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We consider the problem of parameter estimation in a partially observed linear Gaussian system with small noises in the state and observation equations. We describe asymptotic properties of the MLE and Bayes estimators in the setting with…

Statistics Theory · Mathematics 2020-10-16 Yury A. Kutoyants

Biased sampling and missing data complicates statistical problems ranging from causal inference to reinforcement learning. We often correct for biased sampling of summary statistics with matching methods and importance weighting. In this…

Statistics Theory · Mathematics 2022-06-02 James Sharpnack

This article introduces a Bayesian neural network estimation method for quantile regression assuming an asymmetric Laplace distribution (ALD) for the response variable. It is shown that the posterior distribution for feedforward neural…

Statistics Theory · Mathematics 2022-04-06 Sanket R. Jantre , Shrijita Bhattacharya , Tapabrata Maiti

Real-world network applications must cope with failing nodes, malicious attacks, or, somehow, nodes facing corrupted data --- classified as outliers. One enabling application is the geographic localization of the network nodes. However,…

Optimization and Control · Mathematics 2016-10-31 Cláudia Soares , João Gomes

Recently there has been a great deal of interest surrounding the calibration of quantum sensors using machine learning techniques. In this work, we explore the use of regression to infer a machine-learned point estimate of an unknown…

Quantum Physics · Physics 2024-06-19 Samuel P. Nolan , Luca Pezzè , Augusto Smerzi

We consider the change-point detection problem of deciding, based on noisy measurements, whether an unknown signal over a given graph is constant or is instead piecewise constant over two connected induced subgraphs of relatively low cut…

Statistics Theory · Mathematics 2012-06-06 James Sharpnack , Alessandro Rinaldo , Aarti Singh

Ordinary Differential Equations (ODEs) have recently gained a lot of attention in machine learning. However, the theoretical aspects, e.g., identifiability and asymptotic properties of statistical estimation are still obscure. This paper…

Machine Learning · Statistics 2024-06-04 Yuanyuan Wang , Wei Huang , Mingming Gong , Xi Geng , Tongliang Liu , Kun Zhang , Dacheng Tao

We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…

Statistics Theory · Mathematics 2019-04-16 Rajarshi Mukherjee , Bodhisattva Sen

In this paper, we consider the estimation of regression coefficients and signal-to-noise (SNR) ratio in high-dimensional Generalized Linear Models (GLMs), and explore their implications in inferring popular estimands such as average…

Statistics Theory · Mathematics 2025-05-07 Xingyu Chen , Lin Liu , Rajarshi Mukherjee

We present a detection problem where several spatially distributed sensors observe Poisson signals emitted from a single source of unknown position. The measurements at each sensor are modeled by independent inhomogeneous Poisson processes.…

Statistics Theory · Mathematics 2018-06-19 Christian Farinetto , Yury A. Kutoyants , Alioune Top

The stability of statistical analysis is an important indicator for reproducibility, which is one main principle of scientific method. It entails that similar statistical conclusions can be reached based on independent samples from the same…

Machine Learning · Statistics 2015-09-01 Wei Sun , Xingye Qiao , Guang Cheng

We consider a wireless sensor network, sampling a bandlimited field, described by a limited number of harmonics. Sensor nodes are irregularly deployed over the area of interest or subject to random motion; in addition sensors measurements…

Other Computer Science · Computer Science 2009-11-13 A. Nordio , C. -F. Chiasserini , E. Viterbo

This paper addresses the standard generalized likelihood ratio test (GLRT) detection problem of weak signals in background noise. In so doing, we consider a nonfluctuating target embedded in complex white Gaussian noise (CWGN), in which the…

Signal Processing · Electrical Eng. & Systems 2021-07-12 Fernando Darío Almeida García , Marco Antonio Miguel Miranda , José Cândido Silveira Santos Filho

Understanding and dealing with inference biases in gravitational-wave (GW) parameter estimation when a plethora of signals are present in the data is one of the key challenges for the analysis of data from future GW detectors. Working…

General Relativity and Quantum Cosmology · Physics 2021-08-25 Andrea Antonelli , Ollie Burke , Jonathan R. Gair

Efficient Gas Source Localization (GSL) in real-world settings is crucial, especially in emergency scenarios. Mobile robots equipped with low-cost, in-situ gas sensors offer a safer alternative to human inspection in hazardous environments.…

Robotics · Computer Science 2026-05-14 Wanting Jin , Agatha Duranceau , İzzet Kağan Erünsal , Alcherio Martinoli

This purpose of this paper is to locate a single localized source from three range measurements with multiplicative noises. Although some minimization approaches for additive noise have been found, studies on the existence of solutions are…

Signal Processing · Electrical Eng. & Systems 2020-05-04 Kiwoon Kwon

In this paper, we study the functional linear multiplicative model based on the least product relative error criterion. Under some regularization conditions, we establish the consistency and asymptotic normality of the estimator. Further,…

Statistics Theory · Mathematics 2023-01-04 Qian Yan , Hanyu Li

This paper considers the problem of recovering the permutation of an n-dimensional random vector X observed in Gaussian noise. First, a general expression for the probability of error is derived when a linear decoder (i.e., linear estimator…

Information Theory · Computer Science 2021-05-10 Minoh Jeong , Alex Dytso , Martina Cardone

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang

Source localization and spectral estimation are among the most fundamental problems in statistical and array signal processing. Methods which rely on the orthogonality of the signal and noise subspaces, such as Pisarenko's method, MUSIC,…

Information Theory · Computer Science 2019-04-16 Matthew W. Morency , Sergiy A. Vorobyov , Geert Leus