Related papers: C-SURE: Shrinkage Estimator and Prototype Classifi…

We consider a general multivariate model where univariate marginal distributions are known up to a parameter vector and we are interested in estimating that parameter vector without specifying the joint distribution, except for the…

The constrained Cramer-Rao bound (CCRB) is a lower bound on the mean-squared-error (MSE) of estimators that satisfy some unbiasedness conditions. Although the CCRB unbiasedness conditions are satisfied asymptotically by the constrained…

Crystallization processes at the mesoscopic scale, where faceted, dendritic growth, and multigrain formation can be observed, are of particular interest within materials science and metallurgy. These processes are highly nonlinear,…

In this paper, we consider deep neural networks for solving inverse problems that are robust to forward model mis-specifications. Specifically, we treat sensing problems with model mismatch where one wishes to recover a sparse…

Medical imaging modalities are inherently susceptible to noise contamination that degrades diagnostic utility and clinical assessment accuracy. This paper presents a comprehensive comparative evaluation of three state-of-the-art deep…

Compressed sensing (CS) is a promising tool for reducing sampling costs. Current deep neural network (NN)-based CS methods face the challenges of collecting labeled measurement-ground truth (GT) data and generalizing to real applications.…

Structural damage detection is essential for maintaining the safety and reliability of civil infrastructure. However, accurately identifying different types of structural damage from images remains challenging due to variations in damage…

In this work, we focus on a variant of the generalized linear model (GLM) called corrupted GLM (CGLM) with heavy-tailed features and responses. To robustify the statistical inference on this model, we propose to apply $\ell_4$-norm…

The Constrained Minimal Supersymmetric Standard Model (CMSSM) is one of the simplest and most widely-studied supersymmetric extensions to the standard model of particle physics. Nevertheless, current data do not sufficiently constrain the…

In this paper, a constrained attack-resilient estimation algorithm (CARE) is developed for stochastic cyber-physical systems. The proposed CARE can simultaneously estimate the compromised system states and attack signals. It has improved…

Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to…

Accurate estimation of dataset complexity is crucial for evaluating and comparing link prediction models for knowledge graphs (KGs). The Cumulative Spectral Gradient (CSG) metric derived from probabilistic divergence between classes within…

The problem of estimating the shift (or, equivalently, the center of symmetry) of an unknown symmetric and periodic function $f$ observed in Gaussian white noise is considered. Using the blockwise Stein method, a penalized profile…

We introduce a class of regularized M-estimators of multivariate scatter and show, analogous to the popular spatial sign covariance matrix (SSCM), that they possess high breakdown points. We also show that the SSCM can be viewed as an…

We present a procedure for effective estimation of entropy and mutual information from small-sample data, and apply it to the problem of inferring high-dimensional gene association networks. Specifically, we develop a James-Stein-type…

We consider recovery of low-rank matrices from noisy data by shrinkage of singular values, in which a single, univariate nonlinearity is applied to each of the empirical singular values. We adopt an asymptotic framework, in which the matrix…

Compressive sensing (CS) is a technique for estimating a sparse signal from the random measurements and the measurement matrix. Traditional sparse signal recovery methods have seriously degeneration with the measurement matrix uncertainty…

Standard Monte Carlo computation is widely known to exhibit a canonical square-root convergence speed in terms of sample size. Two recent techniques, one based on control variate and one on importance sampling, both derived from an…

We consider estimation of a multivariate normal mean vector under sum of squared error loss. We propose a new class of smooth estimators parameterized by \alpha dominating the James-Stein estimator. The estimator for \alpha=1 corresponds to…

We propose MC-CIM, a compute-in-memory (CIM) framework for robust, yet low power, Bayesian edge intelligence. Deep neural networks (DNN) with deterministic weights cannot express their prediction uncertainties, thereby pose critical risks…