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This paper considers estimation of a quantized constant in noise when using uniform and nonuniform quantizers. Estimators based on simple arithmetic averages, on sample statistical moments and on the maximum-likelihood procedure are…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

The estimation of signal parameters using quantized data is a recurrent problem in electrical engineering. As an example, this includes the estimation of a noisy constant value and of the parameters of a sinewave, that is, its amplitude,…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

We consider the design of identical one-bit probabilistic quantizers for distributed estimation in sensor networks. We assume the parameter-range to be finite and known and use the maximum Cram\'er-Rao Lower Bound (CRB) over the…

Information Theory · Computer Science 2012-06-01 Swarnendu Kar , Hao Chen , Pramod K. Varshney

In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to…

Information Theory · Computer Science 2012-10-15 Rodrigo Cabral Farias , Jean-Marc Brossier

We consider the problem of distributed average consensus in a sensor network where sensors exchange quantized information with their neighbors. We propose a novel quantization scheme that exploits the increasing correlation between the…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-22 Dorina Thanou , Effrosyni Kokiopoulou , Pascal Frossard

We present measurements of the fourth and fifth cumulants of the distribution of transmitted charge in a tunable quantum dot. We investigate how the measured statistics is influenced by the finite bandwidth of the detector and by the finite…

Mesoscale and Nanoscale Physics · Physics 2015-06-25 S. Gustavsson , R. Leturcq , T. Ihn , K. Ensslin , M. Reinwald , W. Wegscheider

In this paper both piecewise linear and piecewise uniform approximation of probability density function are performed. For the probability density function approximated in these ways, a compressor function is formed. On the basis of…

Optimization and Control · Mathematics 2012-12-11 Lazar Velimirovic , Zoran Peric , Miomir Stankovic , Nikola Simic

We study distributed average consensus problems in multi-agent systems with directed communication links that are subject to quantized information flow. The goal of distributed average consensus is for the nodes, each associated with some…

Signal Processing · Electrical Eng. & Systems 2018-06-25 Apostolos I. Rikos , Christoforos N. Hadjicostis

In this paper we study the volatility and its probability distribution function for the cumulative production based on the experience curve hypothesis. This work presents a generalization of the study of volatility in [1], which addressed…

General Finance · Quantitative Finance 2018-01-17 Rubina Zadourian , Andreas Klümper

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

Econometrics · Economics 2021-12-08 Koen Jochmans , Martin Weidner

Estimates of finite population cumulativedistribution functions (CDFs) and quantiles are critical forpolicy-making, resource allocation, and public health planning. For instance, federal finance agencies may require accurate estimates of…

Statistics Theory · Mathematics 2025-10-31 Jeremy Flood , Sayed Mostafa

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

Statistics Theory · Mathematics 2020-12-21 Sebastian Kersting , Michael Kohler

Distribution estimation for noisy data via density deconvolution is a notoriously difficult problem for typical noise distributions like Gaussian. We develop a density deconvolution estimator based on quadratic programming (QP) that can…

Methodology · Statistics 2018-12-06 Ran Yang , Daniel Apley , Jeremy Staum , David Ruppert

A popular approach to learning encoders for lossy compression is to use additive uniform noise during training as a differentiable approximation to test-time quantization. We demonstrate that a uniform noise channel can also be implemented…

Machine Learning · Statistics 2020-10-22 Eirikur Agustsson , Lucas Theis

Estimation of a deterministic quantity observed in non-Gaussian additive noise is explored via order statistics approach. More specifically, we study the estimation problem when measurement noises either have positive supports or follow a…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Kamiar Radnosrati , Gustaf Hendeby , Fredrik Gustafsson

The estimation of the parameters of a dynamic signal, such as a sine wave, based on quantized data is customarily performed using the least-square estimator (LSE), such as the sine fit. However, the characteristics of the experiments and…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Paolo Carbone , Johan Schuokens , Antonio Moschitta

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

Varying domains and biased datasets can lead to differences between the training and the target distributions, known as covariate shift. Current approaches for alleviating this often rely on estimating the ratio of training and target…

Machine Learning · Statistics 2020-10-27 Bijan Mazaheri , Siddharth Jain , Jehoshua Bruck

This paper offers a mathematical invention that shows how to convert integrated quantiles, which often appear in risk measures, into integrated cumulative distribution functions, which are technically more tractable from various…

Risk Management · Quantitative Finance 2023-04-26 Yunran Wei , Ricardas Zitikis
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