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For an affine two factor model, we study the asymptotic properties of the maximum likelihood and least squares estimators of some appearing parameters in the so-called subcritical (ergodic) case based on continuous time observations. We…

Statistics Theory · Mathematics 2014-06-17 Matyas Barczy , Leif Doering , Zenghu Li , Gyula Pap

In this paper, we give estimators of the frequency, amplitude and phase of a noisy sinusoidal signal with time-varying amplitude by using the algebraic parametric techniques introduced by Fliess and Sira-Ramirez. We apply a similar strategy…

Numerical Analysis · Mathematics 2011-05-17 Da-Yan Liu , Olivier Gibaru , Wilfrid Perruquetti

In Polarization Discrimination Imaging, the amplitude of a sinusoid from a rotating analyzer, representing residual polarized light and carrying information on the object, is detected with the help of a lock-in amplifier. When turbidity…

Image and Video Processing · Electrical Eng. & Systems 2019-11-05 Samudra Dasgupta , Jithun Nair , Shauryadipta Sarkar , Ram Mohan Vasu , Gargeshwari Venkatasubbiah Anand

In this paper, we expand the theory of depth-unbiased source localization to unbiased parameter estimation and signal reconstruction of an arbitrary number of non-zero parameters to be recovered. The topic touches on the concept of exact…

Information Theory · Computer Science 2026-05-08 Joonas Lahtinen

We investigate mismatched estimation in the context of the distance geometry problem (DGP). In the DGP, for a set of points, we are given noisy measurements of pairwise distances between the points, and our objective is to determine the…

Signal Processing · Electrical Eng. & Systems 2022-06-14 Mahmoud Abdelkhalek , Dror Baron , Chau-Wai Wong

We consider stochastic approximation for the least squares regression problem in the non-strongly convex setting. We present the first practical algorithm that achieves the optimal prediction error rates in terms of dependence on the noise…

Machine Learning · Computer Science 2022-03-04 Aditya Varre , Nicolas Flammarion

We consider the estimation of a bounded regression function with nonparametric heteroscedastic noise and random design. We study the true and empirical excess risks of the least-squares estimator on finite-dimensional vector spaces. We give…

Statistics Theory · Mathematics 2015-06-29 Adrien Saumard

A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…

Methodology · Statistics 2012-07-04 Darren Homrighausen , Christopher R. Genovese

In this paper, we present an optimal filter for the enhancement or estimation of signals on the 2-sphere corrupted by noise, when both the signal and noise are realizations of anisotropic processes on the 2-sphere. The estimation of such a…

Instrumentation and Methods for Astrophysics · Physics 2015-06-17 Zubair Khalid , Rodney A. Kennedy , Parastoo Sadeghi , Salman Durrani

System identification is a fundamental problem in control and learning, particularly in high-stakes applications where data efficiency is critical. Classical approaches, such as the ordinary least squares estimator (OLS), achieve an…

Systems and Control · Electrical Eng. & Systems 2025-06-12 Xiong Zeng , Jing Yu , Necmiye Ozay

Multidimensional combinatorial substitutions are rules that replace symbols by finite patterns of symbols in $\mathbb Z^d$. We focus on the case where the patterns are not necessarily rectangular, which requires a specific description of…

Discrete Mathematics · Computer Science 2014-06-27 Timo Jolivet , Jarkko Kari

We develop a multidimensional version of Gradient-MUSIC for estimating the frequencies of a nonharmonic signal from noisy samples. The guiding principle is that frequency recovery should be based only on the signal subspace determined by…

Optimization and Control · Mathematics 2026-03-31 Albert Fannjiang , Weilin Li

Paranasal anomalies are commonly discovered during routine radiological screenings and can present with a wide range of morphological features. This diversity can make it difficult for convolutional neural networks (CNNs) to accurately…

The detection problem in statistical signal processing can be succinctly formulated: Given m (possibly) signal bearing, n-dimensional signal-plus-noise snapshot vectors (samples) and N statistically independent n-dimensional noise-only…

Information Theory · Computer Science 2009-02-26 N. Raj Rao , Jack W. Silverstein

In this paper, we consider the problem of finding the Least Squares estimators of two isotonic regression curves $g^\circ_1$ and $g^\circ_2$ under the additional constraint that they are ordered; e.g., $g^\circ_1 \le g^\circ_2$. Given two…

Methodology · Statistics 2023-04-17 Fadoua Balabdaoui , Kaspar Rufibach , Filippo Santambrogio

This method solves the dual problem of blind deconvolution and estimation of the time waveform of noisy second-order cyclo-stationary (CS2) signals that traverse a Transfer Function (TF) en route to a sensor. We have proven that the…

Machine Learning · Computer Science 2024-03-07 Igor Makienko , Michael Grebshtein , Eli Gildish

We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…

Pattern Formation and Solitons · Physics 2013-05-29 B. von Haeften , G. Izús , S. Mangioni , A. D. Sánchez , H. S. Wio

This paper deals with the consistency of the least squares estimator of a convex regression function when the predictor is multidimensional. We characterize and discuss the computation of such an estimator via the solution of certain…

Statistics Theory · Mathematics 2015-03-13 Emilio Seijo , Bodhisattva Sen

Penalized estimation principle is fundamental to high-dimensional problems. In the literature, it has been extensively and successfully applied to various models with only structural parameters. As a contrast, in this paper, we apply this…

Statistics Theory · Mathematics 2017-08-03 Jianqing Fan , Runlong Tang , Xiaofeng Shi

Many high-dimensional data sets suffer from hidden confounding which affects both the predictors and the response of interest. In such situations, standard regression methods or algorithms lead to biased estimates. This paper substantially…

Methodology · Statistics 2024-12-17 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann