Related papers: CWCU LMMSE Estimation: Prerequisites and Propertie…
The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…
We consider a linear minimum mean squared error (LMMSE) estimation framework with model mismatch where the assumed model order is smaller than that of the underlying linear system which generates the data used in the estimation process. By…
This paper introduces a general framework for estimating variance components in the linear mixed models via general unbiased estimating equations, which include some well-used estimators such as the restricted maximum likelihood estimator.…
In the context of Independent Component Analysis (ICA), noisy mixtures pose a dilemma regarding the desired objective. On one hand, a "maximally separating" solution, providing the minimal attainable Interference-to-Source-Ratio (ISR),…
In the linear minimum mean square error (LMMSE) estimation for orthogonal frequency division multiplexing (OFDM) systems, the problem about the determination of the algorithm's parameters, especially those related with channel frequency…
This paper investigates semi-blind channel estimation for massive multiple-input multiple-output (MIMO) systems. To this end, we first estimate a subspace based on all received symbols (pilot and payload) to provide additional information…
In this paper the problem of best linear unbiased estimation is investigated for continuous-time regression models. We prove several general statements concerning the explicit form of the best linear unbiased estimator (BLUE), in particular…
The linear minimum mean squared error (LMMSE) estimator is the best linear estimator for a Bayesian linear inverse problem with respect to the mean squared error. It arises as the solution operator to a Tikhonov-type regularized inverse…
We consider the linear regression problem of estimating an unknown, deterministic parameter vector based on measurements corrupted by colored Gaussian noise. We present and analyze blind minimax estimators (BMEs), which consist of a bounded…
The goal of this paper is to characterize the best achievable performance for the problem of estimating an unknown parameter having a sparse representation. Specifically, we consider the setting in which a sparsely representable…
This work introduces a novel class of channel estimators tailored for coarse quantization systems. The proposed estimators are founded on conditionally Gaussian latent generative models, specifically Gaussian mixture models (GMMs), mixture…
The paper focuses on minimum mean square error (MMSE) Bayesian estimation for a Gaussian source impaired by additive Middleton's Class-A impulsive noise. In addition to the optimal Bayesian estimator, the paper considers also the…
This paper investigates the mean square error (MSE)-optimal conditional mean estimator (CME) in one-bit quantized systems in the context of channel estimation with jointly Gaussian inputs. We analyze the relationship of the generally…
A simple characterization of uniformly minimum variance unbiased estimators (UMVUEs) is provided (in the case when the sample space is finite) in terms of a linear independence condition on the likelihood functions corresponding to the…
Upcoming surveys will measure the cosmic microwave background (CMB) weak lensing power spectrum in exquisite detail, allowing for strong constraints on the sum of neutrino masses among other cosmological parameters. Standard CMB lensing…
The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…
In this study, we consider preliminary test and shrinkage estimation strategies for quantile regression models. In classical Least Squares Estimation (LSE) method, the relationship between the explanatory and explained variables in the…
The Bayes linear estimator is derived by minimizing the Bayes risk with respect to the squared loss function. Non-unbiased estimators such as ordinary ridge, typical shrinkage, fractional rank, and restricted least squares estimators, as…
We propose a low complexity, graph based linear minimum mean square error (LMMSE) filter in which the non-white characteristics of a random process are taken into account. Our method corresponds to block LMMSE filtering, and has the…
We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…