Related papers: Maximal Ancillarity, Semiparametric Efficiency, an…
Deviations from the center within a robust neighborhood of a parametric model distribution may naturally be considered an infinite dimensional nuisance parameter. Thus, the semiparametric method may be tried, which is to compute the scores…
Extensive research has been dedicated to the asymptotic theory of quantum metrology, where the goal is to determine the ultimate precision limit of quantum channel estimation when many accesses to the channel are allowed. The ultimate limit…
Quantum metrology overcomes standard precision limits and plays a central role in science and technology. Practically it is vulnerable to imperfections such as decoherence. Here, we demonstrate quantum metrology for noisy channels such that…
The paper aims at reconsidering the famous Le Cam LAN theory. The main features of the approach which make it different from the classical one are as follows: (1) the study is nonasymptotic, that is, the sample size is fixed and does not…
A method called, sigma-consensus, is proposed to eliminate the need for a user-defined inlier-outlier threshold in RANSAC. Instead of estimating the noise sigma, it is marginalized over a range of noise scales. The optimized model is…
We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average $K$-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on…
Robust and semiparametric statistics are of the same historical origin and largely employ the same locally asymptotically normal framework. In our talk, we consider he following more intrinsic connections of both fields: 1) Robust influence…
High-dimensional simulation optimization is notoriously challenging. We propose a new sampling algorithm that converges to a global optimal solution and suffers minimally from the curse of dimensionality. The algorithm consists of two…
We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…
Spectral efficiency for asynchronous code division multiple access (CDMA) with random spreading is calculated in the large system limit allowing for arbitrary chip waveforms and frequency-flat fading. Signal to interference and noise ratios…
We present a new approach for statistical inference on noise properties of CMB anisotropy data. We consider a Maximum Likelihood parametric estimator to recover the full dependence structure of the noise process. We also consider a…
We establish the local asymptotic normality (LAN) property for estimating a multidimensional parameter in the drift of a system of $N$ interacting particles observed over a fixed time horizon in a mean-field regime $N \rightarrow \infty$.…
Asymptotic lower bounds for estimation play a fundamental role in assessing the quality of statistical procedures. In this paper we propose a framework for obtaining semi-parametric efficiency bounds for sparse high-dimensional models,…
We consider signal source localization from range-difference measurements. First, we give some readily-checked conditions on measurement noises and sensor deployment to guarantee the asymptotic identifiability of the model and show the…
The Heisenberg scaling is an ultimate precision limit of parameter estimation allowed by the principles of quantum mechanics, with no counterpart in the classical realm, and has been a long-pursued goal in quantum metrology. It has been…
The metrological ability of carefully designed probes can be spoilt by the presence of noisy processes occurring during their evolution. The noise is responsible for altering the evolution of the probes in such a way that bear little or no…
We consider the problem of sequential decision making on random fields corrupted by noise. In this scenario, the decision maker observes a noisy version of the data, yet judged with respect to the clean data. In particular, we first…
We show that for some noisy channels, the optimal entanglement-assisted strategy depends on the noise level. We note that there is a non-trivial crossover between the parallel-entangled strategy and the ancilla-assisted strategy - in the…
Active Noise Cancellation (ANC) algorithms aim to suppress unwanted acoustic disturbances by generating anti-noise signals that destructively interfere with the original noise in real time. Although recent deep learning-based ANC algorithms…
The aim of this Lecture Note is to introduce the Signal Processing (SP) community to a powerful yet still under-utilised tool: the semiparametric statistics. In short, the semiparametric framework allows us to estimate or perform hypothesis…