Maximum Likelihood for Matrices with Rank Constraints

Maximum likelihood estimation is a fundamental optimization problem in statistics. We study this problem on manifolds of matrices with bounded rank. These represent mixtures of distributions of two independent discrete random variables. We determine the maximum likelihood degree for a range of determinantal varieties, and we apply numerical algebraic geometry to compute all critical points of their likelihood functions. This led to the discovery of maximum likelihood duality between matrices of complementary ranks, a result proved subsequently by Draisma and Rodriguez.Comment: 22 pages, 1 figur

Discretization of Parametrizable Signal Manifolds

Transformation-invariant analysis of signals often requires the computation of the distance from a test pattern to a transformation manifold. In particular, the estimation of the distances between a transformed query signal and several transformation manifolds representing different classes provides essential information for the classification of the signal. In many applications the computation of the exact distance to the manifold is costly, whereas an efficient practical solution is the approximation of the manifold distance with the aid of a manifold grid. In this paper, we consider a setting with transformation manifolds of known parameterization. We first present an algorithm for the selection of samples from a single manifold that permits to minimize the average error in the manifold distance estimation. Then we propose a method for the joint discretization of multiple manifolds that represent different signal classes, where we optimize the transformation-invariant classification accuracy yielded by the discrete manifold representation. Experimental results show that sampling each manifold individually by minimizing the manifold distance estimation error outperforms baseline sampling solutions with respect to registration and classification accuracy. Performing an additional joint optimization on all samples improves the classification performance further. Moreover, given a fixed total number of samples to be selected from all manifolds, an asymmetric distribution of samples to different manifolds depending on their geometric structures may also increase the classification accuracy in comparison with the equal distribution of samples

Blind Demixing for Low-Latency Communication

In the next generation wireless networks, lowlatency communication is critical to support emerging diversified applications, e.g., Tactile Internet and Virtual Reality. In this paper, a novel blind demixing approach is developed to reduce the channel signaling overhead, thereby supporting low-latency communication. Specifically, we develop a low-rank approach to recover the original information only based on a single observed vector without any channel estimation. Unfortunately, this problem turns out to be a highly intractable non-convex optimization problem due to the multiple non-convex rankone constraints. To address the unique challenges, the quotient manifold geometry of product of complex asymmetric rankone matrices is exploited by equivalently reformulating original complex asymmetric matrices to the Hermitian positive semidefinite matrices. We further generalize the geometric concepts of the complex product manifolds via element-wise extension of the geometric concepts of the individual manifolds. A scalable Riemannian trust-region algorithm is then developed to solve the blind demixing problem efficiently with fast convergence rates and low iteration cost. Numerical results will demonstrate the algorithmic advantages and admirable performance of the proposed algorithm compared with the state-of-art methods.Comment: 14 pages, accepted by IEEE Transaction on Wireless Communicatio