Related papers: Estimating Noisy Order Statistics
Some improved estimators are proposed for estimating the population mean in stratified sampling in the presence of auxiliary information. Mean square error (MSE) of the proposed estimators have been derived under large sample approximation.…
Bagging can significantly improve the generalization performance of unstable machine learning algorithms such as trees or neural networks. Though bagging is now widely used in practice and many empirical studies have explored its behavior,…
We develop a multidimensional version of Gradient-MUSIC for estimating the frequencies of a nonharmonic signal from noisy samples. The guiding principle is that frequency recovery should be based only on the signal subspace determined by…
We investigate the theoretical foundations of a recently introduced entropy-based formulation of weighted least squares for the approximation of overdetermined linear systems, motivated by robust data fitting in the presence of sparse gross…
When the input signal is correlated input signals, and the input and output signal is contaminated by Gaussian noise, the total least squares normalized subband adaptive filter (TLS-NSAF) algorithm shows good performance. However, when it…
In this article, we consider the problem of outlier-robust state estimation where the measurement noise can be correlated. Outliers in data arise due to many reasons like sensor malfunctioning, environmental behaviors, communication…
In this paper we study how the choice of loss functions of non-convex optimization problems affects their robustness and optimization landscape, through the study of noisy matrix sensing. In traditional regression tasks, mean squared error…
A fundamental problem in statistics and machine learning is to estimate a function $f$ from possibly noisy observations of its point samples. The goal is to design a numerical algorithm to construct an approximation $\hat f$ to $f$ in a…
For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…
We consider the problem of estimating the support of a vector $\beta^* \in \mathbb{R}^{p}$ based on observations contaminated by noise. A significant body of work has studied behavior of $\ell_1$-relaxations when applied to measurement…
The mean square error (MSE)-optimal estimator is known to be the conditional mean estimator (CME). This paper introduces a parametric channel estimation technique based on Bayesian estimation. This technique uses the estimated channel…
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,…
The theory of compressive sensing (CS) asserts that an unknown signal $\mathbf{x} \in \mathbb{C}^N$ can be accurately recovered from $m$ measurements with $m\ll N$ provided that $\mathbf{x}$ is sparse. Most of the recovery algorithms need…
Compressed sensing is a signal processing technique in which data is acquired directly in a compressed form. There are two modeling approaches that can be considered: the worst-case (Hamming) approach and a statistical mechanism, in which…
The Rasch model is widely used for item response analysis in applications ranging from recommender systems to psychology, education, and finance. While a number of estimators have been proposed for the Rasch model over the last decades, the…
The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…
The James-Stein estimator's dominance over maximum likelihood in terms of mean square error (MSE) has been one of the most celebrated results in modern statistics, suggesting that biased estimators can systematically outperform unbiased…
Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…
In this paper, we study the sparse nonnegative tensor factorization and completion problem from partial and noisy observations for third-order tensors. Because of sparsity and nonnegativity, the underlying tensor is decomposed into the…
This paper addresses the observability analysis and the optimal design of observation parameters in the presence of noisy measurements and parametric uncertainties. The main underlying frameworks are the nonlinear constrained moving horizon…