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 ?










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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 ?










    share|cite|improve this question


























      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 ?










      share|cite|improve this question















      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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      edited 2 days ago

























      asked 2 days ago









      youpilat13

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