A new method for the estimation of variance matrix with prescribed zeros in nonlinear mixed effects models

We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently developed Iterative Conditional Fitting (ICF) algorithm with the Expectation Maximization (EM) algorithm. It provides positive definite estimates for any sample size, and does not rely on any structural assumption on the PPZ. It can be easily adapted to many versions of EM.Comment: Accepted for publication in Statistics and Computin

New Negentropy Optimization Schemes for Blind Signal Extraction of Complex Valued Sources

Blind signal extraction, a hot issue in the field of communication signal processing, aims to retrieve the sources through the optimization of contrast functions. Many contrasts based on higher-order statistics such as kurtosis, usually behave sensitive to outliers. Thus, to achieve robust results, nonlinear functions are utilized as contrasts to approximate the negentropy criterion, which is also a classical metric for non-Gaussianity. However, existing methods generally have a high computational cost, hence leading us to address the problem of efficient optimization of contrast function. More precisely, we design a novel “reference-based” contrast function based on negentropy approximations, and then propose a new family of algorithms (Alg.1 and Alg.2) to maximize it. Simulations confirm the convergence of our method to a separating solution, which is also analyzed in theory. We also validate the theoretic complexity analysis that Alg.2 has a much lower computational cost than Alg.1 and existing optimization methods based on negentropy criterion. Finally, experiments for the separation of single sideband signals illustrate that our method has good prospects in real-world applications

A Constrained EM Algorithm for Independent Component Analysis

We introduce a novel way of performing independent component analysis using a constrained version of the expectation-maximization (EM) algorithm. The source distributions are modeled as D one-dimensional mixtures of gaussians. The observed data are modeled as linear mixtures of the sources with additive, isotropic noise. This generative model is fit to the data using constrained EM. The simpler “soft-switching” approach is introduced, which uses only one parameter to decide on the sub- or supergaussian nature of the sources. We explain how our approach relates to independent factor analysis