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In this paper, we address the problem of robust adaptive beamforming of signals received by a linear array. The challenge associated with the beamforming problem is twofold. Firstly, the process requires the inversion of the usually…

Information Theory · Computer Science 2016-11-22 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

This is Part II of a two-part work on the estimation for a multi-layer generalized linear model (ML-GLM) in large system limits. In Part I, we had analyzed the asymptotic performance of an exact MMSE estimator, and obtained a set of coupled…

Information Theory · Computer Science 2020-07-21 Qiuyun Zou , Haochuan Zhang , Hongwen Yang

An asymptotically optimal blind calibration scheme of uniform linear arrays for narrowband Gaussian signals is proposed. Rather than taking the direct Maximum Likelihood (ML) approach for joint estimation of all the unknown model…

Signal Processing · Electrical Eng. & Systems 2020-09-01 Amir Weiss , Arie Yeredor

The problem of source localization with ad hoc microphone networks in noisy and reverberant enclosures, given a training set of prerecorded measurements, is addressed in this paper. The training set is assumed to consist of a limited number…

Sound · Computer Science 2016-10-18 Bracha Laufer-Goldshtein , Ronen Talmon , Sharon Gannot

This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator.…

Statistics Theory · Mathematics 2008-02-22 Joseph Rynkiewicz

In this paper, we consider a novel and robust maximum likelihood approach to localizing radiation sources with unknown statistics of the source signal strength. The result utilizes the smallest number of sensors required theoretically to…

Optimization and Control · Mathematics 2016-10-11 Henry E. Baidoo-Williams

This paper introduces an iterative scheme for acoustic model inversion where the notion of proximity of two traces is not the usual least-squares distance, but instead involves registration as in image processing. Observed data are matched…

Optimization and Control · Mathematics 2013-04-22 Hyoungsu Baek , Henri Calandra , Laurent Demanet

We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…

Statistics Theory · Mathematics 2016-03-31 Mathieu Sart

Maximum likelihood (ML) estimation using Newton's method in nonlinear state space models (SSMs) is a challenging problem due to the analytical intractability of the log-likelihood and its gradient and Hessian. We estimate the gradient and…

Computation · Statistics 2016-03-11 Manon Kok , Johan Dahlin , Thomas B. Schön , Adrian Wills

This paper studies the optimal placement of ceiling-mounted metasurfaces (MTSs) to help focus the wireless signal beam onto the target receiver, as inspired by the theatre spotlight. We assume that a total of $M$ MTSs are deployed, and that…

Information Theory · Computer Science 2026-03-03 Wenhai Lai , Kaiming Shen , Rui Zhang

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang

We address the problem of recovering signals from samples taken at their rate of innovation. Our only assumption is that the sampling system is such that the parameters defining the signal can be stably determined from the samples, a…

Information Theory · Computer Science 2015-05-28 Tomer Michaeli , Yonina C. Eldar

Target localization is essential for emergency dispatching situations. Maximum likelihood estimation (MLE) methods are widely used to estimate the target position based on the received signal strength measurements. However, the performance…

Signal Processing · Electrical Eng. & Systems 2022-09-07 Halim Lee , Taewon Kang , Suhui Jeong , Jiwon Seo

Received signal strength (RSS) based source localization method is popular due to its simplicity and low cost. However, this method is highly dependent on the propagation model which is not easy to be captured in practice. Moreover, most…

Signal Processing · Electrical Eng. & Systems 2020-08-26 Kangyong You , Wenbin Guo , Tao Peng , Yueliang Liu , Peiliang Zuo , Wenbo Wang

The first purpose of this article is to obtain a.s. asymptotic properties of the maximum likelihood estimator in the autoregressive process driven by a stationary Gaussian noise. The second purpose is to show the local asymptotic normality…

Statistics Theory · Mathematics 2018-10-23 Marius Soltane

Motivated by better modeling of intra-individual variability in longitudinal data, we propose a class of location-scale mixed effects models, in which the data of each individual is modeled by a parameter-varying generalized hyperbolic…

Statistics Theory · Mathematics 2023-03-13 Yuki Fujinaga , Hiroki Masuda

In this paper, we address the problem of parameter estimation of a 2-D chirp model under the assumption that the errors are stationary. We extend the 2-D periodogram method for the sinusoidal model, to find initial values to use in any…

Methodology · Statistics 2018-07-26 Rhythm Grover , Debasis Kundu , Amit Mitra

We consider estimating the transition probability matrix of a finite-state finite-observation alphabet hidden Markov model with known observation probabilities. The main contribution is a two-step algorithm; a method of moments estimator…

Systems and Control · Computer Science 2017-11-22 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

Large sample size brings the computation bottleneck for modern data analysis. Subsampling is one of efficient strategies to handle this problem. In previous studies, researchers make more fo- cus on subsampling with replacement (SSR) than…

Machine Learning · Statistics 2015-11-24 Rong Zhu

The statistical analysis of Randomized Numerical Linear Algebra (RandNLA) algorithms within the past few years has mostly focused on their performance as point estimators. However, this is insufficient for conducting statistical inference,…

Statistics Theory · Mathematics 2020-02-26 Ping Ma , Xinlian Zhang , Xin Xing , Jingyi Ma , Michael W. Mahoney