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We consider unregularized robust M-estimators for linear models under Gaussian design and heavy-tailed noise, in the proportional asymptotics regime where the sample size n and the number of features p are both increasing such that $p/n \to…

Statistics Theory · Mathematics 2025-01-29 Pierre C. Bellec , Takuya Koriyama

This paper studies the optimal state estimation problem for interconnected systems. Each subsystem can obtain its own measurement in real time, while, the measurements transmitted between the subsystems suffer from random delay. The optimal…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Yan Wang , Junlin Xiong , Zaiyue Yang , Rong Su

In this paper we consider the problem of linear unmixing hidden random variables defined over the simplex with additive Gaussian noise, also known as probabilistic simplex component analysis (PRISM). Previous solutions to tackle this…

Signal Processing · Electrical Eng. & Systems 2023-07-26 Nerya Granot , Tzvi Diskin , Nicolas Dobigeon , Ami Wiesel

We present a new approach for statistical inference on noise properties of CMB anisotropy data. We consider a Maximum Likelihood parametric estimator to recover the full dependence structure of the noise process. We also consider a…

Astrophysics · Physics 2014-10-13 P. Natoli , D. Marinucci , P. Cabella , G. de Gasperis , N. Vittorio

Parameter estimation using quantized observations is of importance in many practical applications. Under a symmetric $1$-bit setup, consisting of a zero-threshold hard-limiter, it is well known that the large sample performance loss for low…

Information Theory · Computer Science 2016-11-17 Manuel Stein , Shahar Bar , Josef A. Nossek , Joseph Tabrikian

Mixed-resolution architectures, combining high-resolution (analog) data with coarsely quantized (e.g., 1-bit) data, are widely employed in emerging communication and radar systems to reduce hardware costs and power consumption. However, the…

Signal Processing · Electrical Eng. & Systems 2025-08-29 Yaniv Mazor , Tirza Routtenberg

This paper addresses the challenging problem of parameter estimation for multicomponent complex exponential signals, commonly known as sums of cisoids. Traditional approaches that estimate individual component parameters face significant…

Information Theory · Computer Science 2025-12-01 Huiguang Zhang

A method that uses order statistics to construct multivariate distributions with fixed marginals and which utilizes a representation of the Bernstein copula in terms of a finite mixture distribution is proposed. Expectation-maximization…

Computation · Statistics 2014-01-16 Xiaoling Dou , Satoshi Kuriki , Gwo Dong Lin , Donald Richards

In this paper, we tackle for the first time the problem of maximum likelihood (ML) estimation of the signal-to-noise ratio (SNR) parameter over time-varying single-input multiple-output (SIMO) channels. Both the data-aided (DA) and the…

Applications · Statistics 2014-11-19 Faouzi Bellili , Rabii Meftehi , Sofiene Affes , Alex Stephenne

Many quantum algorithms contain an important subroutine, the quantum amplitude estimation. As the name implies, this is essentially the parameter estimation problem and thus can be handled via the established statistical estimation theory.…

Quantum Physics · Physics 2022-01-10 Tomoki Tanaka , Shumpei Uno , Tamiya Onodera , Naoki Yamamoto , Yohichi Suzuki

We consider the problem of estimating the period of an unknown periodic function observed in additive noise sampled at irregularly spaced time instants in a semiparametric setting. To solve this problem, we propose a novel estimator based…

Statistics Theory · Mathematics 2008-01-03 Céline Lévy-Leduc , Eric Moulines , François Roueff

The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…

Computation · Statistics 2013-06-26 Ryan P. Browne , Sanjeena Subedi , Paul McNicholas

In this paper, we propose a complete synchronization algorithm for continuous phase modulation (CPM) signals in burst-mode transmission over additive white Gaussian noise (AWGN) channels. The timing and carrier recovery are performed…

Information Theory · Computer Science 2014-01-27 Ehsan Hosseini , Erik Perrins

Due to the increasing demand for low power and higher sampling rates, low resolution quantization for data acquisition has drawn great attention recently. Consequently, line spectral estimation (LSE) with multiple measurement vectors (MMVs)…

Signal Processing · Electrical Eng. & Systems 2022-06-08 Ning Zhang , Jiang Zhu , Zhiwei Xu

An enhanced multiple-edge response (MER) based eye diagram estimation method is proposed to evaluate the performance of nonlinear systems with input jitter. Compared with existing MER-based methods which only took into account the bit…

Signal Processing · Electrical Eng. & Systems 2023-12-18 Hanqing Zhang , Feijun Zheng

This paper considers the problem of estimating chirp parameters from a noisy mixture of chirps. While a rich body of work exists in this area, challenges remain when extending these techniques to chirps of higher order polynomials. We…

Signal Processing · Electrical Eng. & Systems 2025-01-31 Sattwik Basu , Debottam Dutta , Yu-Lin Wei , Romit Roy Choudhury

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

In this paper we apply to gravitational waves from non-spinning binary systems a recently intro- duced frequentist methodology to calculate analytically the error for a maximum likelihood estimate (MLE) of physical parameters. While…

General Relativity and Quantum Cosmology · Physics 2011-02-02 Salvatore Vitale , Michele Zanolin

In this paper, we address the problem of simultaneous classification and estimation of hidden parameters in a sensor network with communications constraints. In particular, we consider a network of noisy sensors which measure a common…

Multiagent Systems · Computer Science 2012-06-19 Fabio Fagnani , Sophie M. Fosson , Chiara Ravazzi

For decoherence processes induced by weak interactions with the environment, a general quantum channel with one noise parameter has been formulated. This channel is called low-noise channel and very useful for investigating the parameter…

Quantum Physics · Physics 2009-11-13 Masahiro Hotta , Tokishiro Karasawa