We propose a convex optimization method for maximum likelihood estimation of autoregressive models, subject to conditional independence constraints. This problem is an extension t...
Jitkomut Songsiri, Joachim Dahl, Lieven Vandenberg...
This paper proposes a speech enhancement method for signals contaminated by room reverberation and additive background noise. The following conditions are assumed: (1) The spectra...
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...
The desirable asymptotic optimality properties of the maximum likelihood (ML) estimator make it an attractive solution for performing independent component analysis (ICA) as well....
First-order Markov models have been successfully applied to many problems, for example in modeling sequential data using Markov chains, and modeling control problems using the Mar...