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We revisit the sample average approximation (SAA) approach for non-convex stochastic programming. We show that applying the SAA approach to problems with expected value equality constraints does not necessarily result in asymptotic…

Optimization and Control · Mathematics 2024-07-16 Thomas Lew , Riccardo Bonalli , Marco Pavone

We investigate the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution in a sequential setup. The aim is to jointly infer the true hypothesis and the true parameter while using on…

Signal Processing · Electrical Eng. & Systems 2024-02-02 Dominik Reinhard , Michael Fauß , Abdelhak M. Zoubir

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

Direction-of-arrival (DOA) estimation is widely applied in acoustic source localization. A multi-frequency model is suitable for characterizing the broadband structure in acoustic signals. In this paper, the continuous (gridless) DOA…

Signal Processing · Electrical Eng. & Systems 2023-03-22 Yifan Wu , Michael B. Wakin , Peter Gerstoft

This paper presents CLEAR -- a closed-form localization estimator with a reduced sensor network. The proposed method is a computationally efficient, two-stage estimator that fuses time-difference-of-arrival (TDOA) and…

Signal Processing · Electrical Eng. & Systems 2025-10-07 Mohammad Kazzazi , Mohammad Morsali , Rouhollah Amiri

Recent advances in quantum technologies pave the way for noisy intermediate-scale quantum (NISQ) devices, where quantum approximation optimization algorithms (QAOAs) constitute promising candidates for demonstrating tangible quantum…

Information Theory · Computer Science 2021-07-13 Jingjing Cui , Yifeng Xiong , Soon Xin Ng , Lajos Hanzo

In this paper we study asymptotic properties of the maximum likelihood estimator (MLE) for the speed of a stochastic wave equation. We follow a well-known spectral approach to write the solution as a Fourier series, then we project the…

Statistics Theory · Mathematics 2021-08-09 F. Delgado-Vences , J. J. Pavon-Español

Topology optimization under uncertainty or reliability-based topology optimization is usually numerically very expensive. This is mainly due to the fact that an accurate evaluation of the probabilistic model requires the system to be…

Optimization and Control · Mathematics 2024-10-28 Lukas Pflug , Michael Stingl , Andrian Uihlein

We study the problem of sensor placement in environments in which localization is a necessity, such as ad-hoc wireless sensor networks that allow the placement of a few anchors that know their location or sensor arrays that are tracking a…

Computational Geometry · Computer Science 2016-07-21 Ioana O. Bercea , Volkan Isler , Samir Khuller

The direction of arrival (DOA) estimation algorithms are crucial in localizing acoustic sources. Traditional localization methods rely on block-level processing to extract the directional information from multiple measurements processed…

Audio and Speech Processing · Electrical Eng. & Systems 2023-08-15 Ruchi Pandey , Santosh Nannuru

Localizing moving targets in unknown harsh environments has always been a severe challenge. This letter investigates a novel localization system based on multi-agent networks, where multiple agents serve as mobile anchors broadcasting their…

Signal Processing · Electrical Eng. & Systems 2021-09-27 Qin Shi , Xiaowei Cui , Sihao Zhao , Mingquan Lu

As massive multiple-input multiple-output (MIMO) becomes popular, direction of arrival (DOA) measurement has been made a real renaissance due to the high-resolution achieved. Thus, there is no doubt about DOA estimation using massive MIMO.…

Information Theory · Computer Science 2023-07-18 Jiangzhou Wang , Baihua Shi , Feng Shu , Qi Zhang , Di Wu , Qijuan Jie , Zhihong Zhuang , Siling Feng , Yijin Zhang

We undertake a detailed study of the performance of maximum likelihood (ML) estimators of the density matrix of finite-dimensional quantum systems, in order to interrogate generic properties of frequentist quantum state estimation. Existing…

Quantum Physics · Physics 2011-11-16 Raj Chakrabarti , Anisha Ghosh

Estimating the orientations of nodes in a pose graph from relative angular measurements is challenging because the variables live on a manifold product with nontrivial topology and the maximum-likelihood objective function is non-convex and…

Robotics · Computer Science 2012-11-14 Luca Carlone , Andrea Censi

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 propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla

This paper adresses the statistical performance of subspace DoA estimation using a sensor array, in the asymptotic regime where the number of samples and sensors both converge to infinity at the same rate. Improved subspace DoA estimators…

Applications · Statistics 2023-07-19 Pascal Vallet , Xavier Mestre , Philippe Loubaton

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

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

The asymptotic optimality (a.o.) of various hyper-parameter estimators with different optimality criteria has been studied in the literature for regularized least squares regression problems. The estimators include e.g., the maximum…

Statistics Theory · Mathematics 2021-04-28 Biqiang Mu , Tianshi Chen , Lennart Ljung