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In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over $d$-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the…

Machine Learning · Statistics 2022-06-08 Michał Dereziński , Manfred K. Warmuth , Daniel Hsu

The metric properties of the set in which random variables take their values lead to relevant probabilistic concepts. For example, the mean of a random variable is a best predictor in that it minimizes the standard Euclidean distance or…

Probability · Mathematics 2018-09-21 Henryk Gzyl

When the experimental data set is contaminated, we usually employ robust alternatives to common location and scale estimators such as the sample median and Hodges-Lehmann estimators for location and the sample median absolute deviation and…

Methodology · Statistics 2020-08-11 Chanseok Park , Haewon Kim , Min Wang

The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a formal definition, the transitivity of the…

Optimization and Control · Mathematics 2015-02-27 Benjamin Lenoir

Quantum estimation theory provides optimal observations for various estimation problems for unknown parameters in the state of the system under investigation. However, the theory has been developed under the assumption that every observable…

Quantum Physics · Physics 2009-11-10 M. Hotta , M. Ozawa

Given a single copy of a mixed state of the form \rho=\lambda\rho_1+(1-\lambda)\rho_2, what is the optimal measurement to estimate the parameter \lambda, if \rho_1 and \rho_2 are known? We present a general strategy to obtain the optimal…

Quantum Physics · Physics 2007-06-13 Thomas Konrad , Otfried Gühne , Jürgen Audretsch , Hans J. Briegel

We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters using $M$-estimators. Fourier transform enables to transform…

Statistics Theory · Mathematics 2007-12-18 Fabrice Gamboa , Jean-Michel Loubes , Elie Maza

We consider machine learning in a comparison-based setting where we are given a set of points in a metric space, but we have no access to the actual distances between the points. Instead, we can only ask an oracle whether the distance…

Machine Learning · Statistics 2017-04-06 Siavash Haghiri , Debarghya Ghoshdastidar , Ulrike von Luxburg

We study asymptotic behavior of one-step weighted $M$-estimators based on samples from arrays of not necessarily identically distributed random variables and representing explicit approximations to the corresponding consistent weighted…

Statistics Theory · Mathematics 2015-07-07 Yu. Yu. Linke

The problem of estimating location (scale) parameters $\theta_1$ and $\theta_2$ of two distributions when the ordering between them is known apriori (say, $\theta_1\leq \theta_2$) has been extensively studied in the literature. Many of…

Statistics Theory · Mathematics 2022-07-05 Naresh Garg , Neeraj Misra

The purpose of writing this book is to suggest some improved estimators using auxiliary information in sampling schemes like simple random sampling and systematic sampling. This volume is a collection of five papers. The following problems…

Statistics Theory · Mathematics 2013-08-28 Rajesh Singh , Florentin Smarandache

In finite mixtures of location-scale distributions, if there is no constraint on the parameters then the maximum likelihood estimate does not exist. But when the ratios of the scale parameters are restricted appropriately, the maximum…

Statistics Theory · Mathematics 2011-11-09 Kentaro Tanaka

By measuring, modeling and interpreting cosmological datasets, one can place strong constraints on models of the Universe. Central to this effort are summary statistics such as power spectra and bispectra, which condense the…

Cosmology and Nongalactic Astrophysics · Physics 2025-07-15 Oliver H. E. Philcox , Thomas Flöss

A general family of estimators for estimating the population mean of the variable under study, which make use of known value of certain population parameter(s), is proposed. Under Simple Random Sampling Without Replacement (SRSWOR) scheme,…

Statistics Theory · Mathematics 2007-10-17 M. Khoshnevisan , Rajesh Singh , Pankaj Chauhan , Nirmala Sawan , Florentin Smarandache

In this paper we have proposed an almost unbiased estimator using known value of some population parameter(s) with known population proportion of an auxiliary variable. A class of estimators is defined which includes [1], [2] and [3]…

Applications · Statistics 2014-06-04 Sachin Malik , Rajesh Singh , SB Gupta

Note: Accepted version, published in Statistical Papers, https://doi.org/10.1007/s00362-023-01414-3. It is shown that some theoretically identifiable parameters cannot be empirically identified, meaning that no consistent estimator of them…

Statistics Theory · Mathematics 2023-04-18 Christian Hennig

Classical estimation outputs a single point estimate of an unknown $d$-dimensional vector from an observation. In this paper, we study \emph{$k$-list estimation}, in which a single observation is used to produce a list of $k$ candidate…

Information Theory · Computer Science 2026-03-27 Nikola Zlatanov , Amin Gohari , Farzad Shahrivari , Mikhail Rudakov

The surface area of a set which is only observed as a binary pixel image is often estimated by a weighted sum of pixel configurations counts. In this paper we examine these estimators in a design based setting -- we assume that the observed…

Statistics Theory · Mathematics 2019-06-20 Jürgen Kampf

We consider the problem of the construction of the estimator-process of the unknown finite-dimensional parameter in the case of the observations of nonlinear autoregressive process. The estimation is done in two or three steps. First we…

Statistics Theory · Mathematics 2016-02-01 Yury A. Kutoyants , Anastasia Motrunich

Many signal processing algorithms for distributed sensors are capable of improving their performance if the positions of sensors are known. In this paper, we focus on estimators for inferring the relative geometry of distributed arrays and…

Signal Processing · Electrical Eng. & Systems 2020-04-14 Szymon Woźniak , Konrad Kowalczyk
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