Related papers: An Approximate MSE Expression for Maximum Likeliho…
We consider estimation of a one-dimensional location parameter by means of M-estimators S_n with monotone influence curve psi. For growing sample size n, on suitably thinned out convex contamination ball BQ_n of shrinking radius r/sqrt(n)…
This paper focuses on the minimum mean squared error (MMSE) channel estimator for multiple-input multiple-output (MIMO) systems with one-bit quantization at the receiver side. Despite its optimality and significance in estimation theory,…
We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic…
Some improved estimators are proposed for estimating the population mean in stratified sampling in the presence of auxiliary information. Mean square error (MSE) of the proposed estimators have been derived under large sample approximation.…
We consider a regression framework where the design points are deterministic and the errors possibly non-i.i.d. and heavy-tailed (with a moment of order $p$ in $[1,2]$). Given a class of candidate regression functions, we propose a…
This paper presents some results on the maximum likelihood (ML) estimation from incomplete data. Finite sample properties of conditional observed information matrices are established. They possess positive definiteness and the same Loewner…
In this article, a study of the mean-square error (MSE) performance of linear echo-state neural networks is performed, both for training and testing tasks. Considering the realistic setting of noise present at the network nodes, we derive…
This paper explores Bayesian lower bounds on the minimum mean squared error (MMSE) that belong to the Ziv-Zakai (ZZ) family. The ZZ technique relies on connecting the bound to an M-ary hypothesis testing problem. Three versions of the ZZ…
We give an asymptotic development of the maximum likelihood estimator (MLE), or any other estimator defined implicitly, in a way which involves the limiting behavior of the score and its higher-order derivatives. This development, which is…
The minimum error entropy (MEE) criterion has been verified as a powerful approach for non-Gaussian signal processing and robust machine learning. However, the implementation of MEE on robust classification is rather a vacancy in the…
We study empirical Bayes estimation in high-dimensional linear regression. To facilitate computationally efficient estimation of the underlying prior, we adopt a variational empirical Bayes approach, introduced originally in Carbonetto and…
Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…
In the missing data literature, the Maximum Likelihood Estimator (MLE) is celebrated for its ignorability property under missing at random (MAR) data. However, its sensitivity to misspecification of the (complete) data model, even under…
This paper derives a Ziv-Zakai Bound (ZZB) on the Mean Squared Error (MSE) for Direction-of-Arrival (DoA) estimation in co-located Multiple-Input Multiple-Output (MIMO) radar systems and provides closed-form expressions that hold for…
Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…
The maximum correntropy criterion (MCC) has recently been successfully applied in robust regression, classification and adaptive filtering, where the correntropy is maximized instead of minimizing the well-known mean square error (MSE) to…
In this paper, we derive Hybrid, Bayesian and Marginalized Cram\'{e}r-Rao lower bounds (HCRB, BCRB and MCRB) for the single and multiple measurement vector Sparse Bayesian Learning (SBL) problem of estimating compressible vectors and their…
We establish some new non-asymptotical lower bounds for deviation of regular unbiased estimation of unknown parameter from its true value in different norms, alike the classical Rao-Kramer's inequality. We show that if the new norm is…
Probabilistic values, including Shapley values and semivalues, provide a model-agnostic framework to attribute the behavior of a black-box model to data points or features, with a wide range of applications including explainable artificial…
In this paper, we consider the design of robust linear precoders for MU-MISO systems where users have perfect Channel State Information (CSI) while the BS has partial CSI. In particular, the BS has access to imperfect estimates of the…