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Estimating the number of signals embedded in noise is a fundamental problem in signal processing. As a classic estimator based on random matrix theory (RMT), the RMT estimator estimates the number of signals via sequentially testing the…

Information Theory · Computer Science 2019-11-27 Huiyue Yi

The subspace-based techniques are widely utilized in various scientific fields, and they need accurate estimation of the signal subspace dimension. The classic RMT estimator for model order estimation based on random matrix theory assumes…

Information Theory · Computer Science 2025-05-06 Huiyue Yi , Wuxiong Zhang , Hui Xu

One of the major challenges in multivariate analysis is the estimation of population covariance matrix from sample covariance matrix (SCM). Most recent covariance matrix estimators use either shrinkage transformations or asymptotic results…

Methodology · Statistics 2019-12-10 Samruddhi Deshmukh , Amartansh Dubey

We study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling - best subset selection, which minimizes the residual sum of squares subject to a constraint on the number of…

Methodology · Statistics 2022-01-11 Rahul Mazumder , Peter Radchenko , Antoine Dedieu

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

The sample selection approach is very popular in learning with noisy labels. As deep networks learn pattern first, prior methods built on sample selection share a similar training procedure: the small-loss examples can be regarded as clean…

Machine Learning · Computer Science 2023-09-06 Xiaobo Xia , Pengqian Lu , Chen Gong , Bo Han , Jun Yu , Jun Yu , Tongliang Liu

Networked systems usually face different random uncertainties that make the performance of the least-squares (LS) linear filter decline significantly. For this reason, great attention has been paid to the search for other kinds of…

Systems and Control · Electrical Eng. & Systems 2024-08-26 Raquel Caballero-Águila , Josefa Linares-Pérez

Signal-to-noise ratio (SNR) statistics play a central role in many applications. A common situation where SNR is studied is when a continuous time signal is sampled at a fixed frequency with some noise in the background. While estimation…

Methodology · Statistics 2021-11-05 Francesco Giordano , Pietro Coretto

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,…

Signal Processing · Electrical Eng. & Systems 2021-09-10 Mahmood Karimi

The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…

Numerical Analysis · Mathematics 2016-05-05 Shanglin Ye , Elias Aboutanios

Importance Sampling (IS) is a method for approximating expectations under a target distribution using independent samples from a proposal distribution and the associated importance weights. In many applications, the target distribution is…

Machine Learning · Statistics 2022-09-14 Gabriel Cardoso , Sergey Samsonov , Achille Thin , Eric Moulines , Jimmy Olsson

To recover a low rank structure from a noisy matrix, truncated singular value decomposition has been extensively used and studied. Recent studies suggested that the signal can be better estimated by shrinking the singular values. We pursue…

Methodology · Statistics 2014-11-25 Julie Josse , Sylvain Sardy

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

Spectrum sensing is a fundamental component is a cognitive radio. In this paper, we propose new sensing methods based on the eigenvalues of the covariance matrix of signals received at the secondary users. In particular, two sensing…

Information Theory · Computer Science 2016-09-08 Yonghong Zeng , Ying-Chang Liang

Signal-to-noise ratios (SNR) play a crucial role in various statistical models, with important applications in tasks such as estimating heritability in genomics. The method-of-moments estimator is a widely used approach for estimating SNR,…

Statistics Theory · Mathematics 2025-06-13 Xiaohan Hu , Zhentao Li , Xiaodong Li

In this paper, we tackle for the first time the problem of maximum likelihood (ML) estimation of the signal-to-noise ratio (SNR) parameter over time-varying single-input multiple-output (SIMO) channels. Both the data-aided (DA) and the…

Applications · Statistics 2014-11-19 Faouzi Bellili , Rabii Meftehi , Sofiene Affes , Alex Stephenne

We propose a method for estimating the entries of a large noisy matrix when the variance of the noise, $\sigma^2$, is unknown without putting any assumption on the rank of the matrix. We consider the estimator for $\sigma$ introduced by…

Statistics Theory · Mathematics 2019-10-30 Mona Azadkia

Estimating the number of sources received by an antenna array have been well known and investigated since the starting of array signal processing. Accurate estimation of such parameter is critical in many applications that involve prior…

Information Theory · Computer Science 2018-10-24 Tara Salman , Ahmed Badawy , Tarek M. Elfouly , Amr Mohamed , Tamer Khattab

This work analyzes singular-value spectra of weight matrices in pretrained transformer models to understand how information is stored at both ends of the spectrum. Using Random Matrix Theory (RMT) as a zero information hypothesis, we…

Machine Learning · Computer Science 2025-11-07 Max Staats , Matthias Thamm , Bernd Rosenow

Noise power estimation is a key issue in modern wireless communication systems. It allows resource allocation by detecting white spectral spaces effectively, and gives control over the communication process by adjusting transmission power.…

Information Theory · Computer Science 2017-11-16 Jakub Nikonowicz , Aamir Mahmood , Emiliano Sisinni , Mikael Gidlund
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