Related papers: Mean Estimation from Adaptive One-bit Measurements
This paper considers least-square based estimation of the amplitude and square amplitude of a quantized sine wave, done by considering random initial record phase. Using amplitude- and frequency-domain modeling techniques, it is shown that…
The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N…
We study the problem of robustly estimating the mean of a $d$-dimensional distribution given $N$ examples, where most coordinates of every example may be missing and $\varepsilon N$ examples may be arbitrarily corrupted. Assuming each…
The naive importance sampling estimator, based on samples from a single importance density, can be numerically unstable. Instead, we consider generalized importance sampling estimators where samples from more than one probability…
We address the problem of producing a lower bound for the mean of a discrete probability distribution, with known support over a finite set of real numbers, from an iid sample of that distribution. Up to a constant, this is equivalent to…
We generalize the na\"ive estimator of a Poisson regression model with measurement errors as discussed in Kukush et al. [1]. The explanatory variable is not always normally distributed as they assume. In this study, we assume that the…
The recent paper "Simple confidence intervals for MCMC without CLTs" by J.S. Rosenthal, showed the derivation of a simple MCMC confidence interval using only Chebyshev's inequality, not CLT. That result required certain assumptions about…
This paper deals with subspace estimation in the small sample size regime, where the number of samples is comparable in magnitude with the observation dimension. The traditional estimators, mostly based on the sample correlation matrix, are…
In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive upper bounds on the probability that the estimate deviates by…
This paper deals with the problem of estimating a slope parameter in a simple linear regression model, where independent variables have functional measurement errors. Measurement errors in independent variables, as is well known, cause…
We consider the error due to a single bit-flip in a floating point number. We assume IEEE 754 double precision arithmetic, which encodes binary floating point numbers in a 64-bit word. We assume that the bit-flip happens randomly so it has…
We consider the problem of estimating a $d$-dimensional discrete distribution from its samples observed under a $b$-bit communication constraint. In contrast to most previous results that largely focus on the global minimax error, we study…
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…
There have been a number of studies on sparse signal recovery from one-bit quantized measurements. Nevertheless, little attention has been paid to the choice of the quantization thresholds and its impact on the signal recovery performance.…
We give algorithms for estimating the expectation of a given real-valued function $\phi:X\to {\bf R}$ on a sample drawn randomly from some unknown distribution $D$ over domain $X$, namely ${\bf E}_{{\bf x}\sim D}[\phi({\bf x})]$. Our…
We consider the problem of designing experiments for the estimation of a target in regression analysis if there is uncertainty about the parametric form of the regression function. A new optimality criterion is proposed, which minimizes the…
This paper investigates the finite-sample prediction risk of the high-dimensional least squares estimator. We derive the central limit theorem for the prediction risk when both the sample size and the number of features tend to infinity.…
We study the problem of mean estimation for high-dimensional distributions, assuming access to a statistical query oracle for the distribution. For a normed space $X = (\mathbb{R}^d, \|\cdot\|_X)$ and a distribution supported on vectors $x…
We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…
We consider a one-dimensional diffusion process $(X_t)$ which is observed at $n+1$ discrete times with regular sampling interval $\Delta$. Assuming that $(X_t)$ is strictly stationary, we propose nonparametric estimators of the drift and…