Related papers: Granger Causality Analysis Based on Quantized Mini…
A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…
Uncovering causal relationships is a fundamental problem across science and engineering. However, most existing causal discovery methods assume acyclicity and direct access to the system variables -- assumptions that fail to hold in many…
To account for measurement error (ME) in explanatory variables, Bayesian approaches provide a flexible framework, as expert knowledge about unobserved covariates can be incorporated in the prior distributions. However, given the analytic…
Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…
Identifying causal relations among simultaneously acquired signals is an important problem in multivariate time series analysis. For linear stochastic systems Granger proposed a simple procedure called the Granger causality to detect such…
Granger causality analysis, as one of the most popular time series causality methods, has been widely used in the economics, neuroscience. However, unobserved confounders is a fundamental problem in the observational studies, which is still…
In a wireless sensor network, multilevel quantization is necessary in order to find a compromise between the smallest possible power consumption of the sensors and the detection performance at the fusion center (FC). The general methodology…
Considering the variability of amplitude and phase patterns in electrocardiogram (ECG) signals due to cardiac activity and individual differences, existing entropy-based studies have not fully utilized these two patterns and lack…
This paper presents new structure and adaptation criterion for equalization of two-dimensional magnetic recording channels, as opposed to typical linear equalizer with minimum mean square error (MMSE) as adaptation criterion. To compensate…
Quantum Amplitude Estimation (QAE) -- a technique by which the amplitude of a given quantum state can be estimated with quadratically fewer queries than by standard sampling -- is a key sub-routine in several important quantum algorithms,…
We introduce a new estimator, CRE-GMM, which exploits the correlated random effects (CRE) approach within the generalised method of moments (GMM), specifically applied to level equations, GMM-lev. It has the advantage of estimating the…
Quantum error mitigation (QEM) strategies are essential for improving the precision and reliability of quantum chemistry algorithms on noisy intermediate-scale quantum devices. Reference-state error mitigation (REM) is a cost-effective…
Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…
We propose a method to determine the critical noise level for decoding Gallager type low density parity check error correcting codes. The method is based on the magnetization enumerator ($\cM$), rather than on the weight enumerator ($\cW$)…
Multivariate Hawkes processes (MHPs) are versatile probabilistic tools used to model various real-life phenomena: earthquakes, operations on stock markets, neuronal activity, virus propagation and many others. In this paper, we focus on…
A model-free measure of Granger causality in expectiles is proposed, generalizing the traditional mean-based measure to arbitrary positions of the conditional distribution. Expectiles are the only law-invariant risk measures that are both…
We propose an adversarial evaluation framework for sensitive feature inference based on minimum mean-squared error (MMSE) estimation with a finite sample size and linear predictive models. Our approach establishes theoretical lower bounds…
This paper is devoted to the study of the performance of the Linear Minimum Mean-Square Error receiver for (receive) correlated Multiple-Input Multiple-Output systems. By the random matrix theory, it is well-known that the Signal-to-Noise…
Recent studies indicate that the noise characteristics of phasor measurement units (PMUs) can be more accurately described by non-Gaussian distributions. Consequently, estimation techniques based on Gaussian noise assumptions may produce…
Robust estimation is an important and timely research subject. In this paper, we investigate performance lower bounds on the mean-square-error (MSE) of any estimator for the Bayesian linear model, corrupted by a noise distributed according…