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We discuss the possibility of applying some standard statistical methods (the least square method, the maximum likelihood method, the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional…
In this paper, we consider maximum likelihood estimations of the degree of freedom parameter $\nu$, the location parameter $\mu$ and the scatter matrix $\Sigma$ of the multivariate Student-$t$ distribution. In particular, we are interested…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…
We consider the problem of estimating means of two Gaussians in a 2-Gaussian mixture, which is not balanced and is corrupted by noise of an arbitrary distribution. We present a robust algorithm to estimate the parameters, together with…
We address numerical differentiation under coarse, non-uniform sampling and Gaussian noise. A maximum-likelihood estimator with $L_2$-norm constraint on a higher-order derivative is obtained, yielding spline-based solution. We introduce a…
The paper focuses on minimum mean square error (MMSE) Bayesian estimation for a Gaussian source impaired by additive Middleton's Class-A impulsive noise. In addition to the optimal Bayesian estimator, the paper considers also the…
This paper investigates the active sampling for estimation of approximately bandlimited graph signals. With the assistance of a graph filter, an approximately bandlimited graph signal can be formulated by a Gaussian random field over the…
This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…
This work is concerned with the estimation of multidimensional regression and the asymptotic behaviour of the test involved in selecting models. The main problem with such models is that we need to know the covariance matrix of the noise to…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
This paper considers estimation of a quantized constant in noise when using uniform and nonuniform quantizers. Estimators based on simple arithmetic averages, on sample statistical moments and on the maximum-likelihood procedure are…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
Max-Linear Bayesian Networks (MLBNs) provide a powerful framework for causal inference in extreme-value settings; we consider MLBNs with noise parameters with a given topology in terms of the max-plus algebra by taking its logarithm. Then,…
This paper presents a distributed estimator for a deterministic parametric physical field sensed by a homogeneous sensor network and develops a new transformed expression for the Cramer-Rao lower bound (CRLB) on the variance of distributed…
Recently we find several candidates of quantum algorithms that may be implementable in near-term devices for estimating the amplitude of a given quantum state, which is a core sub- routine in various computing tasks such as the Monte Carlo…
We describe a Bayesian framework for estimating the time-domain noise covariance of CMB observations, typically parametrized in terms of a 1/f frequency profile. This framework is based on the Gibbs sampling algorithm, which allows for…
In this paper we consider the issue of reliability of measurements in distributed adaptive estimation problem. To this aim, we assume a sensor network with different observation noise variance among the sensors and propose new estimation…
We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…
An important preliminary procedure in multi-sensor data fusion is \textit{sensor registration}, and the key step in this procedure is to estimate sensor biases from their noisy measurements. There are generally two difficulties in this bias…