Related papers: Smoothed estimating equations for instrumental var…
This paper considers the estimation of quantiles via a smoothed version of the stochastic gradient descent (SGD) algorithm. By smoothing the score function in the conventional SGD quantile algorithm, we achieve monotonicity in the quantile…
Method of moment estimators exhibit appealing statistical properties, such as asymptotic unbiasedness, for nonconvex problems. However, they typically require a large number of samples and are extremely sensitive to model misspecification.…
Missing data is a common challenge in biomedical research. This fact, along with growing dataset volumes of the modern era, make the issue of computationally-efficient analysis with missing data of crucial practical importance. A general…
We propose here a smooth estimator of the mean residual life function based on randomly censored data. This is derived by smoothing the product-limit estimator using the Chaubey-Sen technique (Chaubey and Sen (1998)). The resulting…
Spectral estimation (SE) aims to identify how the energy of a signal (e.g., a time series) is distributed across different frequencies. This can become particularly challenging when only partial and noisy observations of the signal are…
A general non-Gaussian semiparametric model is adopted to characterize the measurement vectors, i.e.\ the \textit{snapshots}, collected by a linear array. Moreover, the recently derived \textit{robust semiparametric efficient} $R$-estimator…
In this manuscript, we propose to use a variational autoencoder-based framework for parameterizing a conditional linear minimum mean squared error estimator. The variational autoencoder models the underlying unknown data distribution as…
Despite the maturity of modern speaker verification technology, its performance still significantly degrades when facing non-neutrally-phonated (e.g., shouted and whispered) speech. To address this issue, in this paper, we propose a new…
In this paper, we propose a sample-based moving horizon estimation (MHE) scheme for general nonlinear systems to estimate the current system state using irregularly and/or infrequently available measurements. The cost function of the MHE…
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…
Exponential decay estimates of a general linear weakly damped wave equation are studied with decay rate lying in a range. Based on the $C^0$-conforming finite element method to discretize spatial variables keeping temporal variable…
The estimation of the amplitude of a sine wave from the sequence of its quantized samples is a typical problem in instrumentation and measurement. A standard approach for its solution makes use of a least squares estimator (LSE) that,…
We propose to utilize a variational autoencoder (VAE) for data-driven channel estimation. The underlying true and unknown channel distribution is modeled by the VAE as a conditional Gaussian distribution in a novel way, parameterized by the…
In this paper, we introduce a quantum-enhanced algorithm for simulation-based optimization. Simulation-based optimization seeks to optimize an objective function that is computationally expensive to evaluate exactly, and thus, is…
Compressed sensing is a signal processing technique in which data is acquired directly in a compressed form. There are two modeling approaches that can be considered: the worst-case (Hamming) approach and a statistical mechanism, in which…
Amplitude estimation is a fundamental quantum algorithmic primitive that enables quantum computers to achieve quadratic speedups for a large class of statistical estimation problems, including Monte Carlo methods. The main drawback from the…
We provide an asymptotic expansion of the maximal mean squared error (MSE) of the sample median to be attained on shrinking gross error neighborhoods about an ideal central distribution. More specifically, this expansion comes in powers of…
To enhance the robustness and resilience of wireless communication and meet performance requirements, various environment-reflecting metrics, such as the signal-to-noise ratio (SNR), are utilized as the system parameter. To obtain these…
In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…
We consider a general monotone regression estimation where we allow for independent and dependent regressors. We propose a modification of the classical isotonic least squares estimator and establish its rate of convergence for the…