Related papers: An Asymptotically MSE-Optimal Estimator based on G…
In this paper we propose a generalization of a class of Gaussian Semiparametric Estimators (GSE) of the fractional differencing parameter for long-range dependent multivariate time series. We generalize a known GSE-type estimator by…
Accurate knowledge of transmission line parameters is essential for a variety of power system monitoring, protection, and control applications. The use of phasor measurement unit (PMU) data for transmission line parameter estimation (TLPE)…
Signal processing in non-Gaussian noise environment is addressed in this paper. For many real-life situations, the additive noise process present in the system is found to be dominantly non-Gaussian. The problem of detection and estimation…
We consider the estimation of an n-dimensional vector s from the noisy element-wise measurements of $\mathbf{s}\mathbf{s}^T$, a generic problem that arises in statistics and machine learning. We study a mismatched Bayesian inference…
This paper is concerned with channel estimation in MIMO systems with few-bit ADCs. In these systems, a linear minimum mean-squared error (MMSE) channel estimator obtained in closed-form is not an optimal solution. We first consider a deep…
The inference of the causal relationship between a pair of observed variables is a fundamental problem in science, and most existing approaches are based on one single causal model. In practice, however, observations are often collected…
Non-Gaussian and multimodal distributions are an important part of many recent robust sensor fusion algorithms. In difference to robust cost functions, they are probabilistically founded and have good convergence properties. Since their…
This paper investigates the combination of parametric channel estimation with minimum mean square error (MMSE) estimation. We propose a direction-of-arrival (DoA)-aided two-stage channel estimation technique that utilizes the decomposition…
In this paper, we study the optimality of the Bussgang linear minimum mean squared error (BLMMSE) channel estimator for multiple-input multiple-output systems with 1-bit analog-to-digital converters. We compare the BLMMSE with the optimal…
Minimum mean squared error (MMSE) estimators of signals from samples corrupted by jitter (timing noise) and additive noise are nonlinear, even when the signal prior and additive noise have normal distributions. This paper develops a…
Since the inhomogeneous instrument noise can produce extra non-Gaussianity in the CMB anisotropy, its effect should be carefully subtracted in the primordial non-Gaussianity estimation. We calculate the probability distribution function of…
In many scenarios, the communication system suffers from both Gaussian white noise and non-Gaussian impulsive noise. In order to design optimal signal detection method, it is necessary to estimate the parameters of mixed Gaussian-impulsive…
We consider the characterization of the asymptotic behavior of the average minimum mean-squared error (MMSE) and the average mutual information in scalar and vector fading coherent channels, where the receiver knows the exact fading channel…
In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…
Density estimation, which estimates the distribution of data, is an important category of probabilistic machine learning. A family of density estimators is mixture models, such as Gaussian Mixture Model (GMM) by expectation maximization.…
We consider massive multiple-input multiple-output (MIMO) systems in the presence of Cauchy noise. First, we focus on the channel estimation problem. In the standard massive MIMO setup, the users transmit orthonormal pilots during the…
From a wavelet analysis, one derives a nonparametrical estimator for the spectral density of a Gaussian process with stationary increments. First, the idealistic case of a continuous time path of the process is considered. A punctual…
We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard…
We consider the problem of remotely stabilizing a dynamical system. A sensor (encoder) co-located with the system communicates with a controller (decoder), whose goal is to stabilize the system, over a noisy communication channel with…
In this work, we address the problem of estimating sparse communication channels in OFDM systems in the presence of carrier frequency offset (CFO) and unknown noise variance. To this end, we consider a convex optimization problem, including…