Stochastic Expectation Maximization for Robust State-Space Radio Interferometric Imaging

arXiv:2606.23944v1 Announce Type: cross Abstract: State--space models provide a flexible framework for analyzing dynamical systems, yet they often rely on Gaussian assumptions that fail to capture heavy-tailed or outlier-prone measurement noise. We propose a robust estimation scheme for linear state--space models subject to compound-Gaussian noise, as encountered for instance in radio interferometry affected by radio-frequency interference (RFI). The method relies on a Stochastic Approximation Expectation--Maximization (SAEM) algorithm in which the standard E-step is replaced by Monte Carlo sa

Source: arXiv cs.LG — read the full report at the original publisher.

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