Related papers: Robust spiked random matrices and a robust G-MUSIC…
Estimating the clutter-plus-noise covariance matrix in high-dimensional STAP is challenging in the presence of Internal Clutter Motion (ICM) and a high noise floor. The problem becomes more difficult in low-sample regimes, where the Sample…
Missing data is frequently encountered in many areas of statistics. Propensity score weighting is a popular method for handling missing data. The propensity score method employs a response propensity model, but correct specification of the…
A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general…
We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…
We deal with the equivariant estimation of scatter and location for p-dimensional data, giving emphasis to scatter. It it important that the estimators possess both a high efficiency for normal data and a high resistance to outliers, that…
We address overcrowding estimates for the singular values of random iid matrices, as well as for the eigenvalues of random Wigner matrices. We show evidence of long range separation under arbitrary perturbation even in matrices of discrete…
Robust online estimation of oscillation frequency belongs to classical problems of system identification and adaptive control. The given harmonic signal can be noisy and with varying amplitude at the same time, as in the case of damped…
In this paper we study random matrix models where the matrices in question contain infinitely many spikes. Recent work has characterized the possible outliers in the spectrum of large deformed unitarily invariant models when the number of…
This paper presents novel algorithms for multi-target direction-of-arrival (DoA) estimation in array signal processing. Although the maximum likelihood estimator (MLE) asymptotically attains the Cram\'er-Rao bound, its exponential…
We study asymmetric rank-one spiked tensor models in the high-dimensional regime, where the noise entries are independent and identically distributed with zero mean, unit variance, and finite fourth moment. This extends the classical…
The concept of statistical depth extends the notions of the median and quantiles to other statistical models. These procedures aim to formalize the idea of identifying deeply embedded fits to a model that are less influenced by…
Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…
Subspace methods are essential to high-resolution environment sensing in the emerging unmanned systems, if further combined with the millimeter-wave (mm-Wave) massive multi-input multi-output (MIMO) technique. The estimation of signal/noise…
To improve precision of estimation and power of testing hypothesis for an unconditional treatment effect in randomized clinical trials with binary outcomes, researchers and regulatory agencies recommend using g-computation as a reliable…
In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block…
We consider estimating a matrix from noisy observations coming from an arbitrary additive bi-rotational invariant perturbation. We propose an estimator which is optimal among the class of rectangular rotational invariant estimators and can…
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously studied for outlier detection in multivariate data. A thorough…
The spiked Wigner ensemble is a prototypical model for high-dimensional inference. We study the spectral properties of an inhomogeneous rank-one spiked Wigner model in which the variance of each entry of the noise matrix is itself a random…
We consider the problem of estimating a low-rank signal matrix from noisy measurements under the assumption that the distribution of the data matrix belongs to an exponential family. In this setting, we derive generalized Stein's unbiased…
A sampling method by using scattering amplitude is proposed for shape and location reconstruction in inverse acoustic scattering problems. Only matrix multiplication is involved in the computation, thus the novel sampling method is very…