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In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…

Applications · Statistics 2015-06-19 Achraf Mallat , Sinan Gezici , Davide Dardari , Christophe Craeye , Luc Vandendorpe

Linear regression models contaminated by Gaussian noise (inlier) and possibly unbounded sparse outliers are common in many signal processing applications. Sparse recovery inspired robust regression (SRIRR) techniques are shown to deliver…

Machine Learning · Statistics 2018-12-26 Sreejith Kallummil , Sheetal Kalyani

Optimal transport (OT) measures distances between distributions in a way that depends on the geometry of the sample space. In light of recent advances in computational OT, OT distances are widely used as loss functions in machine learning.…

Methodology · Statistics 2021-06-22 Debarghya Mukherjee , Aritra Guha , Justin Solomon , Yuekai Sun , Mikhail Yurochkin

In this paper some new experimental results about the statistical characterization of the non-line-of-sight (NLOS) bias affecting time-of-arrival (TOA) estimation in ultrawideband (UWB) wireless localization systems are illustrated. Then,…

Information Theory · Computer Science 2012-03-14 Francesco Montorsi , Fabrizio Pancaldi , Giorgio M. Vitetta

Achieving high resolution time-of-arrival (TOA) estimation in multipath propagation scenarios from bandlimited observations of communication signals is challenging because the multipath channel impulse response (CIR) is not bandlimited.…

Signal Processing · Electrical Eng. & Systems 2019-04-19 Tarik Kazaz , Raj Thilak Rajan , Gerard J. M. Janssen , Alle-Jan van der Veen

We propose an algorithm to impute and forecast a time series by transforming the observed time series into a matrix, utilizing matrix estimation to recover missing values and de-noise observed entries, and performing linear regression to…

Machine Learning · Computer Science 2019-04-29 Anish Agarwal , Muhammad Jehangir Amjad , Devavrat Shah , Dennis Shen

We propose an inlier-based outlier detection method capable of both identifying the outliers and explaining why they are outliers, by identifying the outlier-specific features. Specifically, we employ an inlier-based outlier detection…

Machine Learning · Statistics 2017-02-22 Makoto Yamada , Song Liu , Samuel Kaski

In this paper, we propose a novel conceptual framework to detect outliers using optimal transport with a concave cost function. Conventional outlier detection approaches typically use a two-stage procedure: first, outliers are detected and…

Machine Learning · Statistics 2024-07-12 Jose Blanchet , Jiajin Li , Markus Pelger , Greg Zanotti

Robust and sparse estimation of linear regression coefficients is investigated. The situation addressed by the present paper is that covariates and noises are sampled from heavy-tailed distributions, and the covariates and noises are…

Machine Learning · Statistics 2022-10-11 Takeyuki Sasai

Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many existing robust regression methods, either grounded in…

Signal Processing · Electrical Eng. & Systems 2025-06-30 Pengyang Song , Jue Wang

We develop machinery to design efficiently computable and consistent estimators, achieving estimation error approaching zero as the number of observations grows, when facing an oblivious adversary that may corrupt responses in all but an…

Machine Learning · Computer Science 2021-11-05 Tommaso d'Orsi , Chih-Hung Liu , Rajai Nasser , Gleb Novikov , David Steurer , Stefan Tiegel

Systems with stochastic time delay between the input and output present a number of unique challenges. Time domain noise leads to irregular alignments, obfuscates relationships and attenuates inferred coefficients. To handle these…

Methodology · Statistics 2021-11-15 Juan Camilo Orduz , Aaron Pickering

Pulsars are the most stable natural frequency standards. They can be applied to a number of principal problems of modern astronomy and time-keeping metrology. The full exploration of pulsar properties requires obtaining unbiased estimates…

Data Analysis, Statistics and Probability · Physics 2009-10-31 Sergei M. Kopeikin

In addition to ever-present thermal noise, various communication and sensor systems can contain significant amounts of interference with outlier (e.g. impulsive) characteristics. Such outlier noise can be efficiently mitigated in real-time…

Signal Processing · Electrical Eng. & Systems 2019-05-28 Alexei V. Nikitin , Ruslan L. Davidchack

One major challenge for living cells is the measurement and prediction of signals corrupted by noise. In general, cells need to make decisions based on their compressed representation of noisy, time-varying signals. Strategies for signal…

Quantitative Methods · Quantitative Biology 2023-07-07 Jenny Poulton , Age Tjalma , Lotte Slim , Pieter Rein ten Wolde

State-space models (SSMs) provide a flexible framework for modelling time series data, but their reliance on Gaussian error assumptions makes them highly sensitive to outliers. We propose a robust estimation method, ROAMS, that mitigates…

Methodology · Statistics 2025-11-20 Rajan Shankar , Ines Wilms , Jakob Raymaekers , Garth Tarr

Data-driven computing in applied mechanics utilizes the material data set directly, and hence is free from errors and uncertainties stemming from the conventional material modeling. This paper presents a data-driven approach that is robust…

Numerical Analysis · Mathematics 2019-01-25 Yoshihiro Kanno

In this paper, we present an algorithm for effectively reconstructing an object from a set of its tomographic projections without any knowledge of the viewing directions or any prior structural information, in the presence of pathological…

Image and Video Processing · Electrical Eng. & Systems 2018-11-13 Ritwick Chaudhry , Arunabh Ghosh , Ajit Rajwade

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

We present an optimization process to estimate parameters in systems of ordinary differential equations from chaotic time series. The optimization technique is based on a variational approach, and numerical studies on noisy time series…

Chaotic Dynamics · Physics 2014-07-31 Jose-Maria Fullana