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This paper deals with the problem of estimating the covariance matrix of a series of independent multivariate observations, in the case where the dimension of each observation is of the same order as the number of observations. Although…

Information Theory · Computer Science 2015-06-03 Jianfeng Yao , Abla Kammoun , Jamal Najim

We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…

Statistics Theory · Mathematics 2018-07-04 Theodoros Manikas , Anastasia Papavasiliou

Analysis of high-dimensional data, where the number of covariates is larger than the sample size, is a topic of current interest. In such settings, an important goal is to estimate the signal level $\tau^2$ and noise level $\sigma^2$, i.e.,…

Statistics Theory · Mathematics 2023-07-26 Ilan Livne

This paper studies the multi-task high-dimensional linear regression models where the noise among different tasks is correlated, in the moderately high dimensional regime where sample size $n$ and dimension $p$ are of the same order. Our…

Statistics Theory · Mathematics 2022-06-16 Kai Tan , Gabriel Romon , Pierre C Bellec

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…

Statistics Theory · Mathematics 2014-03-12 Dave Zachariah , Nafiseh Shariati , Mats Bengtsson , Magnus Jansson , Saikat Chatterjee

The statistical properties of estimator using covariance matrix for the account of point-to-point correlations due to systematic errors are analyzed. It is shown that the covariance matrix estimator (CME) is consistent for the realistic…

High Energy Physics - Experiment · Physics 2007-05-23 Alekhin Sergey

The Bures metric and the associated Bures-Hall measure is arguably the best choice for studying the spectrum of the quantum mechanical density matrix with no apriori knowledge of the system. We investigate the probability of a gap in the…

Classical Analysis and ODEs · Mathematics 2022-08-08 N. S. Witte , L. Wei

This paper considers the banding estimator proposed in Bickel and Levina (2008) for estimation of large covariance matrices. We prove that the banding estimator achieves rate-optimality under the operator norm, for a class of approximately…

Statistics Theory · Mathematics 2014-02-05 Luo Xiao , Florentina Bunea

The estimation of signal parameters using quantized data is a recurrent problem in electrical engineering. As an example, this includes the estimation of a noisy constant value and of the parameters of a sinewave, that is, its amplitude,…

Signal Processing · Electrical Eng. & Systems 2018-04-30 Antonio Moschitta , Johan Schoukens , Paolo Carbone

Learning algorithms that divide the data into batches are prevalent in many machine-learning applications, typically offering useful trade-offs between computational efficiency and performance. In this paper, we examine the benefits of…

Machine Learning · Computer Science 2024-09-24 Shahar Stein Ioushua , Inbar Hasidim , Ofer Shayevitz , Meir Feder

This paper studies the problem of estimating the covariance of a collection of vectors using only highly compressed measurements of each vector. An estimator based on back-projections of these compressive samples is proposed and analyzed. A…

Machine Learning · Statistics 2019-01-16 Martin Azizyan , Akshay Krishnamurthy , Aarti Singh

Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…

Methodology · Statistics 2025-12-30 Shaoxin Wang , Ziyun Ma

Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

Gaussian processes provide probabilistic surrogates for various applications including classification, uncertainty quantification, and optimization. Using a gradient-enhanced covariance matrix can be beneficial since it provides a more…

Optimization and Control · Mathematics 2023-07-13 André L. Marchildon , David W. Zingg

In this paper, we explore the two-point zeroth-order gradient estimator and identify the distribution of random perturbations that minimizes the estimator's asymptotic variance as the perturbation stepsize tends to zero. We formulate it as…

Machine Learning · Computer Science 2025-10-24 Shaocong Ma , Heng Huang

Although a majority of the theoretical literature in high-dimensional statistics has focused on settings which involve fully-observed data, settings with missing values and corruptions are common in practice. We consider the problems of…

Machine Learning · Statistics 2017-11-06 Yining Wang , Jialei Wang , Sivaraman Balakrishnan , Aarti Singh

Terahertz Time Domain Spectroscopy (THz-TDS) systems have emerged as mature technologies with significant potential across various research fields and industries. However, the lack of standardized methods for signal and noise estimation and…

In this work, we propose two methods that utilize data symbols in addition to pilot symbols for improved channel estimation quality in a multi-user system, so-called semi-blind channel estimation. To this end, a subspace is estimated based…

Signal Processing · Electrical Eng. & Systems 2023-09-12 Franz Weißer , Nurettin Turan , Dominik Semmler , Wolfgang Utschick

We consider a two dimensional biharmonic problem and its discretization by means of a symmetric interior penalty discontinuous Galerkin method. A novel split of an error measure based on a generalized Hessian into two terms measuring the…

Numerical Analysis · Mathematics 2025-12-18 Théophile Chaumont-Frelet , Joscha Gedicke , Lorenzo Mascotto

We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. Example of this kind of data in medical studies is the common…

Methodology · Statistics 2020-06-03 Yanyan Liu , Yuanshan Wu , Jing Zhang , Haibo Zhou
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