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Related papers: Chirp-like model and its parameter estimation

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We are interested in the implications of a linearly autocorrelated driven noise on the asymptotic behavior of the usual least squares estimator in a stable autoregressive process. We show that the least squares estimator is not consistent…

Statistics Theory · Mathematics 2017-03-14 Frédéric Proïa

Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…

Statistics Theory · Mathematics 2017-12-12 Matias D. Cattaneo , Michael Jansson , Whitney K. Newey

We study semiparametric varying-coefficient partially linear models when some linear covariates are not observed, but ancillary variables are available. Semiparametric profile least-square based estimation procedures are developed for…

Statistics Theory · Mathematics 2009-03-04 Yong Zhou , Hua Liang

The least squares method allows fitting parameters of a mathematical model from experimental data. This article proposes a general approach of this method. After introducing the method and giving a formal definition, the transitivity of the…

Optimization and Control · Mathematics 2015-02-27 Benjamin Lenoir

Multi user orthogonal chirp spread spectrum (OCSS) can improve the spectral inefficiency of chirp spread spectrum (CSS) but is only feasible with perfect synchronism and without any channel dispersion. Asynchronism, channel dispersion, or…

Signal Processing · Electrical Eng. & Systems 2021-02-16 Nozhan Hosseini , David W. Matolak

This paper deals with the parametric inference for integrated signals embedded in an additive Gaussian noise and observed at deterministic discrete instants which are not necessarily equidistant. The unknown parameter is multidimensional…

Statistics Theory · Mathematics 2019-03-18 Dominique Dehay , Khalil El Waled , Vincent Monsan

Active learning can reduce the number of samples needed to perform a hypothesis test and to estimate the parameters of a model. In this paper, we revisit the work of Chernoff that described an asymptotically optimal algorithm for performing…

Machine Learning · Statistics 2022-03-14 Subhojyoti Mukherjee , Ardhendu Tripathy , Robert Nowak

We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic…

Statistics Theory · Mathematics 2012-07-27 Shota Gugushvili , Chris A. J. Klaassen

Assessment of voice signals has long been performed with the assumption of periodicity as this facilitates analysis. Near periodicity of normal voice signals makes short-time harmonic modeling an appealing choice to extract vocal feature…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-10 Takeshi Ikuma , Andrew J. McWhorter , Lacey Adkins , Melda Kunduk

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

Compressed sensing has shown great potential in reducing data acquisition time in magnetic resonance imaging (MRI). Recently, a spread spectrum compressed sensing MRI method modulates an image with a quadratic phase. It performs better than…

Computer Vision and Pattern Recognition · Computer Science 2016-01-27 Xiaobo Qu , Ying Chen , Xiaoxing Zhuang , Zhiyu Yan , Di Guo , Zhong Chen

Segmented regression models offer model flexibility and interpretability as compared to the global parametric and the nonparametric models, and yet are challenging in both estimation and inference. We consider a four-regime segmented model…

Methodology · Statistics 2024-10-08 Han Yan , Song Xi Chen

In this paper, we will provide a comparison between uniform and random sampling for speech and music signals. There are various sampling and recovery methods for audio signals. Here, we only investigate uniform and random schemes for…

Audio and Speech Processing · Electrical Eng. & Systems 2017-09-18 Nematollah Zarmehi , Sina Shahsavari , Farokh Marvasti

This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference…

Econometrics · Economics 2018-09-12 Joel L. Horowitz

The paper addresses the model reduction problem for linear and nonlinear systems using the notion of least squares moment matching. For linear systems, the main idea is to approximate a transfer function by ensuring that the interpolation…

Optimization and Control · Mathematics 2021-10-13 Alberto Padoan

A model for cross-over designs with repeated measures within each period was developed. It is obtained using an extension of generalized estimating equations that includes a parametric component to model treatment effects and a…

Methodology · Statistics 2023-03-21 N. A. Cruz , O. O. Melo , C. A. Martinez

In this paper, we give a tutorial on asymptotic properties of the Least Square (LS) and Regularized Least Squares (RLS) estimators for the finite impulse response model with filtered white noise inputs. We provide three perspectives: the…

Statistics Theory · Mathematics 2022-01-03 Yue Ju , Tianshi Chen , Biqiang Mu , Lennart Ljung

We consider the problem of decentralized estimation using wireless sensor networks. Specifically, we propose a novel framework based on level-triggered sampling, a non-uniform sampling strategy, and sequential estimation. The proposed…

Applications · Statistics 2013-09-24 Yasin Yilmaz , Xiaodong Wang

When using incorrect or inaccurate signal models to perform parameter estimation on a gravitational wave signal, biased parameter estimates will in general be obtained. For a single event this bias may be consistent with the posterior, but…

General Relativity and Quantum Cosmology · Physics 2015-06-01 Jonathan R. Gair , Christopher J. Moore

The paper studies the problem of distributed parameter estimation in multi-agent networks with exponential family observation statistics. A certainty-equivalence type distributed estimator of the consensus + innovations form is proposed in…

Probability · Mathematics 2014-02-04 Soummya Kar , Jose Moura