Related papers: Finite Sample MIMO System Identification with Mult…
We consider the problem of density estimation in the context of multiscale Langevin diffusion processes, where a single-scale homogenized surrogate model can be derived. In particular, our aim is to learn the density of the invariant…
When the experimental data set is contaminated, we usually employ robust alternatives to common location and scale estimators such as the sample median and Hodges-Lehmann estimators for location and the sample median absolute deviation and…
This paper addresses compressed sensing of linear time-varying (LTV) wireless propagation links under the assumption of double sparsity i.e., sparsity in both the delay and Doppler domains, using Affine Frequency Division Multiplexing…
By exploiting a causality property of the nonlinear Fourier transform, a novel decision-feedback detection strategy for nonlinear frequency-division multiplexing (NFDM) systems is introduced. The performance of the proposed strategy is…
Functional quantile regression (FQR) is a useful alternative to mean regression for functional data as it provides a comprehensive understanding of how scalar predictors influence the conditional distribution of functional responses. In…
This paper presents two schemes to jointly estimate parameters and states of discrete-time nonlinear systems in the presence of bounded disturbances and noise and where the parameters belong to a known compact set. The schemes are based on…
In high-dimensional data, structured noise caused by observed and unobserved factors affecting multiple target variables simultaneously, imposes a serious challenge for modeling, by masking the often weak signal. Therefore, (1) explaining…
We consider estimation and inference in a linear model with endogenous regressors where the parameters of interest change across two samples. If the first-stage is common, we show how to use this information to obtain more efficient…
In many statistical and econometric applications, we gather individual samples from various interconnected populations that undeniably exhibit common latent structures. Utilizing a model that incorporates these latent structures for such…
Fast Radio Bursts (FRBs), a class of millisecond-scale, highly energetic phenomena with unknown progenitors and radiation mechanisms, require proper statistical analysis as a key method for uncovering their mysteries. In this research, we…
This paper considers the problem of frequency estimation for a multi-sinusoidal signal consisting of n sinuses in finite-time. The parameterization approach based on applying delay operators to a measurable signal is used. The result is the…
This paper is concerned with the finite sample identification performance of an n dimensional discrete-time Multiple-Input Multiple-Output (MIMO) Linear Time-Invariant system, with p inputs and m outputs. We prove that the widely-used…
We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine…
Efficient implementation of massive multiple-input-multiple-output (MIMO) transceivers is essential for the next-generation wireless networks. To reduce the high computational complexity of the massive MIMO transceiver, in this paper, we…
We consider the problem of estimating sparse communication channels in the MIMO context. In small to medium bandwidth communications, as in the current standards for OFDM and CDMA communication systems (with bandwidth up to 20 MHz), such…
Superconducting parametric amplifiers have great promise for quantum-limited readout of superconducting qubits and detectors. Until recently, most superconducting parametric amplifiers had been based on resonant structures, limiting their…
This paper presents a communication efficient distributed algorithm, $\mathcal{CIRFE}$ of the \emph{consensus}+\emph{innovations} type, to estimate a high-dimensional parameter in a multi-agent network, in which each agent is interested in…
In this paper, we consider signals with a low-rank covariance matrix which reside in a low-dimensional subspace and can be written in terms of a finite (small) number of parameters. Although such signals do not necessarily have a sparse…
In this article, we introduce iterative deterministic equivalents as a novel technique for the performance analysis of communication systems whose channels are modeled by complex combinations of independent random matrices. This technique…
We study statistical inference for small-noise-perturbed multiscale dynamical systems. We prove consistency, asymptotic normality, and convergence of all scaled moments of an appropriately-constructed maximum likelihood estimator (MLE) for…