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The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…

Machine Learning · Statistics 2025-11-25 Man-Chung Yue , Yves Rychener , Daniel Kuhn , Viet Anh Nguyen

As the use of automotive radar increases, performance limitations associated with radar-to-radar interference will become more significant. In this paper we employ tools from stochastic geometry to characterize the statistics of radar…

Information Theory · Computer Science 2016-07-11 Akram Al-Hourani , Robin J. Evans , Sithamparanathan Kandeepan , Bill Moran , Hamid Eltom

In this work we consider the inverse problem of reconstructing the optical properties of a layered medium from an elastography measurement where optical coherence tomography is used as the imaging method. We hereby model the sample as a…

Numerical Analysis · Mathematics 2024-02-23 Peter Elbau , Leonidas Mindrinos , Leopold Veselka

In this article, we present a method for increasing adaptivity of an existing robust estimation algorithm by learning two parameters to better fit the residual distribution. The analyzed method uses these two parameters to calculate weights…

Robotics · Computer Science 2023-06-27 Shounak Das , Jason Gross

Previous results pertaining to algebraic state and parameter estimation of linear systems based on a special construction of a forward-backward kernel representation of linear differential invariants are extended to handle large noise in…

Systems and Control · Electrical Eng. & Systems 2021-02-02 Debarshi Patanjali Ghoshal , Hannah Michalska

We consider the discrete three dimensional scan statistics. Viewed as the maximum of an 1-dependent stationary r.v.'s sequence, we provide approximations and error bounds for the probability distribution of the three dimensional scan…

Computation · Statistics 2013-03-18 Alexandru Amarioarei , Cristian Preda

We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…

Econometrics · Economics 2023-02-14 Abhishek K. Umrawal , Joshua C. C. Chan

We use a kinematic parametrisation of the luminosity distance to measure the angular distribution on the sky of time derivatives of the scale factor, in particular the Hubble parameter H_0, the deceleration parameter q_0, and the jerk…

Cosmology and Nongalactic Astrophysics · Physics 2016-08-24 C. Sofia Carvalho , Spyros Basilakos

The least-squares support vector machine is a frequently used kernel method for non-linear regression and classification tasks. Here we discuss several approximation algorithms for the least-squares support vector machine classifier. The…

Machine Learning · Computer Science 2017-03-24 M. Andrecut

Background: Pose estimation of rigid objects is a practical challenge in optical metrology and computer vision. This paper presents a novel stochastic-geometrical modeling framework for object pose estimation based on observing multiple…

Computer Vision and Pattern Recognition · Computer Science 2024-06-04 Wolfgang Hoegele

Distributed statistical learning problems arise commonly when dealing with large datasets. In this setup, datasets are partitioned over machines, which compute locally, and communicate short messages. Communication is often the bottleneck.…

Statistics Theory · Mathematics 2022-10-25 Edgar Dobriban , Yue Sheng

A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample…

Applications · Statistics 2018-02-14 Augusto Aubry , Antonio De Maio , Luca Pallotta

We use an agnostic information-theoretic approach to investigate the statistical properties of natural images. We introduce the Multiscale Relevance (MSR) measure to assess the robustness of images to compression at all scales. Starting in…

Data Analysis, Statistics and Probability · Physics 2023-10-06 Samy Lakhal , Alexandre Darmon , Iacopo Mastromatteo , Matteo Marsili , Michael Benzaquen

Although recovering an Euclidean distance matrix from noisy observations is a common problem in practice, how well this could be done remains largely unknown. To fill in this void, we study a simple distance matrix estimate based upon the…

Machine Learning · Statistics 2014-09-18 Luwan Zhang , Grace Wahba , Ming Yuan

It is possible to approach regression analysis with random covariates from a semiparametric perspective where information is combined from multiple multivariate sources. The approach assumes a semiparametric density ratio model where…

Methodology · Statistics 2012-10-02 Anastasia Voulgaraki , Benjamin Kedem , Barry I. Graubard

This chapter discusses the importance of incorporating three-dimensional symmetries in the context of statistical learning models geared towards the interpolation of the tensorial properties of atomic-scale structures. We focus on Gaussian…

Chemical Physics · Physics 2019-04-04 Andrea Grisafi , David M. Wilkins , Michael J. Willatt , Michele Ceriotti

We introduce a sharpness functional for probabilistic models that quantifies sharpness as an intrinsic property of the probability distribution. The measure is derived based on a rank-based concentration principle that tracks upward…

Methodology · Statistics 2026-04-03 Pekka Syrjänen

We describe the shrinking neighborhood approach of Robust Statistics, which applies to general smoothly parametrized models, especially, exponential families. Equal generality is achieved by object oriented implementation of the optimally…

Methodology · Statistics 2010-08-04 Matthias Kohl , Peter Ruckdeschel , Helmut Rieder

We consider nonparametric estimation of the derivative of a probability density function with the bounded support on $[0,\infty)$. Estimates are looked up in the class of estimates with asymmetric gamma kernel functions. The use of gamma…

Probability · Mathematics 2014-07-10 A. V. Dobrovidov , L. A Markovich

The density function of the limiting spectral distribution of general sample covariance matrices is usually unknown. We propose to use kernel estimators which are proved to be consistent. A simulation study is also conducted to show the…

Statistics Theory · Mathematics 2012-11-15 Bing-Yi Jing , Guangming Pan , Qi-Man Shao , Wang Zhou