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In this paper, we study a simple correlation-based strategy for estimating the unknown delay and amplitude of a signal based on a small number of noisy, randomly chosen frequency-domain samples. We model the output of this "compressive…

Information Theory · Computer Science 2016-11-17 Armin Eftekhari , Justin Romberg , Michael B. Wakin

Compressed sensing posits that, within limits, one can undersample a sparse signal and yet reconstruct it accurately. Knowing the precise limits to such undersampling is important both for theory and practice. We present a formula that…

Information Theory · Computer Science 2013-01-09 David Donoho , Iain Johnstone , Andrea Montanari

Under a complex technical condition, similar to such used in extreme value theory, we find the rate q(\epsilon)^{-1} at which a stochastic process with stationary increments \xi should be sampled, for the sampled process \xi(\lfloor\cdot…

Probability · Mathematics 2007-05-23 J. M. P. Albin

While a broad range of techniques have been proposed to tackle distribution shift, the simple baseline of training on an $\textit{undersampled}$ balanced dataset often achieves close to state-of-the-art-accuracy across several popular…

Machine Learning · Computer Science 2023-06-21 Niladri S. Chatterji , Saminul Haque , Tatsunori Hashimoto

In this work, we consider a binary sequential hypothesis testing problem with distributed and asynchronous measurements. The aim is to analyze the effect of sampling times of jointly $\textit{wide-sense stationary}$ (WSS) Gaussian…

Signal Processing · Electrical Eng. & Systems 2023-10-12 Nandan Sriranga , Saikiran Bulusu , Baocheng Geng , Pramod K. Varshney

Estimation using pooled sampling has long been an area of interest in the group testing literature. Such research has focused primarily on the assumed use of fixed sampling plans (i), although some recent papers have suggested alternative…

Statistics Theory · Mathematics 2017-03-27 Gregory Haber , Yaakov Malinovsky , Paul Albert

The paper aims at removing the aliasing effects of the whole focal stack generated from a sparse-sampled {4D} light field, while keeping the consistency across all the focal layers. We first explore the structural characteristics embedded…

Image and Video Processing · Electrical Eng. & Systems 2022-04-04 Yaning Li , Xue Wang , Hao Zhu , Guoqing Zhou , Qing Wang

In data assimilation, an ensemble provides a way to propagate the probability density of a system described by a nonlinear prediction model. Although a large ensemble size is required for statistical accuracy, the ensemble size is typically…

Numerical Analysis · Mathematics 2024-11-12 Bosu Choi , Yoonsang Lee

We consider the problem of estimating the conditional distribution of a post-model-selection estimator where the conditioning is on the selected model. The notion of a post-model-selection estimator here refers to the combined procedure…

Statistics Theory · Mathematics 2007-11-06 Hannes Leeb , Benedikt M. Pötscher

A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…

Machine Learning · Computer Science 2015-08-25 Rémi Gribonval , Rodolphe Jenatton , Francis Bach

A single primary sampling unit (PSU) per stratum design is a popular design for estimating the parameter of interest. Although, the point estimator of the design is unbiased and efficient, an unbiased variance estimator does not exist. A…

Methodology · Statistics 2019-10-15 Sepideh Mosaferi

Processes with almost periodic covariance functions have spectral mass on lines parallel to the diagonal in the two-dimensional spectral plane. Methods have been given for estimation of spectral mass on the lines of spectral concentration…

Statistics Theory · Mathematics 2008-06-30 Keh-Shin Lii , Murray Rosenblatt

Measurement samples are often taken in various monitoring applications. To reduce the sensing cost, it is desirable to achieve better sensing quality while using fewer samples. Compressive Sensing (CS) technique finds its role when the…

Information Theory · Computer Science 2016-11-18 Ying Li , Kun Xie , Xin Wang

The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…

Data Analysis, Statistics and Probability · Physics 2009-03-17 K. H. Kiyani , S. C. Chapman , N. W. Watkins

Split sample methods have recently been put forward as a way to reduce the coverage oscillations that haunt confidence intervals for parameters of lattice distributions, such as the binomial and Poisson distributions. We study split sample…

Methodology · Statistics 2015-03-11 Måns Thulin

We consider the design of a linear sensing system with a fixed energy budget assuming that the sampling noise is the dominant noise source. The energy constraint implies that the signal energy per measurement decreases linearly with the…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Yang Lu , Wei Dai , Yonina C. Eldar

Propensity score (PS) methods are widely used to estimate treatment effects in non-randomized studies. Variance is typically estimated using sandwich or bootstrap methods, which can either treat the PS as estimated or fixed. The latter is…

Methodology · Statistics 2025-11-17 Baoshan Zhang , Sean M. O'Brien , Yuan Wu , Laine E. Thomas

This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…

Statistics Theory · Mathematics 2016-10-13 Patrice Bertail , Stephan Clémençon

Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…

Information Theory · Computer Science 2023-06-28 Simon Ruetz

Randomized clinical trials are the gold standard when estimating the average treatment effect. However, they are usually not a random sample from the real-world population because of the inclusion/exclusion rules. Meanwhile, observational…

Methodology · Statistics 2024-12-11 Kuan Jiang , Wenjie Hu , Shu Yang , Xinxing Lai , Xiaohua Zhou
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