Related papers: The Linear Model under Mixed Gaussian Inputs: Desi…

We consider the problem of signal estimation in a generalized linear model (GLM). GLMs include many canonical problems in statistical estimation, such as linear regression, phase retrieval, and 1-bit compressed sensing. Recent work has…

This paper presents two novel hyperspectral mixture models and associated unmixing algorithms. The two models assume a linear mixing model corrupted by an additive term whose expression can be adapted to account for multiple scattering…

Transfer learning for high-dimensional Gaussian graphical models (GGMs) is studied with the goal of estimating the target GGM by utilizing the data from similar and related auxiliary studies. The similarity between the target graph and each…

This paper studies a high-dimensional inference problem involving the matrix tensor product of random matrices. This problem generalizes a number of contemporary data science problems including the spiked matrix models used in sparse…

The Gauss Markov theorem states that the weighted least squares estimator is a linear minimum variance unbiased estimation (MVUE) in linear models. In this paper, we take a first step towards extending this result to non linear settings via…

This paper extends the "single crossing point" property of the scalar MMSE function, derived by Guo, Shamai and Verd\'u (first presented in ISIT 2008), to the parallel degraded MIMO scenario. It is shown that the matrix Q(t), which is the…

Deep learning-based multivariate and multistep-ahead traffic forecasting models are typically trained with the mean squared error (MSE) or mean absolute error (MAE) as the loss function in a sequence-to-sequence setting, simply assuming…

This work focuses on distributed linear precoding when users transmit correlated information over a fading Multiple-Input and Multiple-Output Multiple Access Channel. Precoders are optimized in order to minimize the sum-Mean Square Error…

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 present a unified large system analysis of linear receivers for a class of random matrix channels. The technique unifies the analysis of both the minimum-mean-squared-error (MMSE) receiver and the adaptive least-squares (ALS) receiver,…

In this paper, the problem of training optimization for estimating a multiple-input multiple-output (MIMO) flat fading channel in the presence of spatially and temporally correlated Gaussian noise is studied in an application-oriented…

In multi-cell massive MIMO systems, channel estimation is deteriorated by pilot contamination and the effects of pilot contamination become more severe due to hardware impairments. In this paper, we propose a joint pilot design and channel…

In this paper, we propose a coordinated pilot design method to minimize the channel estimation mean squared error (MSE) in 1-bit analog-to-digital converters (ADCs) massive multiple-input multiple-output (MIMO). Under the assumption that…

When recovering a sparse signal from noisy compressive linear measurements, the distribution of the signal's non-zero coefficients can have a profound effect on recovery mean-squared error (MSE). If this distribution was apriori known, then…

Compressed sensing (CS) demonstrates that sparse signals can be estimated from under-determined linear systems. Distributed CS (DCS) further reduces the number of measurements by considering joint sparsity within signal ensembles. DCS with…

Consider the noisy underdetermined system of linear equations: y=Ax0 + z0, with n x N measurement matrix A, n < N, and Gaussian white noise z0 ~ N(0,\sigma^2 I). Both y and A are known, both x0 and z0 are unknown, and we seek an…

A novel Gaussian mixture model (GMM) aided sparse Bayesian learning (SBL) framework is proposed for channel state information (CSI) estimation in orthogonal time-frequency space (OTFS) modulated systems. The key attribute of the proposed…

High-dimensional vector autoregression with measurement error is frequently encountered in a large variety of scientific and business applications. In this article, we study statistical inference of the transition matrix under this model.…

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Traditional covariate selection methods for causal inference focus on achieving unbiasedness and asymptotic efficiency. In many practical scenarios, researchers must estimate causal effects from observational data with limited sample sizes…