Related papers: Minimum Mean Square Error Estimation Under Gaussia…
A bilateral (i.e., upper and lower) bound on the mean-square error under a general model mismatch is developed. The bound, which is derived from the variational representation of the chi-square divergence, is applicable in the Bayesian and…
We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…
In this work, we consider the deterministic optimization using random projections as a statistical estimation problem, where the squared distance between the predictions from the estimator and the true solution is the error metric. In…
We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…
We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…
This paper focuses on the minimum mean squared error (MMSE) channel estimator for multiple-input multiple-output (MIMO) systems with one-bit quantization at the receiver side. Despite its optimality and significance in estimation theory,…
We consider the problem of signal estimation (denoising) from a statistical-mechanical perspective, in continuation to a recent work on the analysis of mean-square error (MSE) estimation using a direct relationship between optimum…
In this paper, we study a generalized Kalman-Bucy filtering problem under uncertainty. The drift uncertainty for both signal process and observation process is considered and the attitude to uncertainty is characterized by a convex operator…
In this article, a study of the mean-square error (MSE) performance of linear echo-state neural networks is performed, both for training and testing tasks. Considering the realistic setting of noise present at the network nodes, we derive…
We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…
We propose a general maximum likelihood empirical Bayes (GMLEB) method for the estimation of a mean vector based on observations with i.i.d. normal errors. We prove that under mild moment conditions on the unknown means, the average mean…
Some improved estimators are proposed for estimating the population mean in stratified sampling in the presence of auxiliary information. Mean square error (MSE) of the proposed estimators have been derived under large sample approximation.…
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…
Remote sensing hyperspectral sensors collect large volumes of high dimensional spectral and spatial data. However, due to spectral and spatial redundancy the true hyperspectral signal lies on a subspace of much lower dimension than the…
The K-Mean and EM algorithms are popular in clustering and mixture modeling, due to their simplicity and ease of implementation. However, they have several significant limitations. Both coverage to a local optimum of their respective…
In this paper we have suggested a family of estimators for the population mean in the presence of measurement errors. Expression for the mean squared error (MSE) of the suggested family is derived. An empirical study has been carried out to…
Recently, machine learning-based channel estimation has attracted much attention. The performance of machine learning-based estimation has been validated by simulation experiments. However, little attention has been paid to the theoretical…
This paper proposes a class of ratio type estimators of finite population variance, when the population variance of an auxiliary character is known. Asymptotic expression for mean square error (MSE) is derived and compared with the mean…
In this paper, the use of the Generalized Beta Mixture (GBM) and Horseshoe distributions as priors in the Bayesian Compressive Sensing framework is proposed. The distributions are considered in a two-layer hierarchical model, making the…
In the setting of entangled single-sample distributions, the goal is to estimate some common parameter shared by a family of $n$ distributions, given one single sample from each distribution. This paper studies mean estimation for entangled…