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Nested sampling has emerged as a valuable tool for Bayesian analysis, in particular for determining the Bayesian evidence. The method is based on a specific type of random sampling of the likelihood function and prior volume of the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 Charles R. Keeton

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to…

Statistics Theory · Mathematics 2013-02-11 Jerrad Hampton , Manuel E. Lladser

This paper addresses the problem of distributed state estimation via multiple access channels (MACs). We consider a scenario where two encoders are simultaneously communicating their measurements through a noisy channel. Firstly, the…

Systems and Control · Electrical Eng. & Systems 2022-12-23 Ghassen Zafzouf , Girish N. Nair , Farhad Farokhi

Large-scale MIMO systems with a massive number N of individually controlled antennas pose significant challenges for minimum mean square error (MMSE) channel estimation, based on uplink pilots. The major ones arise from the computational…

Information Theory · Computer Science 2024-10-07 Giacomo Bacci , Antonio Alberto D'Amico , Luca Sanguinetti

Missing data imputation, where a model is trained on observed data to estimate unobserved values, is a fundamental problem in machine learning. In this paper, we rigorously formulate imputation model learning as a mean-squared error risk…

Machine Learning · Statistics 2026-05-14 Luke Shannon , Song Liu , Katarzyna Reluga

We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a special case of interest. We study extensions of the test to cases where there are multiple channels…

Data Analysis, Statistics and Probability · Physics 2008-07-31 Wolfgang A. Rolke , Angel M. Lopez

Kernel techniques are among the most popular and flexible approaches in data science allowing to represent probability measures without loss of information under mild conditions. The resulting mapping called mean embedding gives rise to a…

Machine Learning · Statistics 2024-11-27 Linda Chamakh , Zoltan Szabo

In this paper, we investigate the performance of selection cooperation in the presence of imperfect channel estimation. In particular, we consider a cooperative scenario with multiple relays and amplify-and- forward protocol over frequency…

Information Theory · Computer Science 2011-01-04 Mehdi Seyfi , Sami , Muhaidat , Jie Liang

This paper studies the problem of reconstructing a word given several of its noisy copies. This setup is motivated by several applications, among them is reconstructing strands in DNA-based storage systems. Under this paradigm, a word is…

Information Theory · Computer Science 2020-01-17 Omer Sabary , Eitan Yaakobi , Alexander Yucovich

To estimate multiple-input multiple-output (MIMO) channels, invariable step-size normalized least mean square (ISSNLMS) algorithm was applied to adaptive channel estimation (ACE). Since the MIMO channel is often described by sparse channel…

Information Theory · Computer Science 2014-07-24 Guan Gui , Li Xu , Lin Shan , Fumiyuki Adachi

Estimating the mixing density of a mixture distribution remains an interesting problem in statistics literature. Using a stochastic approximation method, Newton and Zhang (1999) introduced a fast recursive algorithm for estimating the…

Statistics Theory · Mathematics 2022-03-29 Nilabja Guha , Anindya Roy

The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…

Machine Learning · Statistics 2024-09-12 Zehao Dou , Subhodh Kotekal , Zhehao Xu , Harrison H. Zhou

Self-diffusion coefficients, $D^*$, are routinely estimated from molecular dynamics simulations by fitting a linear model to the observed mean-squared displacements (MSDs) of mobile species. MSDs derived from simulation exhibit statistical…

Statistical Mechanics · Physics 2026-01-05 Andrew R. McCluskey , Samuel W. Coles , Benjamin J. Morgan

Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…

Machine Learning · Computer Science 2025-04-22 Ruoning Zhao , Xinyun Chen

Shuffled regression and unlinked regression represent intriguing challenges that have garnered considerable attention in many fields, including but not limited to ecological regression, multi-target tracking problems, image denoising, etc.…

Statistics Theory · Mathematics 2024-04-16 Cecile Durot , Debarghya Mukherjee

The problem of quickest detection of a change in the mean of a sequence of independent observations is studied. The pre-change distribution is assumed to be stationary, while the post-change distributions are allowed to be non-stationary.…

Signal Processing · Electrical Eng. & Systems 2021-08-26 Yuchen Liang , Venugopal V. Veeravalli

This paper focuses on the problem of the mean square optimal estimation of linear functionals which depend on the unknown values of a multidimensional stationary stochastic sequence. Estimates are based on observations of the sequence with…

Statistics Theory · Mathematics 2025-11-11 Oleksandr Masyutka , Mikhail Moklyachuk , Maria Sidei

We study the problem of hypothesis testing between two discrete distributions, where we only have access to samples after the action of a known reversible Markov chain, playing the role of noise. We derive instance-dependent minimax rates…

Statistics Theory · Mathematics 2018-08-15 Quentin Berthet , Varun Kanade

Multivariate density estimation is a popular technique in statistics with wide applications including regression models allowing for heteroskedasticity in conditional variances. The estimation problems become more challenging when…

Methodology · Statistics 2018-08-15 Zhen Li , Lili Wu , Weilian Zhou , Sujit Ghosh

Score-based diffusion models, while achieving minimax optimality for sampling, are often hampered by slow sampling speeds due to the high computational burden of score function evaluations. Despite the recent remarkable empirical advances…

Machine Learning · Computer Science 2025-02-27 Gen Li , Changxiao Cai
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