Related papers: On Robust Spectrum Sensing Using M-estimators of C…
In small area estimation, it is a smart strategy to rely on data measured over time. However, linear mixed models struggle to properly capture time dependencies when the number of lags is large. Given the lack of published studies…
We provide a unified approach to MM-estimation with auxiliary scale for balanced linear models with structured covariance matrices. This approach leads to estimators that are highly robust against outliers and highly efficient for normal…
Rank-constrained spatial covariance matrix estimation (RCSCME) is a state-of-the-art blind speech extraction method applied to cases where one directional target speech and diffuse noise are mixed. In this paper, we proposed a new…
In this paper, we exploit the theory of compressive sensing to perform detection of a random source in a dense sensor network. When the sensors are densely deployed, observations at adjacent sensors are highly correlated while those…
This paper deals with robust marginal estimation under a general regression model when missing data occur in the response and also in some of covariates. The target is a marginal location parameter which is given through an $M-$functional.…
When studying treatment effects in multilevel studies, investigators commonly use (semi-)parametric estimators, which make strong parametric assumptions about the outcome, the treatment, and/or the correlation structure between study units…
In this paper we develop a complete analytical framework based on Random Matrix Theory for the performance evaluation of Eigenvalue-based Detection. While, up to now, analysis was limited to false-alarm probability, we have obtained an…
This paper investigates the signal detection problem in colored Gaussian noise with an unknown covariance matrix. To be specific, we consider a sample deficient scenario in which the number of signal bearing samples ($n$) is strictly…
An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…
We study the basic problem of robust subspace recovery. That is, we assume a data set that some of its points are sampled around a fixed subspace and the rest of them are spread in the whole ambient space, and we aim to recover the fixed…
The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…
Cognitive radio technology enables improving the utilization efficiency of the precious and scarce radio spectrum. How to maximize the overall spectrum efficiency while minimizing the conflicts with primary users is vital to cognitive…
-In cognitive radio networks, spectrum sensing aims to detect the unused spectrum channels in order to use the radio spectrum more efficiently. Various methods have been proposed in the past, such as energy, feature detection, and matched…
This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…
Spectrum sensing is of critical importance in any cognitive radio system. When the primary user's signal has uncertain parameters, the likelihood ratio test, which is the theoretically optimal detector, generally has no closed-form…
The instrumental variable method is widely used in the health and social sciences for identification and estimation of causal effects in the presence of potentially unmeasured confounding. In order to improve efficiency, multiple…
Recognition systems are commonly designed to authenticate users at the access control levels of a system. A number of voice recognition methods have been developed using a pitch estimation process which are very vulnerable in low Signal to…
Maximum eigenvalue detection (MED) is an important application of random matrix theory in spectrum sensing and signal detection. However, in small signal-to-noise ratio environment, the maximum eigenvalue of the representative signal is at…
We propose an adaptive bandwidth selector via cross validation for local M-estimators in locally stationary processes. We prove asymptotic optimality of the procedure under mild conditions on the underlying parameter curves. The results are…
Estimating the proportion of signals hidden in a large amount of noise variables is of interest in many scientific inquires. In this paper, we consider realistic but theoretically challenging settings with arbitrary covariance dependence…