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Related papers: Mean Estimation from Adaptive One-bit Measurements

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We consider the compound decision problem of estimating a vector of $n$ parameters, known up to a permutation, corresponding to $n$ independent observations, and discuss the difference between two symmetric classes of estimators. The first…

Statistics Theory · Mathematics 2008-02-12 Eitan Greenshtein , Ya'acov Ritov

Consider the problem of nonparametric estimation of an unknown $\beta$-H\"older smooth density $p_{XY}$ at a given point, where $X$ and $Y$ are both $d$ dimensional. An infinite sequence of i.i.d.\ samples $(X_i,Y_i)$ are generated…

Information Theory · Computer Science 2023-08-29 Jingbo Liu

Recently, there as been an increasing interest in the use of heavily restricted randomization designs which enforces balance on observed covariates in randomized controlled trials. However, when restrictions are strict, there is a risk that…

Methodology · Statistics 2021-10-15 Mattias Nordin , Mårten Schultzberg

In this paper, we consider the estimation of the unknown parameters of the multiple chirp signal model in presence of additive error. The chirp signals are quite common in many areas of science and engineering, specially sonar, radar, audio…

Signal Processing · Electrical Eng. & Systems 2018-07-04 Swagata Nandi , Debasis Kundu

This paper concerns the problem of 1-bit compressed sensing, where the goal is to estimate a sparse signal from a few of its binary measurements. We study a non-convex sparsity-constrained program and present a novel and concise analysis…

Machine Learning · Computer Science 2020-07-10 Jie Shen

In data-driven learning and inference tasks, the high cost of acquiring samples from the target distribution often limits performance. A common strategy to mitigate this challenge is to augment the limited target samples with data from a…

Statistics Theory · Mathematics 2025-02-06 Barron Han , Danil Akhtiamov , Reza Ghane , Babak Hassibi

Variance estimation in the linear model when $p > n$ is a difficult problem. Standard least squares estimation techniques do not apply. Several variance estimators have been proposed in the literature, all with accompanying asymptotic…

Methodology · Statistics 2014-01-30 Stephen Reid , Robert Tibshirani , Jerome Friedman

We consider 1-qubit mixed quantum state estimation by adaptively updating measurements according to previously obtained outcomes and measurement settings. Updates are determined by the average-variance-optimality (A-optimality) criterion,…

Quantum Physics · Physics 2012-05-21 Takanori Sugiyama , Peter S. Turner , Mio Murao

Distributed statistical inference has recently attracted enormous attention. Many existing work focuses on the averaging estimator. We propose a one-step approach to enhance a simple-averaging based distributed estimator. We derive the…

Methodology · Statistics 2015-11-11 Cheng Huang , Xiaoming Huo

We consider the classic joint source-channel coding problem of transmitting a memoryless source over a memoryless channel. The focus of this work is on the long-standing open problem of finding the rate of convergence of the smallest…

Information Theory · Computer Science 2019-08-27 Yuval Kochman , Or Ordentlich , Yury Polyanskiy

In this article, we study the limit distribution of the least square estimator, properly normalized, from a regression model in which observations are assumed to be finite ($\alpha N$) and sampled under two different random times. Based on…

Statistics Theory · Mathematics 2020-12-17 Tania Roa , Soledad Torres , Ciprian tudor

We study the least squares estimator in the residual variance estimation context. We show that the mean squared differences of paired observations are asymptotically normally distributed. We further establish that, by regressing the mean…

Statistics Theory · Mathematics 2013-12-12 Tiejun Tong , Yanyuan Ma , Yuedong Wang

In the context of kernel density estimation, we give a characterization of the kernels for which the parametric mean integrated squared error rate $n^{-1}$ may be obtained, where $n$ is the sample size. Also, for the cases where this rate…

Statistics Theory · Mathematics 2011-11-22 J. E. Chacón , J. Montanero , A. G. Nogales

We consider the problem where $n$ clients transmit $d$-dimensional real-valued vectors using $d(1+o(1))$ bits each, in a manner that allows the receiver to approximately reconstruct their mean. Such compression problems naturally arise in…

Machine Learning · Computer Science 2021-12-17 Shay Vargaftik , Ran Ben Basat , Amit Portnoy , Gal Mendelson , Yaniv Ben-Itzhak , Michael Mitzenmacher

Due to measurement noise, a common problem in in various fields is how to estimate the ratio of two functions. We consider this problem of estimating the ratio of two functions in a nonparametric regression model. Assuming the noise is…

Methodology · Statistics 2013-11-28 Jelena Markovic , Lie Wang

In this article we have suggested an improved estimator for estimating the population mean in simple random sampling using auxiliary information under the presence of measurement errors. The mean square error (MSE) of the proposed estimator…

Applications · Statistics 2013-12-05 Sachin Malik , Jayant Singh , Rajesh Singh

We consider distributed statistical optimization in one-shot setting, where there are $m$ machines each observing $n$ i.i.d. samples. Based on its observed samples, each machine sends a $B$-bit-long message to a server. The server then…

Machine Learning · Computer Science 2020-01-01 Saber Salehkaleybar , Arsalan Sharifnassab , S. Jamaloddin Golestani

We investigate schemes for Hamiltonian parameter estimation of a two-level system using repeated measurements in a fixed basis. The simplest (Fourier based) schemes yield an estimate with a mean square error (MSE) that decreases at best as…

In adaptive importance sampling, and other contexts, we have $K>1$ unbiased and uncorrelated estimates $\hat\mu_k$ of a common quantity $\mu$. The optimal unbiased linear combination weights them inversely to their variances but those…

Statistics Theory · Mathematics 2019-04-01 Art B. Owen , Yi Zhou

Informative interim adaptations lead to random sample sizes. The random sample size becomes a component of the sufficient statistic and estimation based solely on observed samples or on the likelihood function does not use all available…

Methodology · Statistics 2022-10-25 Sergey Tarima , Nancy Flournoy