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In this article, we consider the problem of outlier-robust state estimation where the measurement noise can be correlated. Outliers in data arise due to many reasons like sensor malfunctioning, environmental behaviors, communication…

Signal Processing · Electrical Eng. & Systems 2024-08-21 Aamir Hussain Chughtai , Muhammad Tahir , Momin Uppal

Efficient estimation of wideband spectrum is of great importance for applications such as cognitive radio. Recently, sub-Nyquist sampling schemes based on compressed sensing have been proposed to greatly reduce the sampling rate. However,…

Signal Processing · Electrical Eng. & Systems 2018-05-23 Haoyu Fu , Yuejie Chi

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

A major stage of radio interferometric data processing is calibration or the estimation of systematic errors in the data and the correction for such errors. A stochastic error (noise) model is assumed, and in most cases, this underlying…

Instrumentation and Methods for Astrophysics · Physics 2015-06-16 S. Kazemi , S. Yatawatta

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…

Statistics Theory · Mathematics 2019-07-23 Jing Xu , Jakub Marecek

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

Machine Learning · Computer Science 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

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…

Information Theory · Computer Science 2018-05-23 Alireza Sani , Azadeh Vosoughi

Expectation Maximization (EM) algorithm is a parameter estimation method from incomplete observations. In this paper, an implementation of this method to the calibration of HKS spectrometer at Jefferson Lab is described. We show that the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Lulin Yuan

We present a continuous-time probabilistic approach for estimating the chirp signal and its instantaneous frequency function when the true forms of these functions are not accessible. Our model represents these functions by non-linearly…

Machine Learning · Statistics 2023-03-22 Zheng Zhao , Simo Särkkä , Jens Sjölund , Thomas B. Schön

We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number $k$ of components. We show that as long as signal-to-noise ratio (SNR) is $\tilde{\Omega}(k)$,…

Machine Learning · Computer Science 2019-11-27 Jeongyeol Kwon , Constantine Caramanis

We propose a method for estimating channel parameters from RSSI measurements and the lost packet count, which can work in the presence of losses due to both interference and signal attenuation below the noise floor. This is especially…

Machine Learning · Computer Science 2015-04-07 Silvija Kokalj-Filipovic , Larry Greenstein

This dissertation shows that careful injection of noise into sample data can substantially speed up Expectation-Maximization algorithms. Expectation-Maximization algorithms are a class of iterative algorithms for extracting maximum…

Machine Learning · Statistics 2014-11-26 Osonde Adekorede Osoba

Neural networks are increasingly used to estimate parameters in quantitative MRI, in particular in magnetic resonance fingerprinting. Their advantages over the gold standard non-linear least square fitting are their superior speed and their…

This paper deals with parameter estimation when the data are randomly right censored. The maximum likelihood estimates from censored samples are obtained by using the expectation-maximization (EM) and Monte Carlo EM (MCEM) algorithms. We…

Computation · Statistics 2012-03-20 Chanseok Park , Seong Beom Lee

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…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. They aim to…

Systems and Control · Electrical Eng. & Systems 2023-03-22 Jiaqi Yan , Hideaki Ishii

This paper aims at providing a fresh look at semiparametric estimation theory and, in particular, at the Semiparametric Cram\'{e}r-Rao Bound (SCRB). Semiparametric models are characterized by a finite-dimensional parameter vector of…

Signal Processing · Electrical Eng. & Systems 2018-03-02 Stefano Fortunati , Fulvio Gini , Maria S. Greco , Abdelhak M. Zoubir , Muralidhar Rangaswamy

Estimation under model misspecification arises in many signal processing problems, where the assumed observation model deviates from the true data-generating mechanism due to errors or simplifications. The misspecified Cram\'er-Rao bound…

Statistics Theory · Mathematics 2026-05-21 Malaak Khatib , Nadav Harel , Joseph Tabrikian , Tirza Routtenberg

We describe here an iterative method for jointly estimating the noise power spectrum from a CMB experiment's time-ordered data, together with the maximum-likelihood map. We test the robustness of this method on simulated Boomerang datasets…

In this paper, we study the problem of estimating latent variable models with arbitrarily corrupted samples in high dimensional space ({\em i.e.,} $d\gg n$) where the underlying parameter is assumed to be sparse. Specifically, we propose a…

Machine Learning · Statistics 2020-10-20 Di Wang , Xiangyu Guo , Shi Li , Jinhui Xu