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Convergence properties of empirical risk minimizers can be conveniently expressed in terms of the associated population risk. To derive bounds for the performance of the estimator under covariate shift, however, pointwise convergence rates…

Statistics Theory · Mathematics 2024-01-01 Johannes Schmidt-Hieber , Petr Zamolodtchikov

In the linear minimum mean square error (LMMSE) estimation for orthogonal frequency division multiplexing (OFDM) systems, the problem about the determination of the algorithm's parameters, especially those related with channel frequency…

Signal Processing · Electrical Eng. & Systems 2021-07-13 Kai Mei , Jun Liu , Xiaoran Liu , Jun Xiong , Xiaoying Zhang , Jibo Wei

In this paper, we study the distributed adaptive estimation problem of continuous-time stochastic dynamic systems over sensor networks where each agent can only communicate with its local neighbors. A distributed least squares (LS)…

Systems and Control · Electrical Eng. & Systems 2023-09-07 Xinghua Zhu , Zhixin Liu

Compressed sensing has shown great potential in reducing data acquisition time in magnetic resonance imaging (MRI). Recently, a spread spectrum compressed sensing MRI method modulates an image with a quadratic phase. It performs better than…

Computer Vision and Pattern Recognition · Computer Science 2016-01-27 Xiaobo Qu , Ying Chen , Xiaoxing Zhuang , Zhiyu Yan , Di Guo , Zhong Chen

Within the context of recursive least squares (RLS) parameter estimation, the goal of the present paper is to study the effect of regularization-induced bias on the transient and asymptotic accuracy of the parameter estimates. We consider…

Systems and Control · Electrical Eng. & Systems 2021-09-01 Brian Lai , Syed Aseem Ul Islam , Dennis S. Bernstein

Partial least squares, as a dimension reduction method, has become increasingly important for its ability to deal with problems with a large number of variables. Since noisy variables may weaken the performance of the model, the sparse…

Methodology · Statistics 2020-06-08 Weijuan Liang , Shuangge Ma , Qingzhao Zhang , Tingyu Zhu

In continuous-time system identification, the intersample behavior of the input signal is known to play a crucial role in the performance of estimation methods. One common input behavior assumption is that the spectrum of the input is…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Rodrigo A. González , Cristian R. Rojas , Håkan Hjalmarsson

We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…

Information Theory · Computer Science 2016-09-06 Steffen Limmer , Sławomir Stańczak

The objective of this paper is to introduce an innovative approach for the recovery of non-stationary signal components with possibly cross-over instantaneous frequency (IF) curves from a multi-component blind-source signal. The main idea…

Numerical Analysis · Mathematics 2020-12-29 Charles K. Chui , Qingtang Jiang , Lin Li , Jian Lu

Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence…

Machine Learning · Statistics 2014-06-20 Brian McWilliams , Gabriel Krummenacher , Mario Lucic , Joachim M. Buhmann

This paper examines the problem of estimating the parameters of a bandlimited signal from samples corrupted by random jitter (timing noise) and additive iid Gaussian noise, where the signal lies in the span of a finite basis. For the…

Applications · Statistics 2015-03-24 Daniel S. Weller , Vivek K Goyal

This is a brief tutorial on the least square estimation technique that is straightforward yet effective for parameter estimation. The tutorial is focused on the linear LSEs instead of nonlinear versions, since most nonlinear LSEs can be…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Qingrui Zhang

Blind methods often separate or identify signals or signal subspaces up to an unknown scaling factor. Sometimes it is necessary to cope with the scaling ambiguity, which can be done through reconstructing signals as they are received by…

Sound · Computer Science 2017-08-02 Zbyněk Koldovský , Francesco Nesta

We analyze a multiple-input multiple-output (MIMO) radar model and provide recovery results for a compressed sensing (CS) approach. In MIMO radar different pulses are emitted by several transmitters and the echoes are recorded at several…

Information Theory · Computer Science 2015-09-14 Dominik Dorsch , Holger Rauhut

Low complexity joint estimation of synchronization impairments and channel in a single-user MIMO-OFDM system is presented in this letter. Based on a system model that takes into account the effects of synchronization impairments such as…

Information Theory · Computer Science 2013-04-30 Renu Jose , Sooraj K. Ambat , K. V. S. Hari

Neural Posterior Estimation (NPE) enables rapid parameter inference for complex simulators with intractable likelihoods. NPE trains an inference network to estimate a probability density over parameters given data, typically assumed to be…

Machine Learning · Computer Science 2026-05-14 Jan Boelts , Cornelius Schröder , Jonas Beck , Jakob H. Macke , Michael Deistler , Daniel Gedon

The use of modern software-defined radio (SDR) devices enables the implementation of efficient communication systems in numerous scenarios. Such technology comes especially handy in the context of search and rescue (SAR) systems, enabling…

Signal Processing · Electrical Eng. & Systems 2023-12-11 Daniel Gil Gaviria , Marcus Müller , Felix Artmann , Laurent Schmalen

We consider the linear regression problem under semi-supervised settings wherein the available data typically consists of: (i) a small or moderate sized 'labeled' data, and (ii) a much larger sized 'unlabeled' data. Such data arises…

Methodology · Statistics 2018-07-02 Abhishek Chakrabortty , Tianxi Cai

In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…

Information Theory · Computer Science 2018-07-20 Chongwen Huang , Lei Liu , Chau Yuen

This chapter reviews methods for linear shrinkage of the sample covariance matrix (SCM) and matrices (SCM-s) under elliptical distributions in single and multiple populations settings, respectively. In the single sample setting a popular…

Methodology · Statistics 2023-08-10 Esa Ollila