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In this paper, we study extended linear regression approaches for quantum state tomography based on regularization techniques. For unknown quantum states represented by density matrices, performing measurements under certain basis yields…
A low-complexity neural network based approach for channel estimation was proposed recently, where assumptions on the channel model were incorporated into the design procedure of the estimator. Instead of using data from a measurement…
Wideband spectrum sensing is an essential part of cognitive radio systems. Exact spectrum estimation is usually inefficient as it requires sampling rates at or above the Nyquist rate. Using prior information on the structure of the signal…
We propose a new unbiased estimator for estimating the utility of the optimal stopping problem. The MUSE, short for Multilevel Unbiased Stopping Estimator, constructs the unbiased Multilevel Monte Carlo (MLMC) estimator at every stage of…
Estimating the conditional quantile of the interested variable with respect to changes in the covariates is frequent in many economical applications as it can offer a comprehensive insight. In this paper, we propose a novel semiparametric…
In Bayesian estimation theory, the estimator ${\hat \theta} = E[\theta|l]$ attains the minimum mean squared error (MMSE) for estimating a scalar parameter of interest $\theta$ from the observation of $l$ through a noisy channel…
We consider multi-antenna wireless systems aided by large intelligent surfaces (LIS). LIS presents a new physical layer technology for improving coverage and energy efficiency by intelligently controlling the propagation environment. In…
Reduced-rank approach has been used for decades in robust linear estimation of both deterministic and random vector of parameters in linear model y=Hx+\sqrt{epsilon}n. In practical settings, estimation is frequently performed under…
This paper is speculated to propose a class of shrinkage estimators for shape parameter beta in failure censored samples from two-parameter Weibull distribution when some 'apriori' or guessed interval containing the parameter beta is…
Many important quantities of interest are only partially identified from observable data: the data can limit them to a set of plausible values, but not uniquely determine them. This paper develops a unified framework for covariate-assisted…
In this work, we develop a linear robust minimum mean-square error (RMMSE) precoder to mitigate the effects of imperfect channel state information (CSI) and the intra-cluster (ICL) and out-of-cluster (OCL) interference in cell-free (CF)…
We consider the problem of estimating a low-dimensional parameter in high-dimensional linear regression. Constructing an approximately unbiased estimate of the parameter of interest is a crucial step towards performing statistical…
Recently, the well known Liu estimator (Liu, 1993) is attracted researcher's attention in regression parameter estimation for an ill conditioned linear model. It is also argued that imposing sub-space hypothesis restriction on parameters…
Because of the constraint that the estimators be bona fide physical states, any quantum state tomography scheme - including the widely used maximum likelihood estimation - yields estimators that may have a bias, although they are consistent…
In statistical analysis, Monte Carlo (MC) stands as a classical numerical integration method. When encountering challenging sample problem, Markov chain Monte Carlo (MCMC) is a commonly employed method. However, the MCMC estimator is biased…
It is of particular interests in many application fields to draw doubly robust inference of a logistic partially linear model with the predictor specified as combination of a targeted low dimensional linear parametric function and a…
In this research, a novel adaptive filtering algorithm is proposed for complex domain signal processing. The proposed algorithm is based on Wirtinger calculus and is called as q-Complex Least Mean Square (q-CLMS) algorithm. The proposed…
In a smooth semiparametric estimation problem, the marginal posterior for the parameter of interest is expected to be asymptotically normal and satisfy frequentist criteria of optimality if the model is endowed with a suitable prior. It is…
We consider distributed estimation of a Gaussian source in a heterogenous bandwidth constrained sensor network, where the source is corrupted by independent multiplicative and additive observation noises, with incomplete statistical…
Shrinkage estimation usually reduces variance at the cost of bias. But when we care only about some parameters of a model, I show that we can reduce variance without incurring bias if we have additional information about the distribution of…