Stochastic Expectation Maximization for Robust State-Space Radio Interferometric Imaging

We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesian inference as a sequence of entropic trust-region updates subject to dynamic consistency constraints. This framework gives rise to a family of forward-backward algorithms whose structure is determined by the chosen factorization of the variational posterior. By focusing on Gauss--Markov approximations, we derive recursive schemes with favorable computational complexity. For general nonlinear, non-Gaussian models, we close the recursions using generalized statistical linear regression and Fourier--Hermite moment matching.

Radio map (RM) estimation aims to reconstruct the spatial distribution of wireless signal characteristics, such as received signal strength (RSS), from sparse measurements, a task that is critical for spectrum management, interference mitigation, and localization in modern wireless networks. Traditional approaches, including interpolation and deep learning, either struggle to capture complex propagation effects or require large-scale retraining for each new sampling pattern, which limits their generalization. More recently, prior-based methods have combined pre-trained generative models with measurements to reduce the need for deployment-time model fine-tuning, but they typically treat the prior as a simple regularizer and lack explicit transmitter-aware integration. In this paper, we propose RadioTrace, a novel RM estimation framework without deployment-time fine-tuning that tightly integrates sparse RSS measurements with a frozen pre-trained diffusion prior. RadioTrace incorporates transmitter (Tx) location estimation directly into the denoising loop, iteratively refining Tx coordinates based on reconstruction quality to guide the generative process. To further enhance robustness, we introduce a propagation-guided K-means initialization that mitigates poor local minima in the Tx update and provides a geometry-consistent starting point. Moreover, we provide a stochastic stability analysis for the Tx-coordinate refinement component, showing that the Tx update remains stable under perturbations induced by diffusion sampling and Tx-map relaxation. Extensive experiments demonstrate that RadioTrace achieves competitive performance with state-of-the-art learning-based methods under random sampling, and maintains strong reconstruction quality under restricted-area sampling, highlighting its adaptability, robustness, and practical relevance.

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference, which for SSMs is in general a very challenging problem due to the intractability of the likelihood. Recently, neural estimation methods, such as sequential neural likelihood (SNL), have shown promising results in Bayesian inference problems. In this paper, we show that SNL, when applied to the SSM setting, suffers important limitations, such as requiring a large amount of simulated samples to achieve a moderate performance, scaling poorly with sequence length, while not being amortized. We then introduce a novel inference algorithm called truncated-SNL (T-SNL), which addresses the limitations of SNL. Our algorithm is more accurate, more stable and robust during training, more scalable to longer temporal sequences, and can be amortized when new observations become available. Our experiments show that T-SNL is sample-efficient, robust, and flexible algorithm which outperforms other approaches.