Related papers: Consistent and Asymptotically Efficient Localizati…
This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE) is consistent and asymptotically normally distributed. We…
The generalized least square (GLS) is one of the most basic tools in regression analyses. A major issue in implementing the GLS is estimation of the conditional variance function of the error term, which typically requires a restrictive…
In this paper, we consider the estimation of a low Tucker rank tensor from a number of noisy linear measurements. The general problem covers many specific examples arising from applications, including tensor regression, tensor completion,…
This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…
Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…
The physical position is crucial in location-aware services or protocols based on geographic information, where localization is performed given a set of sensor measurements for acquiring the position of an object with respect to a certain…
We consider the task of estimating a low-rank matrix from non-linear and noisy observations. We prove a strong universality result showing that Bayes-optimal performances are characterized by an equivalent Gaussian model with an effective…
The Gaussian mixed-effects model driven by a stationary integrated Ornstein-Uhlenbeck process has been used for analyzing longitudinal data having an explicit and simple serial-correlation structure in each individual. However, the…
This paper addresses the problem of multiple-speaker localization in noisy and reverberant environments, using binaural recordings of an acoustic scene. A Gaussian mixture model (GMM) is adopted, whose components correspond to all the…
In electromagnetic source localization problems stemming from linearized Poisson-type equation, the aim is to locate the sources within a domain that produce given measurements on the boundary. In this type of problem, biasing of the…
We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average $K$-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on…
Estimation of signal-to-noise ratios and residual variances in high-dimensional linear models has various important applications including, e.g. heritability estimation in bioinformatics. One commonly used estimator, usually referred to as…
We consider the estimation of an n-dimensional vector s from the noisy element-wise measurements of $\mathbf{s}\mathbf{s}^T$, a generic problem that arises in statistics and machine learning. We study a mismatched Bayesian inference…
Received signal strength (RSS) based source localization method is popular due to its simplicity and low cost. However, this method is highly dependent on the propagation model which is not easy to be captured in practice. Moreover, most…
This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…
Given an undirected and connected graph $G$ on $T$ vertices, suppose each vertex $t$ has a latent signal $x_t \in \mathbb{R}^n$ associated to it. Given partial linear measurements of the signals, for a potentially small subset of the…
It has been shown lately the optimality of uncoded transmission in estimating Gaussian sources over homogeneous/symmetric Gaussian multiple access channels (MAC) using multiple sensors. It remains, however, unclear whether it still holds…
Motivated by better modeling of intra-individual variability in longitudinal data, we propose a class of location-scale mixed effects models, in which the data of each individual is modeled by a parameter-varying generalized hyperbolic…
Most existing image denoising algorithms can only deal with a single type of noise, which violates the fact that the noisy observed images in practice are often suffered from more than one type of noise during the process of acquisition and…
Locating a target is key in many applications, namely in high-stakes real-world scenarios, like detecting humans or obstacles in vehicular networks. In scenarios where precise statistics of the measurement noise are unavailable,…