm to simultaneously separate and identify the point source models of each component from a noisy observation corrupted by possibly adversarial noise, by leveraging the recently proposed atomic norm framework. The proposed algorithm can be solved efficiently via semidefinite programming, where locations of the point sources can be identified via the constructed dual polynomials without estimating the model orders a priori. Stability of the proposed algorithm is established under certain conditions of the point source models and the point spread functions in the presence of bounded noise. Furthermore, numerical examples are provided to corroborate the theoretical analysis, with comparisons against the Cramèr-Rao bound for parameter estimation.
Keywords :
convex programming; mixture models; optical transfer function; parameter estimation; signal denoising; signal resolution; adversarial noise; convex optimization algorithm; low-pass point spread function; mixture model; parameter estimation; point source model low-resolution observation; semidefinite programming; Neurons; Noise measurement; Numerical models; Parameter estimation; Polynomials; Signal to noise ratio;
Conference_Titel :
Sampling Theory and Applications (SampTA), 2015 International Conference on
Conference_Location :
Washington, DC
DOI :
10.1109/SAMPTA.2015.7148938