Expectation Maximization (EM) : find all parameters from a PSF (Point Spread Function)
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I have the 2 parameters arrays : $theta=[a,b]$, $nu=[r_0,c_0,alpha,beta]$ with the distribution (a point spread function = PSF = response of a Dirac) :
$text{PSF}(r,c) = bigg(1 + dfrac{r^2 + c^2}{alpha^2}bigg)^{-beta}$
and the modeling :
$$d(r,c) = a cdot text {PSF}_{alpha,beta} (r-r_0,c-c_0) + b + epsilon (r, c)$$
I would like to convert this relation under matricial form.
Before, I used the matrix form with only $theta$ and I could write :
$$d=H.theta + epsilonquad(1)$$
i.e the equality :
$$begin{bmatrix}d(1,1) \ d(1,2) \ d(1,3) \ vdots \ d(20,20) end{bmatrix}
= begin{bmatrix} text{PSF}_{alpha,beta}(1-r_0,1-c_0) & 1 \ text{PSF}_{alpha,beta}(1-r_0,2-c_0) & 1 \ text{PSF}_{alpha,beta}(1-r_0,3-c_0) & 1 \ vdots & vdots \ text{PSF}_{alpha,beta}(20-r_0,20-c_0) & 1 end{bmatrix} times begin{bmatrix}a \ b end{bmatrix}
+ begin{bmatrix}epsilon(1,1) \ epsilon(1,2) \ epsilon(1,3) \ vdots \ epsilon(20,20) end{bmatrix}$$
I don't know how to keep the same matricial form but with also $nu=[r_0,c_0,alpha,beta]$ and $theta=[a,b]$ ?
This matricial form will allow me to use Maximum-Likelihood-Estimation on all parameters.
But there, I wonder if I have just to use the same matricial form above $(1)$ but with explicit $H=H(nu)$ ? then we could write :
$ d = H(nu) cdot theta + epsilon quad(1)$
So after, I would generate random values for $[r_{0}, c_{0}, alpha, beta]$ and $[a,b]$, wouldn't it ?
PS : I have posted a first question on a different stack forum but it is more about processing image in astrophysics.
UPDATE 1 : From what I have seen, it seems the Expectation Maximization (EM) is appropriate for my problem.
The likelihood function is expressed as :
$mathcal{L}=prod_{i=1}^{n} text{PSF}_{i}$
So I have to find $nu$ and $theta$ such that $dfrac{partial text{ln}mathcal{L}}{partial nu}=0$ and $dfrac{text{ln}mathcal{L}}{partial theta}=0$
Could anyone help me to implement the EM algorithm to estimate $nu$ and $beta$ arrays of parameters ?
optimization maximum-likelihood log-likelihood
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I have the 2 parameters arrays : $theta=[a,b]$, $nu=[r_0,c_0,alpha,beta]$ with the distribution (a point spread function = PSF = response of a Dirac) :
$text{PSF}(r,c) = bigg(1 + dfrac{r^2 + c^2}{alpha^2}bigg)^{-beta}$
and the modeling :
$$d(r,c) = a cdot text {PSF}_{alpha,beta} (r-r_0,c-c_0) + b + epsilon (r, c)$$
I would like to convert this relation under matricial form.
Before, I used the matrix form with only $theta$ and I could write :
$$d=H.theta + epsilonquad(1)$$
i.e the equality :
$$begin{bmatrix}d(1,1) \ d(1,2) \ d(1,3) \ vdots \ d(20,20) end{bmatrix}
= begin{bmatrix} text{PSF}_{alpha,beta}(1-r_0,1-c_0) & 1 \ text{PSF}_{alpha,beta}(1-r_0,2-c_0) & 1 \ text{PSF}_{alpha,beta}(1-r_0,3-c_0) & 1 \ vdots & vdots \ text{PSF}_{alpha,beta}(20-r_0,20-c_0) & 1 end{bmatrix} times begin{bmatrix}a \ b end{bmatrix}
+ begin{bmatrix}epsilon(1,1) \ epsilon(1,2) \ epsilon(1,3) \ vdots \ epsilon(20,20) end{bmatrix}$$
I don't know how to keep the same matricial form but with also $nu=[r_0,c_0,alpha,beta]$ and $theta=[a,b]$ ?
This matricial form will allow me to use Maximum-Likelihood-Estimation on all parameters.
But there, I wonder if I have just to use the same matricial form above $(1)$ but with explicit $H=H(nu)$ ? then we could write :
$ d = H(nu) cdot theta + epsilon quad(1)$
So after, I would generate random values for $[r_{0}, c_{0}, alpha, beta]$ and $[a,b]$, wouldn't it ?
PS : I have posted a first question on a different stack forum but it is more about processing image in astrophysics.
UPDATE 1 : From what I have seen, it seems the Expectation Maximization (EM) is appropriate for my problem.
