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The classical problem of quickest change detection is studied with an additional constraint on the cost of observations used in the detection process. The change point is modeled as an unknown constant, and minimax formulations are proposed…

Statistics Theory · Mathematics 2012-11-19 Taposh Banerjee , Venugopal V. Veeravalli

Estimating the clutter-plus-noise covariance matrix in high-dimensional STAP is challenging in the presence of Internal Clutter Motion (ICM) and a high noise floor. The problem becomes more difficult in low-sample regimes, where the Sample…

Signal Processing · Electrical Eng. & Systems 2025-05-13 Shashwat Jain , Vikram Krishnamurthy , Muralidhar Rangaswamy , Sandeep Gogineni , Bosung Kang , Sean M. O'Rourke

We study the problem of estimating the leading eigenvectors of a high-dimensional population covariance matrix based on independent Gaussian observations. We establish a lower bound on the minimax risk of estimators under the $l_2$ loss, in…

Statistics Theory · Mathematics 2012-03-06 Aharon Birnbaum , Iain M. Johnstone , Boaz Nadler , Debashis Paul

We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…

Statistics Theory · Mathematics 2020-11-16 Yi Yu , Oscar Hernan Madrid Padilla , Daren Wang , Alessandro Rinaldo

This paper investigates the detection and estimation of a single change in high-dimensional linear models. We derive minimax lower bounds for the detection boundary and the estimation rate, which uncover a phase transition governed by the…

Statistics Theory · Mathematics 2026-02-11 Haeran Cho , Housen Li

This paper is devoted to the study of the performance of the Linear Minimum Mean-Square Error receiver for (receive) correlated Multiple-Input Multiple-Output systems. By the random matrix theory, it is well-known that the Signal-to-Noise…

Information Theory · Computer Science 2008-10-17 Abla Kammoun , Malika Kharouf , Walid Hachem , Jamal Najim

Quantum phase estimation is a paradigmatic problem in quantum sensing andmetrology. Here we show that adaptive methods based on classical machinelearning algorithms can be used to enhance the precision of quantum phase estimation when noisy…

Quantum Physics · Physics 2021-09-01 Nelson Filipe Costa , Yasser Omar , Aidar Sultanov , Gheorghe Sorin Paraoanu

This paper addresses the adaptive radar target detection problem in the presence of Gaussian interference with unknown statistical properties. To this end, the problem is first formulated as a binary hypothesis test, and then we derive a…

Signal Processing · Electrical Eng. & Systems 2025-03-05 Chaoran Yin , Tianqi Wang , Linjie Yan , Chengpeng Hao , Alfonso Farina , Danilo Orlando

This paper considers mean square error (MSE) analysis for stochastic gradient sampling algorithms applied to underdamped Langevin dynamics under a global convexity assumption. A novel discrete Poisson equation framework is developed to…

Numerical Analysis · Mathematics 2025-11-07 Jianfeng Lu , Xuda Ye , Zhennan Zhou

Classical target detection schemes are usually obtained deriving the likelihood ratio under Gaussian hypothesis and replacing the unknown background parameters by their estimates. In most applications, interference signals are assumed to be…

Applications · Statistics 2014-04-14 Joana Frontera-Pons , Frederic Pascal , Jean-Philippe Ovarlez

We introduce a new method for sparse principal component analysis, based on the aggregation of eigenvector information from carefully-selected axis-aligned random projections of the sample covariance matrix. Unlike most alternative…

Methodology · Statistics 2019-05-07 Milana Gataric , Tengyao Wang , Richard J. Samworth

We study the problem of estimating the leading eigenvectors of a high-dimensional population covariance matrix based on independent Gaussian observations. We establish lower bounds on the rates of convergence of the estimators of the…

Statistics Theory · Mathematics 2012-02-07 Debashis Paul , Iain M. Johnstone

Linear optical quantum circuits with photon number resolving (PNR) detectors are used for both Gaussian Boson Sampling (GBS) and for the preparation of non-Gaussian states such as Gottesman-Kitaev-Preskill (GKP), cat and NOON states. They…

Quantum Physics · Physics 2023-08-30 Robbe De Prins , Yuan Yao , Anuj Apte , Filippo M. Miatto

This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A major focus is on the derivation of a rate sharp minimax…

Statistics Theory · Mathematics 2013-02-14 T. Tony Cai , Harrison H. Zhou

The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…

Machine Learning · Statistics 2016-11-03 Konstantinos Benidis , Ying Sun , Prabhu Babu , Daniel P. Palomar

We consider the problem of Spectrum Sensing in Cognitive Radio Systems. We have developed a distributed algorithm that the Secondary users can run to sense the channel cooperatively. It is based on sequential detection algorithms which…

Information Theory · Computer Science 2008-09-19 Vinod Sharma , ArunKumar Jayaprakasam

This work studies multiuser detection for one-bit massive multiple-input multiple-output (MIMO) systems in order to diminish the power consumption at the base station (BS). A low-complexity near-maximum-likelihood (nML) multiuser detection…

Information Theory · Computer Science 2018-06-11 Panos Alevizos

The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit…

Statistics Theory · Mathematics 2026-04-21 Topi Halme , Venugopal V. Veeravalli , Visa Koivunen

Detecting abrupt changes in real-time data streams from scientific simulations presents a challenging task, demanding the deployment of accurate and efficient algorithms. Identifying change points in live data stream involves continuous…

Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Étienne Objois , Kaan Okumuş , Nicolas Bähler
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