Stochastic Expectation Maximization for Robust State-Space Radio Interferometric Imaging
Summary
State-space models provide a flexible framework for analyzing dynamical systems, but conventional Gaussian assumptions often fail to capture heavy-tailed or outlier-prone measurement noise, such as radio-frequency interference (RFI) in radio interferometry. This work proposes a robust estimation scheme for linear state-space models subject to compound-Gaussian noise. The method employs a Stochastic Approximation Expectation–Maximization (SAEM) algorithm, replacing the standard E-step with Monte Carlo sampling of latent states and noise texture via closed-form Gibbs updates, which enables tractable inference despite the heavy-tailed likelihood. Numerical experiments on a synthetic dynamic radio-interferometric imaging scenario, simulating a rotating ring source observed by the Very Large Array (VLA) at 3.8 GHz with 15% RFI contamination, demonstrate that the proposed SAEM method significantly improves reconstruction fidelity and robustness, outperforming a Gaussian EM algorithm and even an oracle RTS smoother.
Key takeaway
For Machine Learning Engineers developing robust imaging systems in noisy environments, you should consider implementing Stochastic Approximation Expectation-Maximization (SAEM) with heavy-tailed state-space models. This approach significantly improves reconstruction fidelity and robustness against non-Gaussian interference like RFI, even outperforming oracle Gaussian smoothers. Your systems will benefit from modeling measurement noise as compound-Gaussian, enabling more accurate joint state and parameter estimation in challenging real-world scenarios.
Key insights
SAEM robustly estimates state-space models with heavy-tailed noise, outperforming Gaussian methods in RFI-affected imaging scenarios.
Principles
- Gaussian assumptions fail with heavy-tailed noise.
- Robustness is crucial in RFI-dominated imaging.
- Compound-Gaussian models restore conditional Gaussianity.
Method
The SAEM algorithm replaces the E-step with Monte Carlo sampling using a block Gibbs sampler. It alternates FFBS for states and Gamma updates for scale variables, handling complex observations via real-augmented representation.
In practice
- Model RFI as compound-Gaussian noise.
- Use SAEM for joint state and parameter estimation.
- Employ FFBS and Gamma updates for latent variables.
Topics
- Stochastic Approximation EM
- Radio Interferometry
- State-Space Models
- Heavy-Tailed Noise
- Gibbs Sampling
- RFI Mitigation
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Editorial summary, takeaway, and curation by AIssential. Original article published by stat.ML updates on arXiv.org.