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We develop a new model selection method for the adaptive robust efficient nonparametric signal estimation observed with impulse noise which is defined by the general non Gaussian L\'evy processes. On the basis of the developed method, we…

Statistics Theory · Mathematics 2018-11-27 Slim Beltaief , Oleg Chernoyarov , Serguei Pergamenchtchikov

It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…

Statistics Theory · Mathematics 2007-08-02 Xinjia Chen

his study presents a novel technique to estimate the computational complexity of sequential decoding using the Berry-Esseen theorem. Unlike the theoretical bounds determined by the conventional central limit theorem argument, which often…

Information Theory · Computer Science 2007-08-20 Po-Ning Chen , Yunghsiang S. Han , Carlos R. P. Hartmann , Hong-Bin Wu

We introduce a problem of fairly allocating indivisible goods (items) in which the agents' valuations cannot be observed directly, but instead can only be accessed via noisy queries. In the two-agent setting with Gaussian noise and bounded…

Computer Science and Game Theory · Computer Science 2026-05-29 Zihan Li , Yan Hao Ling , Jonathan Scarlett , Warut Suksompong

Quantum multiparameter estimation involves estimating multiple parameters simultaneously and can be more precise than estimating them individually. Our interest here is to determine fundamental quantum limits to the achievable…

Quantum Physics · Physics 2019-03-26 Shibdas Roy

It has been recently shown that an interferometric measurement may allow for sub-wavelength resolution of incoherent light. Whereas this holds for noiseless detectors, one could expect that the resolution is in practice limited by…

Quantum Physics · Physics 2020-02-24 Cosmo Lupo

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

Optimization and Control · Mathematics 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

This paper considers the problem of adaptively searching for an unknown target using multiple agents connected through a time-varying network topology. Agents are equipped with sensors capable of fast information processing, and we propose…

Multiagent Systems · Computer Science 2016-11-17 Theodoros Tsiligkaridis

We consider the problem of exact support recovery of sparse signals via noisy measurements. The main focus is the sufficient and necessary conditions on the number of measurements for support recovery to be reliable. By drawing an analogy…

Information Theory · Computer Science 2010-03-04 Yuzhe Jin , Young-Han Kim , Bhaskar D. Rao

The impact of measurement imperfections on quantum metrology protocols has not been approached in a systematic manner so far. In this work, we tackle this issue by generalising firstly the notion of quantum Fisher information to account for…

Quantum Physics · Physics 2022-11-21 Yink Loong Len , Tuvia Gefen , Alex Retzker , Jan Kołodyński

We study the problem of super-resolution, where we recover the locations and weights of non-negative point sources from a few samples of their convolution with a Gaussian kernel. It has been shown that exact recovery is possible by…

Optimization and Control · Mathematics 2023-07-06 Stéphane Chrétien , Andrew Thompson , Bogdan Toader

We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…

Machine Learning · Statistics 2024-03-08 Pierre Mergny , Justin Ko , Florent Krzakala , Lenka Zdeborová

Super-resolution is the problem of recovering a superposition of point sources using bandlimited measurements, which may be corrupted with noise. This signal processing problem arises in numerous imaging problems, ranging from astronomy to…

Machine Learning · Computer Science 2015-09-29 Qingqing Huang , Sham M. Kakade

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

We study a fundamental stochastic selection problem involving $n$ independent random variables, each of which can be queried at some cost. Given a tolerance level $\delta$, the goal is to find a value that is $\delta$-approximately minimum…

Data Structures and Algorithms · Computer Science 2025-04-25 Hessa Al-Thani , Viswanath Nagarajan

Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…

Machine Learning · Statistics 2018-06-27 Benjamin Letham , Brian Karrer , Guilherme Ottoni , Eytan Bakshy

We consider the problem of optimal zero-delay coding and estimation of a stochastic dynamical system over a noisy communication channel under three estimation criteria concerned with the low-distortion regime. The criteria considered are…

Optimization and Control · Mathematics 2018-06-28 Christoph Kawan , Serdar Yüksel

This paper considers a bearings-only tracking problem using noisy measurements of unknown noise statistics from a passive sensor. It is assumed that the process and measurement noise follows the Gaussian distribution where the measurement…

Signal Processing · Electrical Eng. & Systems 2023-05-16 Shreya Das , Kundan Kumar , Shovan Bhaumik

Consider a decision maker who is responsible to dynamically collect observations so as to enhance his information about an underlying phenomena of interest in a speedy manner while accounting for the penalty of wrong declaration. Due to the…

Information Theory · Computer Science 2013-12-19 Mohammad Naghshvar , Tara Javidi

The problem of estimating a complex measure made up by a linear combination of Dirac distributions centered on points of the complex plane from a finite number of its complex moments affected by additive i.i.d. Gaussian noise is considered.…

Statistics Theory · Mathematics 2012-05-03 Piero Barone
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