Related papers: Robust Semiparametric DOA Estimation in non-Gaussi…
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…
The paper considers direction of arrival (DOA) estimation from long-term observations in a noisy environment. In such an environment the noise source might evolve, causing the stationary models to fail. Therefore a heteroscedastic Gaussian…
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…
Real-world measurements often comprise a dominant signal contaminated by a noisy background. Robustly estimating the dominant signal in practice has been a fundamental statistical problem. Classically, mixture models have been used to…
In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…
Music Structure Analysis (MSA) aims to uncover the high-level organization of musical pieces. State-of-the-art methods are often based on supervised deep learning, but these methods are bottlenecked by the need for heavily annotated data…
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unknown distribution. An example of such a…
This paper generalizes stochastic collocation methods to handle correlated non-Gaussian random parameters. The key challenge is to perform a multivariate numerical integration in a correlated parameter space when computing the coefficient…
Subspace based techniques for direction of arrival (DOA) estimation need large amount of snapshots to detect source directions accurately. This poses a problem in the form of computational burden on practical applications. The introduction…
This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…
We address the problem of search-free DOA estimation from a single noisy snapshot for sensor arrays of arbitrary geometry, by extending a method of gridless super-resolution beamforming to arbitrary arrays with noisy measurements. The…
The uniform white noise assumption is one of the basic assumptions in most of the existing directional-of-arrival (DOA) estimation methods. In many applications, however, the non-uniform white noise model is more adequate. Then the noise…
This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…
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…
In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…
The consistency of doubly robust estimators relies on consistent estimation of at least one of two nuisance regression parameters. In moderate to large dimensions, the use of flexible data-adaptive regression estimators may aid in achieving…
The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…
In this paper, a class of nonlinear MMSE multiuser detectors are derived based on a multivariate Gaussian approximation of the multiple access interference. This approach leads to expressions identical to those describing the probabilistic…
Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications in engineering, social and natural sciences. Existing data-driven non-parametric…
Semiparametric discrete choice models are widely used in a variety of practical applications. While these models are point identified in the presence of continuous covariates, they can become partially identified when covariates are…