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In this paper, we analyse the influence of estimating a constant term on the bias of the conditional sum-of-squares (CSS) estimator in a stationary or non-stationary type-II ARFIMA ($p_1$,$d$,$p_2$) model. We derive expressions for the…
The least squares fit to a straight line, when both variables are affected by all equal uncorrelated errors, leads to very simple results for both the estimated parameters and their standard errors, of widespread applicability. In this…
An iteratively reweighted least squares (IRLS) method is proposed for estimating polyserial and polychoric correlation coefficients in this paper. It iteratively calculates the slopes in a series of weighted linear regression models fitting…
Variations in Magnetic resonance imaging (MRI) scanners and acquisition protocols cause distribution shifts that degrade reconstruction performance on unseen data. Test-time adaptation (TTA) offers a promising solution to address this…
The main purpose of this paper is to study the performance of two linear channel estimators for LTE Downlink systems, the Least Square Error (LSE) and the Linear Minimum Mean Square Error (LMMSE). As LTE is a MIMO-OFDM based system, a…
This paper introduces a class of two-stage stochastic minimax problems where the first-stage objective function is nonconvex-concave while the second-stage objective function is strongly convex-concave. We establish properties of the…
Multi-component chirp signal models with equal chirp rates appear in various radar applications, e.g., synthetic aperture radar, echo signal of a rapid mobile target, etc. Many sub-optimal estimators have been developed for such models,…
There has been recent growth in small area estimation due to the need for more precise estimation of small geographic areas, which has led to groups such as the U.S. Census Bureau, Google, and the RAND corporation utilizing small area…
We develop an estimator for treatment effects in high-dimensional settings with additive measurement error, a prevalent challenge in modern econometrics. We introduce the Double/Debiased Convex Conditioned LASSO (Double/Debiased CoCoLASSO),…
Two-time-scale stochastic approximation is a popular iterative method for finding the solution of a system of two equations. Such methods have found broad applications in many areas, especially in machine learning and reinforcement…
In linear models, the generalized least squares (GLS) estimator is applicable when the structure of the error dependence is known. When it is unknown, such structure must be approximated and estimated in a manner that may lead to…
We consider estimation and inference in a single index regression model with an unknown convex link function. We introduce a convex and Lipschitz constrained least squares estimator (CLSE) for both the parametric and the nonparametric…
We study the finite-time convergence of projected linear two-time-scale stochastic approximation with constant step sizes and Polyak--Ruppert averaging. We establish an explicit mean-square error bound, decomposing it into two interpretable…
To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to…
We address the problem of sparse recovery in an online setting, where random linear measurements of a sparse signal are revealed sequentially and the objective is to recover the underlying signal. We propose a reweighted least squares (RLS)…
Whole-slide images (WSIs) are critical for cancer diagnosis due to their ultra-high resolution and rich semantic content. However, their massive size and the limited availability of fine-grained annotations pose substantial challenges for…
We propose a new robustness score for continuous-time Signal Temporal Logic (STL) specifications. Instead of considering only the most severe point along the evolution of the signal, we use average scores to extract more information from…
We construct a pipeline for simulating weak lensing cosmology surveys with the Square Kilometre Array (SKA), taking as inputs telescope sensitivity curves; correlated source flux, size and redshift distributions; a simple ionospheric model;…
This paper proposes and analyzes fully data driven methods for inference about the mean function of a stochastic process from a sample of independent trajectories of the process, observed at discrete time points and corrupted by additive…
A difficulty in MSE estimation occurs because we do not specify a full distribution for the survey weights. This obfuscates the use of fully parametric bootstrap procedures. To overcome this challenge, we develop a novel MSE estimator. We…