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The aim of this paper is to design a band-limited optimal input with power constraints for identifying a linear multi-input multi-output system. It is assumed that the nominal system parameters are specified. The key idea is to use the…
Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…
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…
With their ability to handle an increased amount of information, multivariate and multichannel signals can be used to solve problems normally not solvable with signals obtained from a single source. One such problem is the decomposition…
The extremal dependence structure of a regularly varying random vector Xis fully described by its limiting spectral measure. In this paper, we investigate how torecover characteristics of the measure, such as extremal coefficients, from the…
In contrast to Part I of this treatise [1] that focuses on the optimization problems associated with single matrix variables, in this paper, we investigate the application of the matrix-monotonic optimization framework in the optimization…
For a wireless multi-tier heterogeneous network with orthogonal spectrum allocation across tiers, we optimize the association probability and the fraction of spectrum allocated to each tier so as to maximize rate coverage. In practice, the…
In this paper, we study the spectral estimation problem of estimating the locations of a fixed number of point sources given multiple snapshots of Fourier measurements in a bounded domain. We aim to provide a mathematical foundation for…
The non-parametric estimation of covariance lies at the heart of functional data analysis, whether for curve or surface-valued data. The case of a two-dimensional domain poses both statistical and computational challenges, which are…
An estimation method is presented for polynomial phase signals, i.e., those adopting the form of a complex exponential whose phase is polynomial in its indices. Transcending the scope of existing techniques, the proposed estimator can…
In this paper we introduce a method for resolving multi-parameter likelihoods by fixing all parameter values, but two. Evaluation of those two variables is followed by iteratively cycling through each of the parameters in turn until…
We study the problem of spectrum estimation from transmission data of a known phantom. The goal is to reconstruct an x-ray spectrum that can accurately model the x-ray transmission curves and reflects a realistic shape of the typical energy…
This work extends our previous study from S. Shrestha et al. (2024) by introducing a new abstract framework for Variational Multiscale (VMS) methods at the discrete level. We introduce the concept of what we define as the optimal projector…
A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…
Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…
In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…
Our article addresses the problem of flexibly estimating a multivariate density while also attempting to estimate its marginals correctly. We do so by proposing two new estimators that try to capture the best features of mixture of normals…
The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however…