Related papers: The SIML method without microstructure noise
Massive MIMO is a variant of multiuser MIMO, where the number of antennas $M$ at the base-station is large, and generally much larger than the number of spatially multiplexed data streams to/from the users. It has been observed that in many…
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…
If the log likelihood is approximately quadratic with constant Hessian, then the maximum likelihood estimator (MLE) is approximately normally distributed. No other assumptions are required. We do not need independent and identically…
A statistical model is said to be un-normalised when its likelihood function involves an intractable normalising constant. Two popular methods for parameter inference for these models are MC-MLE (Monte Carlo maximum likelihood estimation),…
The subspace identification method (SIM) has become a widely adopted approach for the identification of discrete-time linear time-invariant (LTI) systems. In this paper, we derive finite sample high-probability error bounds for the system…
We focus on estimating the integrated covariance of log-price processes in the presence of market microstructure noise. We construct an efficient unbiased estimator for the quadratic covariation of two It\^{o} processes in the case where…
In this paper, we aim to estimate the direction of an underlying signal from its nonlinear observations following the semi-parametric single index model (SIM). Unlike conventional compressed sensing where the signal is assumed to be sparse,…
The maximum likelihood estimator (MLE) is pivotal in statistical inference, yet its application is often hindered by the absence of closed-form solutions for many models. This poses challenges in real-time computation scenarios,…
Microscopy is routinely used to image biological structures of interest. Due to imaging constraints, acquired images, also called as micrographs, are typically low-SNR and contain noise. Over the last few years, regression-based tasks like…
Reconstructing high-resolution turbulent flow fields from severely under-resolved observations is a fundamental inverse problem in computational fluid dynamics and scientific machine learning. Classical interpolation methods fail to recover…
The proposed Circular statistics-based Inter-Microphone Phase difference estimation Localizer (CIMPL) method is tailored toward binaural hearing aid systems with microphone arrays in each unit. The method utilizes the circular statistics…
In this paper, we show how to estimate the asymptotic (conditional) covariance matrix, which appears in central limit theorems in high-frequency estimation of asset return volatility. We provide a recipe for the estimation of this matrix by…
The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochastic heat equation driven by an additive space-time noise. We consider the traditional for…
Single-image super-resolution (SISR) is a canonical problem with diverse applications. Leading methods like SRGAN produce images that contain various artifacts, such as high-frequency noise, hallucinated colours and shape distortions, which…
Simulation-based inference techniques are indispensable for parameter estimation of mechanistic and simulable models with intractable likelihoods. While traditional statistical approaches like approximate Bayesian computation and Bayesian…
Structured illumination microscopy (SIM) uses a set of images captured with different illumination patterns to computationally reconstruct resolution beyond the diffraction limit. Here, we propose an alternative approach using a single…
The Latent Block Model (LBM) is a model-based method to cluster simultaneously the $d$ columns and $n$ rows of a data matrix. Parameter estimation in LBM is a difficult and multifaceted problem. Although various estimation strategies have…
We estimate a general mixture of Markov jump processes. The key novel feature of the proposed mixture is that the transition intensity matrices of the Markov processes comprising the mixture are entirely unconstrained. The Markov processes…
The aim of this paper is to present and describe SimLab 1.1 (Simulation Laboratory for Uncertainty and Sensitivity Analysis) software designed for Monte Carlo analysis that is based on performing multiple model evaluations with…
Obtaining channel covariance knowledge is of great importance in various Multiple-Input Multiple-Output MIMO communication applications, including channel estimation and covariance-based user grouping. In a massive MIMO system, covariance…