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The asymptotic behavior of GMM estimators depends critically on whether the underlying moment condition model is correctly specified. Hong and Li (2023, Econometric Theory) showed that GMM estimators with nonsmooth (non-directionally…

Econometrics · Economics 2026-02-03 Byunghoon Kang , Seojeong Lee , Juha Song

We propose an efficient solution to peer-to-peer localization in a wireless sensor network which works in two stages. At the first stage the optimization problem is relaxed into a convex problem, given in the form recently proposed by…

Networking and Internet Architecture · Computer Science 2016-04-12 Nicola Piovesan , Tomaso Erseghe

We study the generalization of two-layer ReLU neural networks in a univariate nonparametric regression problem with noisy labels. This is a problem where kernels (\emph{e.g.} NTK) are provably sub-optimal and benign overfitting does not…

Machine Learning · Computer Science 2024-06-12 Dan Qiao , Kaiqi Zhang , Esha Singh , Daniel Soudry , Yu-Xiang Wang

Weak lensing experiments are a powerful probe of cosmology through their measurement of the mass distribution of the universe. A challenge for this technique is to control systematic errors that occur when measuring the shapes of distant…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-04 Alexandre Refregier , Tomasz Kacprzak , Adam Amara , Sarah Bridle , Barnaby Rowe

An important preliminary procedure in multi-sensor data fusion is \textit{sensor registration}, and the key step in this procedure is to estimate sensor biases from their noisy measurements. There are generally two difficulties in this bias…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Wenqiang Pu , Ya-Feng Liu , Zhi-Quan Luo

There has been a surge of interest in developing robust estimators for models with heavy-tailed and bounded variance data in statistics and machine learning, while few works impose unbounded variance. This paper proposes two type of robust…

Machine Learning · Statistics 2022-10-12 Lihu Xu , Fang Yao , Qiuran Yao , Huiming Zhang

We establish fundamental limits on estimation accuracy for the noisy 20 questions problem with measurement-dependent noise and introduce optimal non-adaptive procedures that achieve these limits. The minimal achievable resolution is defined…

Information Theory · Computer Science 2021-01-12 Lin Zhou , Alfred Hero

Consider measuring an n-dimensional vector x through the inner product with several measurement vectors, a_1, a_2, ..., a_m. It is common in both signal processing and statistics to assume the linear response model y_i = <a_i, x> + e_i,…

Probability · Mathematics 2016-05-20 Yaniv Plan , Roman Vershynin , Elena Yudovina

This paper studies sensor calibration in spectral estimation where the true frequencies are located on a continuous domain. We consider a uniform array of sensors that collects measurements whose spectrum is composed of a finite number of…

Information Theory · Computer Science 2019-01-15 Yonina C. Eldar , Wenjing Liao , Sui Tang

In this paper we consider the issue of reliability of measurements in distributed adaptive estimation problem. To this aim, we assume a sensor network with different observation noise variance among the sensors and propose new estimation…

Systems and Control · Computer Science 2015-07-27 Wael M. Bazzi , Amir Rastegarnia , Azam Khalili

Recent work established that rank overparameterization eliminates spurious local minima in nonconvex low-rank matrix recovery under the restricted isometry property (RIP). But this does not fully explain the practical success of…

Optimization and Control · Mathematics 2025-05-07 Richard Y. Zhang

In the context of linear regression, we construct a data-driven convex loss function with respect to which empirical risk minimisation yields optimal asymptotic variance in the downstream estimation of the regression coefficients. At the…

Statistics Theory · Mathematics 2025-05-29 Oliver Y. Feng , Yu-Chun Kao , Min Xu , Richard J. Samworth

We study the problem of high-dimensional variable selection via some two-step procedures. First we show that given some good initial estimator which is $\ell_{\infty}$-consistent but not necessarily variable selection consistent, we can…

Statistics Theory · Mathematics 2008-10-10 Jian Zhang , Xinge Jessie Jeng , Han Liu

We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as in the Gaussian setting can be achieved efficiently. The…

Data Structures and Algorithms · Computer Science 2023-11-09 Gleb Novikov , David Steurer , Stefan Tiegel

This paper proposes a novel geometric solution for tracking a moving target through multistatic sensing. In contrast to existing two-step weighted least square (2SWLS) methods which use the bistatic range (BR) and bistatic range rate (BRR)…

Signal Processing · Electrical Eng. & Systems 2024-10-10 S. Zhuge , Y. Ma , Z. Lin , Y. Zeng

The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…

Probability · Mathematics 2020-01-03 Marina Riabiz , Tohid Ardeshiri , Ioannis Kontoyiannis , Simon Godsill

In a recent article (Proc. Natl. Acad. Sci., 110(36), 14557-14562), El Karoui et al. study the distribution of robust regression estimators in the regime in which the number of parameters p is of the same order as the number of samples n.…

Statistics Theory · Mathematics 2013-11-18 David Donoho , Andrea Montanari

This paper addresses the problem of distributed event localization using noisy range measurements with respect to sensors with known positions. Event localization is fundamental in many wireless sensor network applications such as homeland…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-03 Chunlei Zhang , Yongqiang Wang

This paper studies a coordinate alignment problem for cooperative mobile sensor network localization with range-based measurements. The network consists of target nodes, each of which has only access position information in a local fixed…

Systems and Control · Computer Science 2020-02-25 Keyou You , Qizhu Chen , Pei Xie , Shiji Song

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

Statistics Theory · Mathematics 2022-01-24 Qiyang Han
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