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This paper aims to devise a generalized maximum likelihood (ML) estimator to robustly detect signals with unknown noise statistics in multiple-input multiple-output (MIMO) systems. In practice, there is little or even no statistical…

Machine Learning · Computer Science 2021-01-22 Ke He , Le He , Lisheng Fan , Yansha Deng , George K. Karagiannidis , Arumugam Nallanathan

In high-dimensional data analysis, bi-level sparsity is often assumed when covariates function group-wisely and sparsity can appear either at the group level or within certain groups. In such cases, an ideal model should be able to…

Methodology · Statistics 2021-09-14 Bin Luo , Xiaoli Gao

Many important problems are characterized by the eigenvalues of a large matrix. For example, the difficulty of many optimization problems, such as those arising from the fitting of large models in statistics and machine learning, can be…

The future 5G networks are expected to use millimeter wave (mmWave) frequency bands, mainly due to the availability of large unused spectrum. However, due to high path loss at mmWave frequencies, coverage of mmWave signals can get severely…

Signal Processing · Electrical Eng. & Systems 2018-08-21 Wahab Khawaja , Ozgur Ozdemir , Yavuz Yapici , Ismail Guvenc , Martins Ezuma , Yuichi Kakishimay

State estimators are crucial components of anomaly detectors that are used to monitor cyber-physical systems. Many frequently-used state estimators are susceptible to model risk as they rely critically on the availability of an accurate…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Venkatraman Renganathan , Benjamin J. Gravell , Justin Ruths , Tyler H. Summers

In this paper, we consider the problems of state estimation and false data injection detection in smart grid when the measurements are corrupted by colored Gaussian noise. By modeling the noise with the autoregressive process, we estimate…

Systems and Control · Computer Science 2016-07-21 Bo Tang , Jun Yan , Steven Kay , Haibo He

In this paper we introduce a new and simple method to estimate the symbol rate for single carrier systems of unknown modulation. The introduced technique detects the symbol rate from a continuous range of symbol rates, i.e. it does not…

Signal Processing · Electrical Eng. & Systems 2020-04-27 Mahmoud Elgenedy , Ayman Elezabi

We discuss the derivation of the analytic properties of the cross-power spectrum estimator from multi-detector CMB anisotropy maps. The method is computationally convenient and it provides unbiased estimates under very broad assumptions. We…

Astrophysics · Physics 2007-05-23 G. Polenta , D. Marinucci , A. Balbi , P. de Bernardis , E. Hivon , S. Masi , P. Natoli , N. Vittorio

Due to limited availability of spectrum for licensed users only, the need for secondary access by unlicensed users is increasing. Cognitive radio turns out to be helping this situation because all that is needed is a technique that could…

Networking and Internet Architecture · Computer Science 2014-06-16 S. Taruna , Bhumika Pahwa

This paper proposes a novel approach to robust radar detection of range-spread targets embedded in Gaussian noise with unknown covariance matrix. The idea is to model the useful target echo in each range cell as the sum of a coherent signal…

Signal Processing · Electrical Eng. & Systems 2022-10-04 Angelo Coluccia , Alessio Fascista , Giuseppe Ricci

Most multivariate outlier detection procedures ignore the spatial dependency of observations, which is present in many real data sets from various application areas. This paper introduces a new outlier detection method that accounts for a…

Methodology · Statistics 2024-01-25 Patricia Puchhammer , Peter Filzmoser

This paper introduces a novel framework for estimation and inference in penalized M-estimators applied to robust high-dimensional linear regression models. Traditional methods for high-dimensional statistical inference, which predominantly…

Methodology · Statistics 2025-04-15 Dian Zheng , Lingzhou Xue

It is difficult to choose detection thresholds for tests of non-stationarity that assume {\em a priori} a noise model if the data is statistically uncharacterized to begin with. This is a potentially serious problem when an automated…

General Relativity and Quantum Cosmology · Physics 2009-12-30 Soumya D. Mohanty

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator.…

Statistics Theory · Mathematics 2008-02-22 Joseph Rynkiewicz

We address high dimensional covariance estimation for elliptical distributed samples, which are also known as spherically invariant random vectors (SIRV) or compound-Gaussian processes. Specifically we consider shrinkage methods that are…

Methodology · Statistics 2015-05-20 Yilun Chen , Ami Wiesel , Alfred O. Hero

The dependency structure of multivariate data can be analyzed using the covariance matrix $\Sigma$. In many fields the precision matrix $\Sigma^{-1}$ is even more informative. As the sample covariance estimator is singular in…

Methodology · Statistics 2015-06-04 Viktoria Öllerer , Christophe Croux

In practice, network applications have to deal with failing nodes, malicious attacks, or, somehow, nodes facing highly corrupted data --- generally classified as outliers. This calls for robust, uncomplicated, and efficient methods. We…

Optimization and Control · Mathematics 2014-10-10 Cláudia Soares , João Gomes

This article aims to analyze a cooperative spectrum sensing scheme using a centralized approach with unreliable reporting channel. The spectrum sensing is applied to a cognitive radio system, where each cognitive radio performs a simple…

Other Statistics · Statistics 2011-06-21 Amanda de Paula , Cristiano Panazio

This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…

Probability · Mathematics 2022-04-12 Cosme Louart , Romain Couillet
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