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In the future commercial and military communication systems, anti-jamming remains a critical issue. Existing homogeneous or heterogeneous arrays with a limited degrees of freedom (DoF) and high consumption are unable to meet the…
We consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises. An adaptive model selection procedure is proposed. Under general moment conditions on the noise distribution a sharp…
Complex time series models such as (the sum of) ARMA$(p,q)$ models with additional noise, random walks, rounding errors and/or drifts are increasingly used for data analysis in fields such as biology, ecology, engineering and economics…
This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…
Statistical analysis on compositional data has gained a lot of attention due to their great potential of applications. A feature of these data is that they are multivariate vectors that lie in the simplex, that is, the components of each…
Room Impulse Responses (RIRs) accurately characterize acoustic properties of indoor environments and play a crucial role in applications such as speech enhancement, speech recognition, and audio rendering in augmented reality (AR) and…
Robust machine learning for regulatory genomics is studied under biologically and technically induced distribution shifts. Deep convolutional and attention based models achieve strong in distribution performance on DNA regulatory sequence…
We derive a closed-form expression capturing the degree of Relative Risk Aversion (RRA) of investors for non-"fair" lotteries. We argue that our formula is superior to earlier methods that have been proposed, as it is a function of only…
Conditional estimation given specific covariate values (i.e., local conditional estimation or functional estimation) is ubiquitously useful with applications in engineering, social and natural sciences. Existing data-driven non-parametric…
We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…
Non-data-aided (NDA) parameter estimation is considered for binary-phase-shift-keying transmission in an additive white Gaussian noise channel. Cramer-Rao lower bounds (CRLBs) for signal amplitude, noise variance, channel reliability…
The maximum depth estimator (aka depth median) ($\bs{\beta}^*_{RD}$) induced from regression depth (RD) of Rousseeuw and Hubert (1999) (RH99) is one of the most prevailing estimators in regression. It possesses outstanding robustness…
This paper proposes the beta binomial autoregressive moving average model (BBARMA) for modeling quantized amplitude data and bounded count data. The BBARMA model estimates the conditional mean of a beta binomial distributed variable…
There are inefficiencies in financial markets, with unexploited patterns in price, volume, and cross-sectional relationships. While many approaches use large-scale transformers, we take a domain-focused path: feed-forward and recurrent…
Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimensionality. In ultra-high dimensional data analysis, such irregular settings are usually overlooked for both theoretical and computational…
This paper presents a distributed estimator for a deterministic parametric physical field sensed by a homogeneous sensor network and develops a new transformed expression for the Cramer-Rao lower bound (CRLB) on the variance of distributed…
We proposed a novel dense line spectrum super-resolution algorithm, the DMRA, that leverages dynamical multi-resolution of atoms technique to address the limitation of traditional compressed sensing methods when handling dense point-source…
The growth of machine-readable data in finance, such as alternative data, requires new modeling techniques that can handle non-stationary and non-parametric data. Due to the underlying causal dependence and the size and complexity of the…
Consider semiparametric estimation where a doubly robust estimating function for a low-dimensional parameter is available, depending on two working models. With high-dimensional data, we develop regularized calibrated estimation as a…
Artificial agents can achieve strong task performance while remaining opaque with respect to internal regulation, uncertainty management, and stability under stochastic perturbation. We present IRAM-Omega-Q, a computational architecture…