Related papers: Robustness of Covariance Estimators with Applicati…
The wireless channel is undergoing continuous changes, and the block-fading assumption, despite its popularity in theoretical contexts, never holds true in practical scenarios. This discrepancy is particularly critical for user activity…
In this paper, we study the problem of user activity detection and large-scale fading coefficient estimation in a random access wireless uplink with a massive MIMO base station with a large number $M$ of antennas and a large number of…
In this paper, we study robust covariance estimation under the approximate factor model with observed factors. We propose a novel framework to first estimate the initial joint covariance matrix of the observed data and the factors, and then…
This paper designs a cooperative activity detection framework for massive grant-free random access in the sixth-generation (6G) cell-free wireless networks based on the covariance of the received signals at the access points (APs). In…
The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…
To support the modern machine-type communications, a crucial task during the random access phase is device activity detection, which is to detect the active devices from a large number of potential devices based on the received signal at…
In this paper, we consider the spectrum sensing in cognitive radio networks when the impulsive noise appears. We propose a class of blind and robust detectors using M-estimators in eigenvalue based spectrum sensing method. The conventional…
Robustness to outliers is often a desirable property of statistical estimators. Indeed many well known estimators offer very good optimal performance in theory but are unusable in applied contexts because of their sensitivity to outliers.…
A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample…
Sparsity in the eigenvectors of signal covariance matrices is exploited in this paper for compression and denoising. Dimensionality reduction (DR) and quantization modules present in many practical compression schemes such as transform…
We study covariance matrix estimation for the case of partially observed random vectors, where different samples contain different subsets of vector coordinates. Each observation is the product of the variable of interest with a $0-1$…
The geometric median covariation matrix is a robust multivariate indicator of dispersion which can be extended without any difficulty to functional data. We define estimators, based on recursive algorithms, that can be simply updated at…
We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…
This paper studies the multi-task high-dimensional linear regression models where the noise among different tasks is correlated, in the moderately high dimensional regime where sample size $n$ and dimension $p$ are of the same order. Our…
Activity detection is an important task in the next generation grant-free multiple access. While there are a number of existing algorithms designed for this purpose, they mostly require precise information about the network, such as…
Estimating the disturbance or clutter covariance is a centrally important problem in radar space time adaptive processing (STAP). The disturbance covariance matrix should be inferred from training sample observations in practice. Large…
Covariance estimation for matrix-valued data has received an increasing interest in applications. Unlike previous works that rely heavily on matrix normal distribution assumption and the requirement of fixed matrix size, we propose a class…
We study nonparametric covariance function estimation for functional data observed with noise at discrete locations on a $d$-dimensional domain. Estimating the covariance function from discretely observed data is a challenging nonparametric…
This article studies the \emph{robust covariance matrix estimation} of a data collection $X = (x_1,\ldots,x_n)$ with $x_i = \sqrt \tau_i z_i + m$, where $z_i \in \mathbb R^p$ is a \textit{concentrated vector} (e.g., an elliptical random…
Empirical regression discontinuity (RD) studies often include covariates in their specifications to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more…