Related papers: On Conditions for Linearity of Optimal Estimation
Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses.…
We study the problem of single-channel source separation (SCSS), and focus on cyclostationary signals, which are particularly suitable in a variety of application domains. Unlike classical SCSS approaches, we consider a setting where only…
For the problem of nonparametric estimation of signal in Gaussian noise we point out the strong asymptotically minimax estimators on maxisets for linear estimators (see \cite{ker93,rio}). It turns out that the order of rates of convergence…
This paper analyzes the impact of spatially correlated additive noise on the minimum mean-square error (MMSE) estimation of multiple-input multiple-output (MIMO) channels from one-bit quantized observations. Although additive noise can be…
We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…
We consider parameter estimation under sparse linear regression -- an extensively studied problem in high-dimensional statistics and compressed sensing. While the minimax framework has been one of the most fundamental approaches for…
We consider a networked control system where a linear time-invariant (LTI) plant, subject to a stochastic disturbance, is controlled over a communication channel with colored noise and a signal-to-noise ratio (SNR) constraint. The…
Many modern distributed systems consist of devices that generate more data than what can be transmitted via a communication link in near real time with high-fidelity. We consider the scheduling problem in which a device has access to…
The problem of differentiating a function with bounded second derivative in the presence of bounded measurement noise is considered in both continuous-time and sampled-data settings. Fundamental performance limitations of causal…
Optimal signalling over the Gaussian MIMO wire-tap channel is studied under the total transmit power constraint. A closed-form solution for an optimal transmit covariance matrix is obtained when the channel is strictly degraded. In…
Noise is an unavoidable part of most measurements which can hinder a correct interpretation of the data. Uncertainties propagate in the data analysis and can lead to biased results even in basic descriptive statistics such as the central…
The least mean-square (LMS) filter is one of the most common adaptive linear estimation algorithms. In many practical scenarios, and particularly in digital communications systems, the signal of interest (SOI) and the input signal are…
The sum-rate capacity of the parallel Gaussian interference channel is shown to be achieved by independent transmission across sub-channels and treating interference as noise in each sub-channel if the channel coefficients and power…
The sampling, quantization, and estimation of a bounded dynamic-range bandlimited signal affected by additive independent Gaussian noise is studied in this work. For bandlimited signals, the distortion due to additive independent Gaussian…
In classical information theory, both the form and performance of the optimal detector for additive noise channels can be precisely derived, based on the assumption that the channel noise follows a specific probability distribution or a…
Deep neural networks generalize well despite being exceedingly overparameterized and being trained without explicit regularization. This curious phenomenon has inspired extensive research activity in establishing its statistical principles:…
We consider the problem of estimation of a linear functional in the Gaussian sequence model where the unknown vector theta in R^d belongs to a class of s-sparse vectors with unknown s. We suggest an adaptive estimator achieving a…
In this paper, a novel method based on the entropy estimation of the observation space eigenvalues is proposed to estimate the number of the sources in Gaussian and Non-Gaussian noise. In this method, the eigenvalues of correlation matrix…
We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…
Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…