Densities, spectral densities and modality

This paper considers the problem of specifying a simple approximating density function for a given data set (x_1,...,x_n). Simplicity is measured by the number of modes but several different definitions of approximation are introduced. The taut string method is used to control the numbers of modes and to produce candidate approximating densities. Refinements are introduced that improve the local adaptivity of the procedures and the method is extended to spectral densities.Comment: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Statistics (http://www.imstat.org/aos/) at http://dx.doi.org/10.1214/00905360400000036

The EM Algorithm

The Expectation-Maximization (EM) algorithm is a broadly applicable approach to the iterative computation of maximum likelihood (ML) estimates, useful in a variety of incomplete-data problems. Maximum likelihood estimation and likelihood-based inference are of central importance in statistical theory and data analysis. Maximum likelihood estimation is a general-purpose method with attractive properties. It is the most-often used estimation technique in the frequentist framework; it is also relevant in the Bayesian framework (Chapter III.11). Often Bayesian solutions are justified with the help of likelihoods and maximum likelihood estimates (MLE), and Bayesian solutions are similar to penalized likelihood estimates. Maximum likelihood estimation is an ubiquitous technique and is used extensively in every area where statistical techniques are used. --

A statistical multiresolution approach for face recognition using structural hidden Markov models

This paper introduces a novel methodology that combines the multiresolution feature of the discrete wavelet transform (DWT) with the local interactions of the facial structures expressed through the structural hidden Markov model (SHMM). A range of wavelet filters such as Haar, biorthogonal 9/7, and Coiflet, as well as Gabor, have been implemented in order to search for the best performance. SHMMs perform a thorough probabilistic analysis of any sequential pattern by revealing both its inner and outer structures simultaneously. Unlike traditional HMMs, the SHMMs do not perform the state conditional independence of the visible observation sequence assumption. This is achieved via the concept of local structures introduced by the SHMMs. Therefore, the long-range dependency problem inherent to traditional HMMs has been drastically reduced. SHMMs have not previously been applied to the problem of face identification. The results reported in this application have shown that SHMM outperforms the traditional hidden Markov model with a 73% increase in accuracy

WAVELET BASED NONLINEAR SEPARATION OF IMAGES

This work addresses a real-life problem corresponding to the separation of the nonlinear mixture of images which arises when we scan a paper document and the image from the back page shows through. The proposed solution consists of a non-iterative procedure that is based on two simple observations: (1) the high frequency content of images is sparse, and (2) the image printed on each side of the paper appears more strongly in the mixture acquired from that side than in the mixture acquired from the opposite side. These ideas had already been used in the context of nonlinear denoising source separation (DSS). However, in that method the degree of separation achieved by applying these ideas was relatively weak, and the separation had to be improved by iterating within the DSS scheme. In this paper the application of these ideas is improved by changing the competition function and the wavelet transform that is used. These improvements allow us to achieve a good separation in one shot, without the need to integrate the process into an iterative DSS scheme. The resulting separation process is both nonlinear and non-local. We present experimental results that show that the method achieves a good separation quality