The likelihood function is expressed as :
$mathcal{L}=prod_{i=1}^{n} text{PSF}_{i}$
So I have to find $nu$ and $theta$ such that $dfrac{partial text{ln}mathcal{L}}{partial nu}=0$ and $dfrac{text{ln}mathcal{L}}{partial theta}=0$
Could anyone help me to implement the EM algorithm to estimate $nu$ and $beta$ arrays of parameters ?
optimization maximum-likelihood log-likelihood
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I have the 2 parameters arrays : $theta=[a,b]$, $nu=[r_0,c_0,alpha,beta]$ with the distribution (a point spread function = PSF = response of a Dirac) :
$text{PSF}(r,c) = bigg(1 + dfrac{r^2 + c^2}{alpha^2}bigg)^{-beta}$
and the modeling :
$$d(r,c) = a cdot text {PSF}_{alpha,beta} (r-r_0,c-c_0) + b + epsilon (r, c)$$
I would like to convert this relation under matricial form.
Before, I used the matrix form with only $theta$ and I could write :
$$d=H.theta + epsilonquad(1)$$
i.e the equality :
$$begin{bmatrix}d(1,1) \ d(1,2) \ d(1,3) \ vdots \ d(20,20) end{bmatrix}
= begin{bmatrix} text{PSF}_{alpha,beta}(1-r_0,1-c_0) & 1 \ text{PSF}_{alpha,beta}(1-r_0,2-c_0) & 1 \ text{PSF}_{alpha,beta}(1-r_0,3-c_0) & 1 \ vdots & vdots \ text{PSF}_{alpha,beta}(20-r_0,20-c_0) & 1 end{bmatrix} times begin{bmatrix}a \ b end{bmatrix}
+ begin{bmatrix}epsilon(1,1) \ epsilon(1,2) \ epsilon(1,3) \ vdots \ epsilon(20,20) end{bmatrix}$$
I don't know how to keep the same matricial form but with also $nu=[r_0,c_0,alpha,beta]$ and $theta=[a,b]$ ?
This matricial form will allow me to use Maximum-Likelihood-Estimation on all parameters.
But there, I wonder if I have just to use the same matricial form above $(1)$ but with explicit $H=H(nu)$ ? then we could write :
$ d = H(nu) cdot theta + epsilon quad(1)$
So after, I would generate random values for $[r_{0}, c_{0}, alpha, beta]$ and $[a,b]$, wouldn't it ?
PS : I have posted a first question on a different stack forum but it is more about processing image in astrophysics.
UPDATE 1 : From what I have seen, it seems the Expectation Maximization (EM) is appropriate for my problem.
The likelihood function is expressed as :
$mathcal{L}=prod_{i=1}^{n} text{PSF}_{i}$
So I have to find $nu$ and $theta$ such that $dfrac{partial text{ln}mathcal{L}}{partial nu}=0$ and $dfrac{text{ln}mathcal{L}}{partial theta}=0$
Could anyone help me to implement the EM algorithm to estimate $nu$ and $beta$ arrays of parameters ?
optimization maximum-likelihood log-likelihood
I have the 2 parameters arrays : $theta=[a,b]$, $nu=[r_0,c_0,alpha,beta]$ with the distribution (a point spread function = PSF = response of a Dirac) :
$text{PSF}(r,c) = bigg(1 + dfrac{r^2 + c^2}{alpha^2}bigg)^{-beta}$
and the modeling :
$$d(r,c) = a cdot text {PSF}_{alpha,beta} (r-r_0,c-c_0) + b + epsilon (r, c)$$
I would like to convert this relation under matricial form.
Before, I used the matrix form with only $theta$ and I could write :
$$d=H.theta + epsilonquad(1)$$
i.e the equality :
$$begin{bmatrix}d(1,1) \ d(1,2) \ d(1,3) \ vdots \ d(20,20) end{bmatrix}
= begin{bmatrix} text{PSF}_{alpha,beta}(1-r_0,1-c_0) & 1 \ text{PSF}_{alpha,beta}(1-r_0,2-c_0) & 1 \ text{PSF}_{alpha,beta}(1-r_0,3-c_0) & 1 \ vdots & vdots \ text{PSF}_{alpha,beta}(20-r_0,20-c_0) & 1 end{bmatrix} times begin{bmatrix}a \ b end{bmatrix}
+ begin{bmatrix}epsilon(1,1) \ epsilon(1,2) \ epsilon(1,3) \ vdots \ epsilon(20,20) end{bmatrix}$$
I don't know how to keep the same matricial form but with also $nu=[r_0,c_0,alpha,beta]$ and $theta=[a,b]$ ?
This matricial form will allow me to use Maximum-Likelihood-Estimation on all parameters.
But there, I wonder if I have just to use the same matricial form above $(1)$ but with explicit $H=H(nu)$ ? then we could write :
$ d = H(nu) cdot theta + epsilon quad(1)$
So after, I would generate random values for $[r_{0}, c_{0}, alpha, beta]$ and $[a,b]$, wouldn't it ?
PS : I have posted a first question on a different stack forum but it is more about processing image in astrophysics.
UPDATE 1 : From what I have seen, it seems the Expectation Maximization (EM) is appropriate for my problem.
The likelihood function is expressed as :
$mathcal{L}=prod_{i=1}^{n} text{PSF}_{i}$
So I have to find $nu$ and $theta$ such that $dfrac{partial text{ln}mathcal{L}}{partial nu}=0$ and $dfrac{text{ln}mathcal{L}}{partial theta}=0$
Could anyone help me to implement the EM algorithm to estimate $nu$ and $beta$ arrays of parameters ?
optimization maximum-likelihood log-likelihood
optimization maximum-likelihood log-likelihood
edited 2 days ago
asked 2 days ago
youpilat13
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2811
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