Related papers: Robust Semiparametric DOA Estimation in non-Gaussi…
We propose a rectangular rotational invariant estimator to recover a real matrix from noisy matrix observations coming from an arbitrary additive rotational invariant perturbation, in the large dimension limit. Using the Bayes-optimality of…
We present a method for estimating conditionally Gaussian random vectors with random covariance matrices, which uses techniques from the field of machine learning. Such models are typical in communication systems, where the covariance…
Direction of arrival estimation (DoAE) aims at tracking a sound in azimuth and elevation. Recent advancements include data-driven models with inputs derived from ambisonics intensity vectors or correlations between channels in a microphone…
Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…
Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…
This work addresses the problem of direction-of-arrival (DOA) estimation in the presence of non-Gaussian, heavy-tailed, and spatially-colored interference. Conventionally, the interference is considered to be Gaussian-distributed and…
As with the advancement of geographical information systems, non-Gaussian spatial data sets are getting larger and more diverse. This study develops a general framework for fast and flexible non-Gaussian regression, especially for…
In this paper, to jointly estimate the frequency and the direction-of-arrival(DOA) of the narrowband far-field signals, a novel array receiver architecture is presented by the concept of the sub-Nyquist sampling techniques. In particular,…
In this paper, the problem of determining the number of signal sources impinging on an array of sensors and estimating their directions-of-arrival (DOAs) in the presence of spatially white nonuniform noise is considered. It is known that,…
We develop a multidimensional version of Gradient-MUSIC for estimating the frequencies of a nonharmonic signal from noisy samples. The guiding principle is that frequency recovery should be based only on the signal subspace determined by…
We investigate the power of geometrical estimators on detecting non-Gaussianity in the cosmic microwave background. In particular the number, eccentricity and Gaussian curvature of excursion sets above (and below) a threshold are studied.…
The article studies non-Gaussian extensions of a recently discovered link between certain Gaussian random fields, expressed as solutions to stochastic partial differential equations (SPDEs), and Gaussian Markov random fields. The focus is…
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…
In independent component analysis it is assumed that the observed random variables are linear combinations of latent, mutually independent random variables called the independent components. Our model further assumes that only the…
We consider a class of semi-parametric dynamic models with strong white noise errors. This class of processes includes the standard Vector Autoregressive (VAR) model, the nonfundamental structural VAR, the mixed causal-noncausal models, as…
The noise of a device under test (DUT) is measured simultaneously with two instruments, each of which contributes its own background. The average cross power spectral density converges to the DUT power spectral density. This method enables…
We describe a novel approach to the detection and parameter estimation of a non\textendash Gaussian stochastic background of gravitational waves. The method is based on the determination of relevant statistical parameters using importance…
A new, very general, robust procedure for combining estimators in metric spaces is introduced GROS. The method is reminiscent of the well-known median of means, as described in \cite{devroye2016sub}. Initially, the sample is divided into…
Covariance matrices play a major role in statistics, signal processing and machine learning applications. This paper focuses on the \textit{semiparametric} covariance/scatter matrix estimation problem in elliptical distributions. The class…
Horizontal line arrays are often employed in underwater environments to estimate the direction of arrival (DOA) of a weak signal. Conventional beamforming (CB) is robust but has wide beamwidths and high-level sidelobes. High-resolution…