Related papers: CWCU LMMSE Estimation: Prerequisites and Propertie…
The best linear unbiased estimator (BLUE) is a popular statistical method adopted to combine multiple measurements of the same observable taking into account individual uncertainties and their correlation. The method is unbiased by…
We study the excess mean square error (EMSE) above the minimum mean square error (MMSE) in large linear systems where the posterior mean estimator (PME) is evaluated with a postulated prior that differs from the true prior of the input…
We develop a new method for reconstructing cluster mass profiles and large-scale structure from the cosmic microwave background (CMB). By analyzing the likelihood of CMB lensing, we analytically prove that standard quadratic estimators for…
The so-called constrained least mean-square algorithm is one of the most commonly used linear-equality-constrained adaptive filtering algorithms. Its main advantages are adaptability and relative simplicity. In order to gain analytical…
We consider the classical problem of missing-mass estimation, which deals with estimating the total probability of unseen elements in a sample. The missing-mass estimation problem has various applications in machine learning, statistics,…
Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing…
This paper considers probabilistic estimation of a low-rank matrix from non-linear element-wise measurements of its elements. We derive the corresponding approximate message passing (AMP) algorithm and its state evolution. Relying on…
We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…
In this paper, we consider the design of robust linear precoders for MU-MISO systems where users have perfect Channel State Information (CSI) while the BS has partial CSI. In particular, the BS has access to imperfect estimates of the…
The least mean-square (LMS) filter is one of the most common adaptive linear estimation algorithms. In many practical scenarios, and particularly in digital communications systems, the signal of interest (SOI) and the input signal are…
The power spectrum of cosmic microwave background (CMB) lensing will be measured to sub-percent precision with upcoming surveys, enabling tight constraints on the sum of neutrino masses and other cosmological parameters. Measuring the…
The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…
The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N…
Stochastic models that predict adaptive filtering algorithms performance usually employ several assumptions in order to simplify the analysis. Although these simplifications facilitate the recursive update of the statistical quantities of…
Linear minimum mean square error (MMSE) detector has been shown to alleviate the noise amplification problem, resulting in the conventional zero-forcing (ZF) detector. In this paper, we analyze the performance improvement by the MMSE…
Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…
Standard variational lower bounds used to train latent variable models produce biased estimates of most quantities of interest. We introduce an unbiased estimator of the log marginal likelihood and its gradients for latent variable models…
In many practical parameter estimation problems, such as coefficient estimation of polynomial regression, the true model is unknown and thus, a model selection step is performed prior to estimation. The data-based model selection step…
We consider unbiased estimation of a sparse nonrandom vector corrupted by additive white Gaussian noise. We show that while there are infinitely many unbiased estimators for this problem, none of them has uniformly minimum variance.…
The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because…