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Minimum mean square error (MMSE) estimation of block sparse signals from noisy linear measurements is considered. Unlike in the standard compressive sensing setup where the non-zero entries of the signal are independently and uniformly…

Information Theory · Computer Science 2012-04-26 Mikko Vehkaperä , Saikat Chatterjee , Mikael Skoglund

A key methodological challenge in observational studies with interference between units is twofold: (1) each unit's outcome may depend on many others' treatments, and (2) treatment assignments may exhibit complex dependencies across units.…

Methodology · Statistics 2025-12-17 Souhardya Sengupta , Kosuke Imai , Georgia Papadogeorgou

In recent machine learning systems, confidence scores are being utilized more and more to manage selective prediction, whereby a model can abstain from making a prediction when it is unconfident. Yet, conventional metrics like accuracy,…

Machine Learning · Computer Science 2025-05-27 Kourosh Shahnazari , Seyed Moein Ayyoubzadeh , Mohammadali Keshtparvar , Pegah Ghaffari

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer

Minimizing the Mean Squared Error (MSE) is a key objective in machine learning and is commonly used for imputing missing values. While this approach provides accurate point estimates, it introduces systematic biases in downstream analyses.…

Machine Learning · Statistics 2026-05-06 Stef van Buuren

Graphical models are a framework for representing and exploiting prior conditional independence structures within distributions using graphs. In the Gaussian case, these models are directly related to the sparsity of the inverse covariance…

Statistics Theory · Mathematics 2015-10-28 Ami Wiesel , Yonina C. Eldar , Alfred O. Hero

To glean the benefits offered by massive multi-input multi-output (MIMO) systems, channel state information must be accurately acquired. Despite the high accuracy, the computational complexity of classical linear minimum mean squared error…

Information Theory · Computer Science 2024-04-23 Bin Li , Ziping Wei , Shaoshi Yang , Yang Zhang , Jun Zhang , Chenglin Zhao , Sheng Chen

In space applications, hardware (HW) implementation is made more expensive not only by the levels of performance required, but also by complex and rigorous HW qualification tests. Reducing qualification cost and time is thus a key design…

Signal Processing · Electrical Eng. & Systems 2023-10-27 Francesco Silino , Fabio Dell'Acqua , Pietro Savazzi , Anna Vizziello , Diego Biz , Federico Brega

Empirical Bayes estimators are based on minimizing the average risk with the hyper-parameters in the weighting function being estimated from observed data. The performance of an empirical Bayes estimator is typically evaluated by its mean…

Statistics Theory · Mathematics 2025-03-18 Yue Ju , Bo Wahlberg , Håkan Hjalmarsson

We consider estimation and inference on average treatment effects under unconfoundedness conditional on the realizations of the treatment variable and covariates. Given nonparametric smoothness and/or shape restrictions on the conditional…

Applications · Statistics 2022-10-04 Timothy B. Armstrong , Michal Kolesár

Recent advances in biomedical research have identified an increasing number of biomarkers associated with heterogeneity in patient responses to medical treatments. When a treatment is suspected to benefit certain patient subpopulations,…

Methodology · Statistics 2026-05-08 Enyu Li , Nigel Stallard , Ekkehard Glimm , Peter K. Kimani

This paper investigates the low-complex linear minimum mean squared error (LMMSE) channel estimation in an extra-large scale MIMO system with the spherical wave model (SWM). We model the extra-large scale MIMO channels using the SWM in the…

Information Theory · Computer Science 2023-10-24 Xumin Pu , Zhinan Sun , Qianbin Chen , Shi Jin

Constructing unbiased estimators from Markov chain Monte Carlo (MCMC) outputs is a difficult problem that has recently received a lot of attention in the statistics and machine learning communities. However, the current unbiased MCMC…

Computation · Statistics 2022-12-27 Guanyang Wang , Tianze Wang

Sparse adaptive channel estimation problem is one of the most important topics in broadband wireless communications systems due to its simplicity and robustness. So far many sparsity-aware channel estimation algorithms have been developed…

Information Theory · Computer Science 2015-04-15 Wentao Ma , Hua Qua , Guan Gui , Li Xu , Jihong Zhaoa , Badong Chen

We generalize the na\"ive estimator of a Poisson regression model with measurement errors as discussed in Kukush et al. [1]. The explanatory variable is not always normally distributed as they assume. In this study, we assume that the…

Statistics Theory · Mathematics 2022-05-12 Kentarou Wada , Takeshi Kurosawa

The term ``empirical predictor'' refers to a two-stage predictor of a linear combination of fixed and random effects. In the first stage, a predictor is obtained but it involves unknown parameters; thus, in the second stage, the unknown…

Statistics Theory · Mathematics 2007-06-13 Kalyan Das , Jiming Jiang , J. N. K. Rao

This work investigates the task of estimating a real valued parameter vector based on complex valued measurements in a classical set-up. The application of standard estimators in general results in complex valued estimates of the real…

Statistics Theory · Mathematics 2017-05-01 Oliver Lang , Mario Huemer

In this paper, we consider the mixed and componentwise condition numbers for a linear function of the solution to the linear least squares problem with equality constrains (LSE). We derive the explicit expressions of the mixed and…

Numerical Analysis · Mathematics 2016-12-13 Huai-An Diao

Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the…

Statistics Theory · Mathematics 2007-06-13 Soumendra N. Lahiri , Tapabrata Maiti , Myron Katzoff , Van Parsons

Recently, a framework for application-oriented optimal experiment design has been introduced. In this context, the distance of the estimated system from the true one is measured in terms of a particular end-performance metric. This…

Information Theory · Computer Science 2015-07-28 Dimitrios Katselis , Cristian R. Rojas , Carolyn L. Beck