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We investigate the problem of jointly testing two hypotheses and estimating a random parameter based on data that is observed sequentially by sensors in a distributed network. In particular, we assume the data to be drawn from a Gaussian…

Signal Processing · Electrical Eng. & Systems 2020-03-04 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

This paper considers the model of an arbitrary distributed signal x observed through an added independent white Gaussian noise w, y=x+w. New relations between the minimal mean square error of the non-causal estimator and the likelihood…

Probability · Mathematics 2016-11-18 Moshe Zakai

This paper studies power allocation for distributed estimation of an unknown scalar random source in sensor networks with a multiple-antenna fusion center (FC), where wireless sensors are equipped with radio-frequency based energy…

Information Theory · Computer Science 2017-04-26 Vien V. Mai , Won-Yong Shin , Koji Ishibashi

Spatial regression of random fields based on potentially biased sensing information is proposed in this paper. One major concern in such applications is that since it is not known a-priori what the accuracy of the collected data from each…

Signal Processing · Electrical Eng. & Systems 2020-09-04 Qikun Xiang , Ido Nevat , Gareth W. Peters

We investigate the performance of distributed least-mean square (LMS) algorithms for parameter estimation over sensor networks where the regression data of each node are corrupted by white measurement noise. Under this condition, we show…

Systems and Control · Computer Science 2016-11-18 Reza Abdolee , Benoit Champagne

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 paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…

Systems and Control · Computer Science 2016-11-17 Xiaobin Gao , Emrah Akyol , Tamer Basar

This letter proposes a novel distributed compressed estimation scheme for sparse signals and systems based on compressive sensing techniques. The proposed scheme consists of compression and decompression modules inspired by compressive…

Information Theory · Computer Science 2015-02-05 S. Xu , R. C. de Lamare , H. V. Poor

This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…

Systems and Control · Computer Science 2014-05-27 Liang Dai , Kristiaan Pelckmans

We consider the problem of distributed estimation of a Gaussian vector with linear observation model. Each sensor makes a scalar noisy observation of the unknown vector, quantizes its observation, maps it to a digitally modulated symbol,…

Information Theory · Computer Science 2020-05-01 Mojtaba Shirazi , Azadeh Vosoughi

In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…

Methodology · Statistics 2021-01-19 Manuel M. Eichenlaub

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

We present a Bayesian perspective on quantifying the uncertainty of graph signals estimated or reconstructed from imperfect observations. We show that many conventional methods of graph signal estimation, reconstruction and imputation, can…

Signal Processing · Electrical Eng. & Systems 2025-05-22 Lennard Rompelberg , Michael T. Schaub

We study the tradeoff between the statistical error and communication cost of distributed statistical estimation problems in high dimensions. In the distributed sparse Gaussian mean estimation problem, each of the $m$ machines receives $n$…

Machine Learning · Computer Science 2016-05-11 Mark Braverman , Ankit Garg , Tengyu Ma , Huy L. Nguyen , David P. Woodruff

Consider the communication-constrained problem of nonparametric function estimation, in which each distributed terminal holds multiple i.i.d. samples. Under certain regularity assumptions, we characterize the minimax optimal rates for all…

Machine Learning · Computer Science 2025-01-15 Deheng Yuan , Tao Guo , Zhongyi Huang

This paper considers the problem of distributed estimation in a sensor network, where multiple sensors are deployed to infer the state of a linear time-invariant (LTI) Gaussian system. By proposing a lossless decomposition of Kalman filter,…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Jiaqi Yan , Yilin Mo , Hideaki Ishii

A parameter estimation problem is considered, in which dispersed sensors transmit to the statistician partial information regarding their observations. The sensors observe the paths of continuous semimartingales, whose drifts are linear…

Methodology · Statistics 2013-02-01 Georgios Fellouris

We consider a statistical problem of detection of a signal with unknown energy in a multi-channel system, observed in a Gaussian noise. We assume that the signal can appear in the $k$-th channel with a known small prior probability…

Statistics Theory · Mathematics 2017-12-19 Evgeny Burnaev , Georgy Golubev

This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…

Data Analysis, Statistics and Probability · Physics 2016-07-29 Bo Tang , Haibo He , Steven Kay