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One significant challenge in research is to collect a large amount of data and learn the underlying relationship between the input and the output variables. This paper outlines the process of collecting and validating a dataset designed to…

We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and…

Statistics Theory · Mathematics 2015-01-05 Po-Ling Loh

We consider stochastic optimization problems which use observed data to estimate essential characteristics of the random quantities involved. Sample average approximation (SAA) or empirical (plug-in) estimation are very popular ways to use…

Statistics Theory · Mathematics 2021-03-16 Darinka Dentcheva , Yang Lin

Previous studies explained how the 2D positioning problem in indoor non line-of-sight environments can be addressed using ray tracing with noisy angle of arrival (AoA) measurements. In this work, we generalize these results on two aspects.…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Vincent Corlay , Viet-Hoa Nguyen , Nicolas Gresset

The SPS-LASSO has recently been introduced as a solution to the problem of regularization parameter selection in the complex-valued LASSO problem. Still, the dependence on the grid size and the polynomial time of performing convex…

Information Theory · Computer Science 2012-07-31 Ashkan Panahi , Mats Viberg

Stochastic optimisation in Riemannian manifolds, especially the Riemannian stochastic gradient method, has attracted much recent attention. The present work applies stochastic optimisation to the task of recursive estimation of a…

Statistics Theory · Mathematics 2020-01-08 Jialun Zhou , Salem Said

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…

Methodology · Statistics 2015-11-24 Rong Zhu , Ping Ma , Michael W. Mahoney , Bin Yu

This paper investigates parametric direction-of-arrival (DOA) estimation in a particular context: i) each sensor is characterized by an unknown complex gain and ii) the array consists of a collection of subarrays which are substantially…

Accurate wireless localization underpins applications from autonomous systems to smart infrastructure. We study the mean-squared error (MSE) and conditional MSE (CMSE) of a practical fusion-based estimator in d-dimensional, stationary…

Signal Processing · Electrical Eng. & Systems 2026-05-26 Mengqi Ma , Aihua Xia

We consider the problem of signal estimation in a generalized linear model (GLM). GLMs include many canonical problems in statistical estimation, such as linear regression, phase retrieval, and 1-bit compressed sensing. Recent work has…

Information Theory · Computer Science 2024-10-29 Pablo Pascual Cobo , Kuan Hsieh , Ramji Venkataramanan

Integrated task and motion planning problems describe a multi-modal state space, which is often abstracted as a set of smooth manifolds that are connected via sets of transitions states. One approach to solving such problems is to sample…

Robotics · Computer Science 2022-01-21 Rahul Shome , Daniel Nakhimovich , Kostas E. Bekris

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 propose and study an asymptotically optimal Monte Carlo estimator for steady-state expectations of a d-dimensional reflected Brownian motion. Our estimator is asymptotically optimal in the sense that it requires $\tilde{O}(d)$ (up to…

Probability · Mathematics 2020-01-29 Jose Blanchet , Xinyun Chen , Peter Glynn , Nian Si

The Least Absolute Shrinkage and Selection Operator (LASSO) has gained attention in a wide class of continuous parametric estimation problems with promising results. It has been a subject of research for more than a decade. Due to the…

Computation · Statistics 2015-04-13 Ashkan Panahi , Mats Viberg

Ordinary Differential Equations (ODEs) have recently gained a lot of attention in machine learning. However, the theoretical aspects, e.g., identifiability and asymptotic properties of statistical estimation are still obscure. This paper…

Machine Learning · Statistics 2024-06-04 Yuanyuan Wang , Wei Huang , Mingming Gong , Xi Geng , Tongliang Liu , Kun Zhang , Dacheng Tao

We study parameter estimation and asymptotic inference for sparse nonlinear regression. More specifically, we assume the data are given by $y = f( x^\top \beta^* ) + \epsilon$, where $f$ is nonlinear. To recover $\beta^*$, we propose an…

Machine Learning · Statistics 2015-11-17 Zhuoran Yang , Zhaoran Wang , Han Liu , Yonina C. Eldar , Tong Zhang

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

The localization of multiple signal sources using sensor arrays has been a long-standing research challenge. While numerous solutions have been developed, signal space methods like MUSIC and ESPRIT have gained widespread popularity. As…

Signal Processing · Electrical Eng. & Systems 2025-01-22 Mehdi Haghshenas , Aamir Mahmood , Mikael Gidlund

High-accuracy positioning has become a fundamental enabler for intelligent connected devices. Nevertheless, the present wireless networks still rely on model-driven approaches to achieve positioning functionality, which are susceptible to…

Signal Processing · Electrical Eng. & Systems 2025-01-03 Shengheng Liu , Xingkang Li , Zihuan Mao , Peng Liu , Yongming Huang

This paper proposes two compressive sampling based time of arrival (TOA) estimation algorithms using a sub-Nyquist rate receiver. We also describe a novel compressive sampling dictionary design for the compact representation of the received…

Information Theory · Computer Science 2016-04-12 Vijaya Yajnanarayana , Peter Handel