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The problem of optimal linear estimation of a linear functional depending on the unknown values of periodically correlated stochastic process from observations of the process with additive noise is considered. Formulas for calculating the…

Statistics Theory · Mathematics 2025-11-20 Iryna Dubovets'ka , Mykhailo Moklyachuk

Often the goal of model selection is to choose a model for future prediction, and it is natural to measure the accuracy of a future prediction by squared error loss. Under the Bayesian approach, it is commonly perceived that the optimal…

Statistics Theory · Mathematics 2007-06-13 Maria Maddalena Barbieri , James O. Berger

In this work we discuss a novel model prior probability for variable selection in linear regression. The idea is to determine the prior mass in an objective sense, by considering the worth of each of the possible regression models, given…

Methodology · Statistics 2015-12-29 Cristiano Villa , Jeong Eun Lee

A new method of background subtraction is presented which uses the concept of a signal estimator to construct a confidence level which is always conservative and which is never better than e^-s. The new method yields stronger exclusions…

Data Analysis, Statistics and Probability · Physics 2007-05-23 S. Jin , P. McNamara

We present a channel spectral estimator for OFDM signals containing pilot carriers, assuming a known delay spread or a bound on this parameter. The estimator is based on modeling the channel's spectrum as a band-limited function, instead of…

Information Theory · Computer Science 2014-05-16 J. Selva

In musical performances with expressive tempo modulation, the tempo variation can be modelled as a sequence of tempo arcs. Previous authors have used this idea to estimate series of piecewise arc segments from data. In this paper we…

Sound · Computer Science 2013-02-04 Dan Stowell , Elaine Chew

Measuring the centroid of a spectral line is a common problem in astronomy. Many methods have been devised to overcome limitations due to either noise in the spectra or asymmetric profiles, the most common of which are the intensity…

Instrumentation and Methods for Astrophysics · Physics 2018-09-28 Richard Teague , Daniel Foreman-Mackey

We derive a message passing method for computing the spectra of locally tree-like networks and an approximation to it that allows us to compute closed-form expressions or fast numerical approximates for the spectral density of random graphs…

Physics and Society · Physics 2019-04-19 M. E. J. Newman , Xiao Zhang , Raj Rao Nadakuditi

Massive multiple-input multiple-output (MIMO) promises significantly higher performance relative to conventional multiuser systems. However, the promised gains of massive MIMO systems rely heavily on the accuracy of the absolute front-end…

Information Theory · Computer Science 2020-02-26 Guoda Tian , Harsh Tataria , Fredrik Tufvesson

Motivated by molecular biology, there has been an upsurge of research activities in directional statistics in general and its Bayesian aspect in particular. The central distribution for the circular case is von Mises distribution which has…

Computation · Statistics 2014-06-24 Peter G. M. Forbes , Kanti V. Mardia

Cooperative diversity systems are wireless communication systems designed to exploit cooperation among users to mitigate the effects of multipath fading. In fairly general conditions, it has been shown that these systems can achieve the…

Applications · Statistics 2009-11-13 Peter A. Parker , Patrick Mitran , Daniel W. Bliss , Vahid Tarokh

We consider the problem of parameter estimation from a generalized linear model with a random design matrix that is orthogonally invariant in law. Such a model allows the design have an arbitrary distribution of singular values and only…

Statistics Theory · Mathematics 2026-02-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli

We first review existing sequential methods for estimating a binomial proportion. Afterward, we propose a new family of group sequential sampling schemes for estimating a binomial proportion with prescribed margin of error and confidence…

Statistics Theory · Mathematics 2013-11-05 Zhengjia Chen , Xinjia Chen

Pathwise predictability of continuous time processes is studied in deterministic setting. We discuss uniform prediction in some weak sense with respect to certain classes of inputs. More precisely, we study possibility of approximation of…

Optimization and Control · Mathematics 2009-11-13 Nikolai Dokuchaev

In this letter, we analyse the properties of a maximum likelihood channel estimator based on the syndrome of a linear code. For the two examples of a binary symmetric channel and a binary input additive white Gaussian noise channel, we…

Information Theory · Computer Science 2013-12-12 Gottfried Lechner , Christoph Pacher

This paper studies distance estimation for diffusive molecular communication. The Cramer-Rao lower bound on the variance of the distance estimation error is derived. The lower bound is derived for a physically unbounded environment with…

Information Theory · Computer Science 2015-11-20 Adam Noel , Karen C. Cheung , Robert Schober

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

This work investigates the parameter estimation performance of super-resolution line spectral estimation using atomic norm minimization. The focus is on analyzing the algorithm's accuracy of inferring the frequencies and complex magnitudes…

Information Theory · Computer Science 2018-10-24 Qiuwei Li , Gongguo Tang

Over binary input channels, uniform distribution is a universal prior, in the sense that it allows to maximize the worst case mutual information over all binary input channels, ensuring at least 94.2% of the capacity. In this paper, we…

Information Theory · Computer Science 2010-04-28 Emmanuel Abbe , Rethnakaran Pulikkoonattu

Using a Bayesian methodology, we introduce the maximum a posteriori~(MAP) estimator for quantum state and process tomography. The maximum likelihood, hedged maximum likelihood, maximum likelihood-maximum entropy estimator, and estimators of…

Quantum Physics · Physics 2019-01-29 Vikesh Siddhu