Parameter estimation in underdetermined problems

Decomposing Parameter Estimation Problems

We propose a technique for decomposing the parameter learning problem in Bayesian networks into independent learning problems. Our technique applies to incomplete datasets and exploits variables that are either hidden or observed in the given dataset. We show empirically that the proposed technique can lead to orders-of-magnitude savings in learning time. We explain, analytically and empiricall...

Parameter Estimation and Inverse Problems

System Parameter Estimation in Tomographic Inverse Problems

Inverse problems are typically solved under the assumption of known geometric system parameters describing the forward problem. Should such information be unavailable or inexact, the estimation of these parameters from only observed sensor data may be necessary prior to reconstruction of the desired signal. We demonstrate the feasibility of such estimation via maximum-likelihood methods for the...

Parameter estimation in nonlinear environmental problems

Popular parameter estimation methods, including least squares, maximum likelihood, and maximum a posteriori (MAP), solve an optimization problem to obtain a central value (or best estimate) followed by an approximate evaluation of the spread (or covariance matrix). A different approach is the Monte Carlo (MC) method, and particularly Markov chain Monte Carlo (MCMC) methods, which allow sampling...

Regularization parameter estimation for underdetermined problems by the χ principle with application to 2D focusing gravity inversion

Abstract. The χ-principle generalizes the Morozov discrepancy principle to the augmented residual of the Tikhonov regularized least squares problem. For weighting of the data fidelity by a known Gaussian noise distribution on the measured data and, when the stabilizing, or regularization, term is considered to be weighted by unknown inverse covariance information on the model parameters, the mi...