Related papers: On Combining Estimation Problems Under Quadratic L…

The problem of estimating a normal covariance matrix is considered from a decision-theoretic point of view, where the dimension of the covariance matrix is larger than the sample size. This paper addresses not only the nonsingular case but…

We look at stochastic optimization problems through the lens of statistical decision theory. In particular, we address admissibility, in the statistical decision theory sense, of the natural sample average estimator for a stochastic…

In a general linear model, this paper derives a necessary and sufficient condition under which two general ridge estimators coincide with each other. The condition is given as a structure of the dispersion matrix of the error term. Since…

We study the problem of high-dimensional covariance estimation under the constraint that the partial correlations are nonnegative. The sign constraints dramatically simplify estimation: the Gaussian maximum likelihood estimator is well…

We underline a problem existing in the heavy quark limit of QCD concerning the rates of semileptonic B decays into P-wave $D_J(j)$ mesons, where $j = {1 \over 2}$ (wide states) or $j = {3 \over 2}$ (narrow states). The leading order sum…

We consider the problem of estimating the mean vector of a p-variate normal $(\theta,\Sigma)$ distribution under invariant quadratic loss, $(\delta-\theta)'\Sigma^{-1}(\delta-\theta)$, when the covariance is unknown. We propose a new class…

We consider the problem of estimating the state of a large but finite number $N$ of identical quantum systems. In the limit of large $N$ the problem simplifies. In particular the only relevant measure of the quality of the estimation is the…

Consider the Klein-Gordon equation (KGE) in $\R^n$, $n\ge 2$, with constant or variable coefficients. We study the distribution $\mu_t$ of the random solution at time $t\in\R$. We assume that the initial probability measure $\mu_0$ has zero…

The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…

The quantum Cram\'{e}r-Rao bound (QCRB) as the ultimate lower bound for precision in quantum parameter estimation is only known to be saturable in the multiparameter setting in special cases and under conditions such as full or average…

This paper presents a novel approach to constructing estimators that dominate the classical James-Stein estimator under the quadratic loss for multivariate normal means. Building on Stein's risk representation, we introduce a new sufficient…

Our contribution is a bounded cubic compilation theorem. For each fixed resource parameter $k$, syntactic proof checking at resource level $k$ is faithfully represented by a finite bounded-domain system of cubic polynomial equations. Every…

We study the fundamental problem of estimating the mean of a $d$-dimensional distribution with covariance $\Sigma \preccurlyeq \sigma^2 I_d$ given $n$ samples. When $d = 1$, \cite{catoni} showed an estimator with error $(1+o(1)) \cdot…

General ridge estimators are typical linear estimators in a general linear model. The class of them includes some shrinkage estimators in addition to classical linear unbiased estimators such as the ordinary least squares estimator and the…

In this paper, we consider the problem of estimating the $p\times p$ scale matrix $\Sigma$ of a multivariate linear regression model $Y=X\,\beta + \mathcal{E}\,$ when the distribution of the observed matrix $Y$ belongs to a large class of…

Quantum parameter estimation theory is an important component of quantum information theory and provides the statistical foundation that underpins important topics such as quantum system identification and quantum waveform estimation. When…

We consider the problem of estimating the scale matrix $\Sigma$ of the additif model $Y_{p\times n} = M + \mathcal{E}$, under a theoretical decision point of view. Here, $ p $ is the number of variables, $ n$ is the number of observations,…

We derive new bounds for the condition number of kernel matrices, which we then use to enhance existing non-asymptotic test error bounds for kernel ridgeless regression (KRR) in the over-parameterized regime for a fixed input dimension. For…

We present a general central limit theorem with simple, easy-to-check covariance-based sufficient conditions for triangular arrays of random vectors when all variables could be interdependent. The result is constructed from Stein's method,…

For normal canonical models with $X \sim N_p(\theta, \sigma^{2} I_{p}), \;\; S^{2} \sim \sigma^{2}\chi^{2}_{k}, \;{independent}$, we consider the problem of estimating $\theta$ under scale invariant squared error loss $\frac{\|d-\theta…