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The fundamental problem of line spectral estimation (LSE) using the expectation propagation (EP) method is studied. Previous approaches estimate the model order sequentially, limiting their practical utility in scenarios with large…

Information Theory · Computer Science 2025-02-24 Jiang Zhu , Xupeng Lei , Mihai Alin-Badiu , Fengzhong Qu

In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…

General Relativity and Quantum Cosmology · Physics 2014-11-19 Rutger van Haasteren , Michele Vallisneri

We present a simple algorithm for identifying and correcting real-valued noisy labels from a mixture of clean and corrupted sample points using Gaussian process regression. A heteroscedastic noise model is employed, in which additive…

Machine Learning · Computer Science 2021-03-30 Yu-Hang Tang , Yuanran Zhu , Wibe A. de Jong

This paper proposes and compares experimentally several methods to estimate the series resistance and reactance (i.e., the transversal components of the $\pi$-model of a line) of low-voltage lines in distribution grids. It first shows that…

Systems and Control · Electrical Eng. & Systems 2025-05-08 Plouton Grammatikos , Ali Mohamed Ali , Fabrizio Sossan

Parametric density estimation, for example as Gaussian distribution, is the base of the field of statistics. Machine learning requires inexpensive estimation of much more complex densities, and the basic approach is relatively costly…

Machine Learning · Computer Science 2017-02-21 Jarek Duda

Line spectral estimation (LSE) from multi snapshot samples is studied utilizing the variational Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) method for a single snapshot, we develop the…

Signal Processing · Electrical Eng. & Systems 2018-11-30 Qi Zhang , Jiang Zhu , Peter Gerstoft , Mihai-Alin Badiu , Zhiwei Xu

Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…

Statistics Theory · Mathematics 2026-03-17 Yanjun Han , Abhishek Shetty , Jacob Shkrob

In the recent context of Software Defined Optical Network, the fast and accurate Quality of Transmission (QoT) estimation of the transmission link is essential. Gaussian Noise models are shown to yield a fast estimation of the average QoT…

Signal Processing · Electrical Eng. & Systems 2020-02-18 Sina Fazel , Djalal-Falih Bendimerad , Nicola Rossi , Petros Ramantanis , Yann Frignac

The problem of underwater acoustic (UWA) channel estimation is the non-uniform sparse representation that may increase the algorithm complexity and the required time. A mathematical framework utilizing l21 constraint with two-dimensional…

Optimization and Control · Mathematics 2021-08-31 Amer Aljanabi , Mohanad Abd Shehab , Osama Alluhaibi , Qasim Zeeshan Ahmed , Pavlos Lazaridis

In this work we propose an approximate Minimum Mean-Square Error (MMSE) filter for linear dynamic systems with Gaussian Mixture noise. The proposed estimator tracks each component of the Gaussian Mixture (GM) posterior with an individual…

Systems and Control · Computer Science 2015-06-26 Leila Pishdad , Fabrice Labeau

Minimum mean square error (MMSE) estimation of block sparse signals from noisy linear measurements is considered. Unlike in the standard compressive sensing setup where the non-zero entries of the signal are independently and uniformly…

Information Theory · Computer Science 2012-04-26 Mikko Vehkaperä , Saikat Chatterjee , Mikael Skoglund

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

Additive asynchronous and cyclostationary impulsive noise limits communication performance in OFDM powerline communication (PLC) systems. Conventional OFDM receivers assume additive white Gaussian noise and hence experience degradation in…

Machine Learning · Statistics 2016-11-18 Jing Lin , Marcel Nassar , Brian L. Evans

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

Statistics Theory · Mathematics 2015-09-25 Markus Reiß , Leonie Selk

Widely available measurement equipment in electrical distribution grids, such as power-quality measurement devices, substation meters, or customer smart meters do not provide phasor measurements due to the lack of high resolution time…

Phasor measurement units (PMUs) have the advantage of providing direct measurements of power states. However, as the number of PMUs in a power system is limited, the traditional supervisory control and data acquisition (SCADA) system cannot…

Systems and Control · Computer Science 2016-07-12 Jian Du , Shaodan Ma , Yik-Chung Wu , H. Vincent Poor

The fundamental multidimensional line spectral estimation problem is addressed utilizing the Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) algorithm, multidimensional VALSE (MDVALSE) is…

Information Theory · Computer Science 2020-07-15 Qi Zhang , Jiang Zhu , Ning Zhang , Zhiwei Xu

We develop a new model selection method for the adaptive robust efficient nonparametric signal estimation observed with impulse noise which is defined by the general non Gaussian L\'evy processes. On the basis of the developed method, we…

Statistics Theory · Mathematics 2018-11-27 Slim Beltaief , Oleg Chernoyarov , Serguei Pergamenchtchikov

Empirical Bayes methods are widely used for large-scale estimation and inference in the Poisson means problem. Existing results establish theoretical properties of the nonparametric maximum likelihood estimator (NPMLE) for optimal posterior…

Statistics Theory · Mathematics 2026-05-06 Taehyun Kim

This chapter considers the computational and statistical aspects of learning linear thresholds in presence of noise. When there is no noise, several algorithms exist that efficiently learn near-optimal linear thresholds using a small amount…

Machine Learning · Computer Science 2020-11-16 Maria-Florina Balcan , Nika Haghtalab