Related papers: Efficiency Analysis of the Simplified Refined Inst…

We study a class of iterated empirical risk minimization (ERM) procedures in which two successive ERMs are performed on the same dataset, and the predictions of the first estimator enter as an argument in the loss function of the second.…

We investigate stability analysis and controller design of unknown continuous-time systems under state-feedback with aperiodic sampling, using only noisy data but no model knowledge. We first derive a novel data-dependent parametrization of…

In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…

This paper investigates the asymptotic behavior of the deterministic and stochastic Cram\'er-Rao Bounds (CRB) for semi-blind channel estimation in massive multiple-input multiple-output (MIMO) systems. We derive and analyze mathematically…

We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…

In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…

This paper focuses on radar waveform optimization for minimizing the Cram\'er-Rao bound (CRB) in a multiple-input multiple-output (MIMO) radar system. In contrast to conventional approaches relying on semi-definite programming (SDP) and…

Many results in the quantum metrology literature use the Cram\'er-Rao bound and the Fisher information to compare different quantum estimation strategies. However, there are several assumptions that go into the construction of these tools,…

This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference…

This paper presents the asymptotic behavior of a linear instrumental variables (IV) estimator that uses a ridge regression penalty. The regularization tuning parameter is selected empirically by splitting the observed data into training and…

We consider a finite impulse response system with centered independent sub-Gaussian design covariates and noise components that are not necessarily identically distributed. We derive non-asymptotic near-optimal estimation and prediction…

In this paper, we investigate the asymptotic properties of Le Cam's one-step estimator for weak Fractionally AutoRegressive Integrated Moving-Average (FARIMA) models. For these models, noises are uncorrelated but neither necessarily…

This paper analyzes the benefits of sampling intraday returns in intrinsic time for the realized variance (RV) estimator. We theoretically show in finite samples that depending on the permitted sampling information, the RV estimator is most…

In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection procedure is proposed. A sharp…

signal direction-of-arrival estimation using an array of sensors has been the subject of intensive research and development during the last two decades. Efforts have been directed to both, better solutions for the general data model and to…

Focusing on stochastic programming (SP) with covariate information, this paper proposes an empirical risk minimization (ERM) method embedded within a nonconvex piecewise affine decision rule (PADR), which aims to learn the direct mapping…

Integrated sensing and communication (ISAC) have been widely recognized as a key enabler for future wireless networks, where the Cram\'er-Rao bound (CRB) plays a central role in quantifying sensing accuracy.In this paper, we present the…

In this paper, we consider signals with a low-rank covariance matrix which reside in a low-dimensional subspace and can be written in terms of a finite (small) number of parameters. Although such signals do not necessarily have a sparse…

This paper studies the performance of a randomly RIS-assisted multi-target localization system, in which the configurations of the RIS are randomly set to avoid high-complexity optimization. We first focus on the scenario where the number…

This paper studies the challenging problem of estimating causal effects from observational data, in the presence of unobserved confounders. The two-stage least square (TSLS) method and its variants with a standard instrumental variable (IV)…