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We consider least squares estimation in a general nonparametric regression model. The rate of convergence of the least squares estimator (LSE) for the unknown regression function is well studied when the errors are sub-Gaussian. We find…

Statistics Theory · Mathematics 2021-04-12 Arun K. Kuchibhotla , Rohit K. Patra

In this letter, the channel estimation problem is studied for wireless communication systems assisted by large intelligent surface. Due to features of assistant channel, channel estimation (CE) problem for the investigated system is shown…

Information Theory · Computer Science 2019-11-07 Junliang Lin , Gongpu Wang , Rongfei Fan , Theodoros A. Tsiftsis , Chintha Tellambura

Power system state estimation (PSSE) is commonly formulated as weighted least-square (WLS) algorithm and solved using iterative methods such as Gauss-Newton methods. However, iterative methods have become more sensitive to system operating…

Systems and Control · Electrical Eng. & Systems 2021-01-12 Narayan Bhusal , Raj Mani Shukla , Mukesh Gautam , Mohammed Benidris , Shamik Sengupta

In this letter, we present a widely-linear minimum mean square error (WL-MMSE) precoding scheme employing real-valued transmit symbols for downlink large-scale multi-user multiple-input single-output (MU-MISO) systems. In contrast to the…

Information Theory · Computer Science 2015-02-09 Shahram Zarei , Wolfgang Gerstacker , Robert Schober

The performance of Maximum a posteriori (MAP) estimation is studied analytically for binary symmetric multi-channel Hidden Markov processes. We reduce the estimation problem to a 1D Ising spin model and define order parameters that…

Statistical Mechanics · Physics 2015-06-11 Avik Halder , Ansuman Adhikary

The James-Stein estimator's dominance over maximum likelihood in terms of mean square error (MSE) has been one of the most celebrated results in modern statistics, suggesting that biased estimators can systematically outperform unbiased…

Statistics Theory · Mathematics 2025-08-12 Paul W. Vos

This paper deals with linear equalization in massive multi-user multiple-input multiple-output (MU-MIMO) wireless systems. We first provide simple conditions on the antenna configuration for which the well-known linear minimum mean-square…

Information Theory · Computer Science 2018-11-12 Ramina Ghods , Charles Jeon , Gulnar Mirza , Arian Maleki , Christoph Studer

Channel estimation problem is one of the key technical issues in time-variant multiple-input single-output (MSIO) communication systems. To estimate the MISO channel, least mean square (LMS) algorithm is applied to adaptive channel…

Information Theory · Computer Science 2013-02-07 Guan Gui , Wei Peng , Abolfazl Mehbodniya , Fumiyuki Adachi

We consider the problem of joint estimation of the parameters of $m$ linear dynamical systems, given access to single realizations of their respective trajectories, each of length $T$. The linear systems are assumed to reside on the nodes…

Statistics Theory · Mathematics 2026-01-26 Claire Donnat , Olga Klopp , Hemant Tyagi

In this work, we propose variations of a Gaussian mixture model (GMM) based channel estimator that was recently proven to be asymptotically optimal in the minimum mean square error (MMSE) sense. We account for the need of low computational…

Information Theory · Computer Science 2023-06-06 Benedikt Fesl , Michael Joham , Sha Hu , Michael Koller , Nurettin Turan , Wolfgang Utschick

In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…

Systems and Control · Computer Science 2015-08-06 Rodrigo Carvajal , Juan C. Agüero , Boris I. Godoy , Dimitrios Katselis

1. Parameter inference from distorted measurements is discussed. 2. Smeared measurements are unfolded without explicit regularization. The corresponding results are unbiased and permit to fit parameters and to apply quantitative…

Data Analysis, Statistics and Probability · Physics 2016-07-26 Guenter Zech

We consider the estimation of a scalar parameter, when two estimators are available. The first is always consistent. The second is inconsistent in general, but has a smaller asymptotic variance than the first, and may be consistent if an…

Statistics Theory · Mathematics 2020-06-29 Clément de Chaisemartin , Xavier D'Haultfœuille

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…

Information Theory · Computer Science 2009-12-10 Manar Mohaisen , KyungHi Chang

The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE…

Information Theory · Computer Science 2016-11-17 Ronit Bustin , Miquel Payaro , Daniel Palomar , Shlomo Shamai

Recent studies indicate that the noise characteristics of phasor measurement units (PMUs) can be more accurately described by non-Gaussian distributions. Consequently, estimation techniques based on Gaussian noise assumptions may produce…

Signal Processing · Electrical Eng. & Systems 2024-04-26 Anushka Sharma , Antos Cheeramban Varghese , Anamitra Pal

In this paper, the use of the Generalized Beta Mixture (GBM) and Horseshoe distributions as priors in the Bayesian Compressive Sensing framework is proposed. The distributions are considered in a two-layer hierarchical model, making the…

Information Theory · Computer Science 2014-11-11 Zahra Sabetsarvestani , Hamidreza Amindavar

We consider the problem of sparse channel estimation in massive multiple-input multiple-output systems. In this context, we propose an enhanced version of the sparse Bayesian learning (SBL) framework, referred to as enhanced SBL (E-SBL),…

Signal Processing · Electrical Eng. & Systems 2025-01-15 Arttu Arjas , Italo Atzeni

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…

Signal Processing · Electrical Eng. & Systems 2020-11-17 Neel Kanth Kundu , Matthew R. McKay

We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Mohammad Hussein Yoosefian Nooshabadi , Laurent Lessard