Related papers: Moment-based Parameter Estimation for ${\Gamma}$-p…
The problem of estimating the parameters of a moving target in multiple-input multiple-output (MIMO) radar is considered and a new approach for estimating the moving target parameters by making use of the phase information associated with…
We devise a simplified parameter estimator for a second order stochastic differential equation by a first order system based on the Smoluchowski-Kramers approximation. We establish the consistency of the estimator by using…
The Davenport spectrum is a modification of the classical Kolmogorov spectrum for the inertial range of turbulence that accounts for non-scaling low frequency behavior. Like the classical fractional Brownian motion vis-\`a-vis the…
The classic, two-component, crust-superfluid model of a neutron star can be formulated as a noise-driven, linear dynamical system, in which the angular velocities of the crust and superfluid are tracked using a Kalman filter applied to…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
This paper is concerned with the fundamental problem of estimating chirp parameters from a mixture of linear chirp signals. Unlike most previous methods, which solve the problem by discretizing the parameter space and then estimating the…
This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator…
In the near future, observations of the cosmic microwave background (CMB) anisotropies will provide accurate determinations of many fundamental cosmological parameters. In this paper, we analyse degeneracies among cosmological parameters to…
We present a novel theoretical formulation for performing quantum dynamics in terms of moments within the single-particle description. By expressing the quantum dynamics in terms of increasing orders of moments, instead of single-particle…
Weak measurement is a novel technique for parameter estimation with higher precision. In this paper we develop a general theory for the parameter estimation based on weak measurement technique with arbitrary postselection. The previous weak…
Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…
For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on…
We present a method of determining weak phase \gamma in the Cabibbo-Kobayashi-Maskawa matrix from decays B->\eta K, \eta' K$ alone. Given a large ratio between color-suppressed and color-allowed tree diagrams extracted from global \pi\pi(K)…
Despite the frequent use of agent-based models (ABMs) for studying social phenomena, parameter estimation remains a challenge, often relying on costly simulation-based heuristics. This work uses variational inference to estimate the…
We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…
Parameter inference, i.e. inferring the posterior distribution of the parameters of a statistical model given some data, is a central problem to many scientific disciplines. Generative models can be used as an alternative to Markov Chain…
This paper presents a data-driven receding horizon fault estimation method for additive actuator and sensor faults in unknown linear time-invariant systems, with enhanced robustness to stochastic identification errors. State-of-the-art…
Late time cosmic acceleration may be achieved by modifying gravity on large scales. This should also have consequences on the evolution of perturbations. We thus extend our study of exponential infrared $f(T)$ teleparallel gravity to…
We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. A novel a priori bound for the parameter error is proved and, based on this bound, an adaptive finite element method driven by an a…
Time-varying dark energy is often modeled in observational analyses through generic parameterizations of its equation of state $w(z)$, which typically use two free parameters $\{w_0, w_a\}$ to span a broad range of behaviors as a function…