Section: Research Program

Parameter estimation and inference

Bayesian estimation, Expectation-Maximization, stochastic modelling

Parameter estimation is at the core of the processing tools studied and developed in the team. Applications range from the prediction of missing data or future data, to extracting some information about the data in order to perform efficient compression. More precisely, the data are assumed to be generated by a given stochastic data model, which is partially known. The set of possible models translates the a priori knowledge we have on the data and the best model has to be selected in this set. When the set of models or equivalently the set of probability laws is indexed by a parameter (scalar or vectorial), the model is said parametric and the model selection resorts to estimating the parameter. Estimation algorithms are therefore widely used at the encoder to analyze the data. In order to achieve high compression rates, the parameters are usually not sent and the decoder has to jointly select the model (i.e. estimate the model parameters) and extract the information of interest.