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Maximum likelihood estimation problems are, in general, intractable optimization problems. As a result, it is common to approximate the maximum likelihood estimator (MLE) using convex relaxations. In some cases, the relaxation is tight: it…

Optimization and Control · Mathematics 2016-08-15 Afonso S. Bandeira , Nicolas Boumal , Amit Singer

We consider the problem of self-localization by a resource-constrained node within a network given radio signal strength indicator (RSSI) measurements from a set of anchor nodes where the RSSI measurements as well as the anchor position…

Information Theory · Computer Science 2017-06-15 Vikram Kumar , Reza Arablouei , Brano Kusy , Raja Jurdak , Neil W. Bergmann

In this paper, we study the functional linear multiplicative model based on the least product relative error criterion. Under some regularization conditions, we establish the consistency and asymptotic normality of the estimator. Further,…

Statistics Theory · Mathematics 2023-01-04 Qian Yan , Hanyu Li

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara

Given any domain $X\subseteq \mathbb{R}^d$ and a probability measure $\rho$ on $X$, we study the problem of approximating in $L^2(X,\rho)$ a given function $u:X\to\mathbb{R}$, using its noiseless pointwise evaluations at random samples. For…

Numerical Analysis · Mathematics 2019-07-11 Giovanni Migliorati

Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…

Methodology · Statistics 2025-08-19 Ioannis Kalogridis

The effective and efficient numerical solution of Riemann-Hilbert problems has been demonstrated in recent work. With the aid of ideas from the method of nonlinear steepest descent for Riemann-Hilbert problems, the resulting numerical…

Numerical Analysis · Mathematics 2015-03-20 Sheehan Olver , Thomas Trogdon

In this paper, we address the problem of Multiple Transmitter Localization (MTL). MTL is to determine the locations of potential multiple transmitters in a field, based on readings from a distributed set of sensors. In contrast to the…

Networking and Internet Architecture · Computer Science 2022-03-23 Caitao Zhan , Mohammad Ghaderibaneh , Pranjal Sahu , Himanshu Gupta

We present monostatic sampling methods for limited-aperture scattering problems in two dimensions. The direct sampling method (DSM) is well known to provide a robust, stable, and fast numerical scheme for imaging inhomogeneities from…

Numerical Analysis · Mathematics 2022-04-14 Sangwoo Kang , Mikyoung Lim

An important preliminary procedure in multi-sensor data fusion is \textit{sensor registration}, and the key step in this procedure is to estimate sensor biases from their noisy measurements. There are generally two difficulties in this bias…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Wenqiang Pu , Ya-Feng Liu , Zhi-Quan Luo

This paper studies the properties of debiased machine learning (DML) estimators under a novel asymptotic framework, offering insights for improving the performance of these estimators in applications. DML is an estimation method suited to…

Econometrics · Economics 2024-11-05 Amilcar Velez

We consider the estimation of a scalar parameter, when two estimators are available. The first is always consistent. The second is inconsistent in general, but has a smaller asymptotic variance than the first, and may be consistent if an…

Statistics Theory · Mathematics 2020-06-29 Clément de Chaisemartin , Xavier D'Haultfœuille

Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of this paper is to establish the asymptotic…

Statistics Theory · Mathematics 2011-02-28 Heping He , Thomas A. Severini

Signal-to-noise ratios (SNR) play a crucial role in various statistical models, with important applications in tasks such as estimating heritability in genomics. The method-of-moments estimator is a widely used approach for estimating SNR,…

Statistics Theory · Mathematics 2025-06-13 Xiaohan Hu , Zhentao Li , Xiaodong Li

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…

Systems and Control · Computer Science 2016-08-09 Laurent Bako , Henrik Ohlsson

The problem of estimating the parameters of a moving target in multiple-input multiple-output (MIMO) radar is considered and a new approach for estimating the moving target parameters by making use of the phase information associated with…

Information Theory · Computer Science 2015-06-04 Aboulnasr Hassanien , Sergiy A. Vorobyov , Alex B. Gershman

Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…

Information Theory · Computer Science 2019-05-15 Ali Bereyhi , Saba Asaad , Bernhard Gäde , Ralf R. Müller

We prove the strong consistency and the asymptotic normality of the maximum likelihood estimator of the parameters of a general conditionally heteroscedastic model with $\alpha$-stable innovations. Then, we relax the assumptions and only…

Statistics Theory · Mathematics 2013-01-01 Guillaume Lepage

We propose an adaptive, two steps strategy, for the estimation of mixed qubit states. We show that the strategy is optimal in a local minimax sense for the trace norm distance as well as other locally quadratic figures of merit. Local…

Quantum Physics · Physics 2011-06-23 Madalin Guta , Bas Janssens , Jonas Kahn

The least mean-square (LMS) filter is one of the most common adaptive linear estimation algorithms. In many practical scenarios, and particularly in digital communications systems, the signal of interest (SOI) and the input signal are…

Systems and Control · Computer Science 2018-11-28 Nir Shlezinger , Koby Todros