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Shrinkage estimators have profound impacts in statistics and in scientific and engineering applications. In this article, we consider shrinkage estimation in the presence of linear predictors. We formulate two heteroscedastic hierarchical…

Methodology · Statistics 2024-06-21 Samuel Kou , Justin J. Yang

We propose Bayesian Univariate-Guided Sparse Regression (BUGS), a novel global-local shrinkage framework that incorporates marginal association information directly into the prior through a continuous modulation of shrinkage. Unlike…

Methodology · Statistics 2026-04-27 Priyam Das

The U.S. global position system (GPS) is one of the existing global navigation satellite systems (GNSS) that provides position and time information for users in civil, commercial and military backgrounds. Because of its reliance on many…

Signal Processing · Electrical Eng. & Systems 2019-07-08 Erick Schmidt , Zach A. Ruble , David Akopian , Daniel J. Pack

The problem of guaranteed parameter estimation (GPE) consists in enclosing the set of all possible parameter values, such that the model predictions match the corresponding measurements within prescribed error bounds. One of the bottlenecks…

Numerical Analysis · Mathematics 2018-10-30 Junyan Su , Yanlin Zha , Kai Wang , Mario E. Villanueva , Radoslav Paulen , Boris Houska

Optimal and suboptimal decentralized estimators in wireless sensor networks (WSNs) over orthogonal multiple-access fading channels are studied in this paper. Considering multiple-bit quantization before digital transmission, we develop…

Information Theory · Computer Science 2015-05-18 Xin Wang , Chenyang Yang

Neural network (NN) ensembles can reduce large prediction variance of NN and improve prediction accuracy. For highly nonlinear problems with insufficient data set, the prediction accuracy of NN models becomes unstable, resulting in a…

Machine Learning · Computer Science 2022-10-20 Ungki Lee , Namwoo Kang

We present two reduced-rank channel estimators for large-scale multiple-input, multiple-output (MIMO) systems and analyze their mean square error (MSE) performance. Taking advantage of the channel's transform domain sparseness, the…

Information Theory · Computer Science 2016-09-09 Ko-Feng Chen , Yen-Cheng Liu , Yu T. Su

This paper proposes a low complexity precoding algorithm based on the recently proposed Generalized Least Square Error (GLSE) scheme with generic penalty and support. The algorithm iteratively constructs the transmit vector via Approximate…

Information Theory · Computer Science 2018-01-09 Ali Bereyhi , Mohammad Ali Sedaghat , Ralf R. Müller

Estimating the frequencies of multiple sinusoids in the presence of AWGN and when the data record is short is commonly accomplished by subspace-based methods such as ESPRIT, MUSIC, Min-Norm, etc. These methods do not assume that the data…

Signal Processing · Electrical Eng. & Systems 2020-08-31 P. Vishnu , C. S. Ramalingam

In this paper, we propose an efficient ordered-statistics decoding (OSD) algorithm with an adaptive Gaussian elimination (GE) reduction technique. The proposed decoder utilizes two decoding conditions to adaptively remove GE in OSD. The…

Information Theory · Computer Science 2022-12-26 Chentao Yue , Mahyar Shirvanimoghaddam , Branka Vucetic , Yonghui Li

In this paper, we apply shrinkage strategies to estimate regression coefficients efficiently for the high-dimensional multiple regression model, where the number of samples is smaller than the number of predictors. We assume in the sparse…

Methodology · Statistics 2017-04-19 B. Yuzbasi , M. Arashi , S. E. Ahmed

We develop and analyze empirical Bayes Stein-type estimators for use in the estimation of causal effects in large-scale online experiments. While online experiments are generally thought to be distinguished by their large sample size, we…

Methodology · Statistics 2019-11-15 Drew Dimmery , Eytan Bakshy , Jasjeet Sekhon

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time series. We generalize a known GSE-type estimator by…

Statistics Theory · Mathematics 2013-05-23 Guilherme Pumi , Sílvia R. C. Lopes

Quantum phase estimation (QPE) is one of the most important subroutines in quantum computing. In general applications, current QPE algorithms either suffer an exponential time overload or require a set of - notoriously quite fragile - GHZ…

Quantum Physics · Physics 2021-10-04 Luca Pezzè , Augusto Smerzi

We propose an iterative channel estimation algorithm based on the Least Square Estimation (LSE) and Sparse Message Passing (SMP) algorithm for the Millimeter Wave (mmWave) MIMO systems. The channel coefficients of the mmWave MIMO are…

Information Theory · Computer Science 2022-06-23 Chongwen Huang , Lei Liu , Chau Yuen , Sumei Sun

Deep neural networks are typically trained by optimizing a loss function with an SGD variant, in conjunction with a decaying learning rate, until convergence. We show that simple averaging of multiple points along the trajectory of SGD,…

Machine Learning · Computer Science 2019-02-26 Pavel Izmailov , Dmitrii Podoprikhin , Timur Garipov , Dmitry Vetrov , Andrew Gordon Wilson

Deep learning image reconstruction algorithms often suffer from model mismatches when the acquisition scheme differs significantly from the forward model used during training. We introduce a Generalized Stein's Unbiased Risk Estimate…

Machine Learning · Computer Science 2022-01-02 Hemant Kumar Aggarwal , Mathews Jacob

We construct team-optimal estimation algorithms over distributed networks for state estimation in the finite-horizon mean-square error (MSE) sense. Here, we have a distributed collection of agents with processing and cooperation…

Systems and Control · Computer Science 2017-01-10 Muhammed O. Sayin , Suleyman S. Kozat , Tamer Başar

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss