S aled Conjugate Gradients for Maximum Likelihood : An Empiri

S aled Conjugate Gradients for Maximum Likelihood :

Maximum likelihood estimation of Gaussian graphical models: Numerical implementation and topology selection

We describe algorithms for maximum likelihood estimation of Gaussian graphical models with conditional independence constraints. It is well-known that this problem can be formulated as an unconstrained convex optimization problem, and that it has a closed-form solution if the underlying graph is chordal. The focus of this paper is on numerical algorithms for large problems with non-chordal grap...

Windowing Effects of Short Time Fourier Transform on Wideband Array Signal Processing Using Maximum Likelihood Estimation

During the last two decades, Maximum Likelihood estimation (ML) has been used to determine Direction Of Arrival (DOA) and signals propagated by the sources, using narrowband array signals. The algorithm fails in the case of wideband signals. As an attempt by the present study to overcome the problem, the array outputs are transformed into narrowband frequency bins, using short time Fourier tran...

Windowing Effects of Short Time Fourier Transform on Wideband Array Signal Processing Using Maximum Likelihood Estimation

During the last two decades, Maximum Likelihood estimation (ML) has been used to determine Direction Of Arrival (DOA) and signals propagated by the sources, using narrowband array signals. The algorithm fails in the case of wideband signals. As an attempt by the present study to overcome the problem, the array outputs are transformed into narrowband frequency bins, using short time Fourier tran...

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Wolfgang König and Patri k S hmid September 13, 2011 Abstra t We examine the non-exit probability of a multidimensional Brownian motion from a growing trun ated Weyl hamber. More pre isely, we ompute, for xed time t, the probability that the motion does not leave by time t the interse tion of a Weyl hamber and a t-dependent entred box, and we identify its asymptoti s for t → ∞. Di erent regimes...