相关论文: SMML estimators for 1-dimensional continuous data

In massive multiple-input multiple-output (MIMO) systems, it may not be power efficient to have a high-resolution analog-to-digital converter (ADC) for each antenna element. In this paper, a near maximum likelihood (nML) detector for uplink…

In this article we have suggested an improved estimator for estimating the population mean in simple random sampling using auxiliary information under the presence of measurement errors. The mean square error (MSE) of the proposed estimator…

In this correspondence, we focus on the performance analysis of the widely-used minimum description length (MDL) source enumeration technique in array processing. Unfortunately, available theoretical analysis exhibit deviation from the…

We provide an efficient unified plug-in approach for estimating symmetric properties of distributions given $n$ independent samples. Our estimator is based on profile-maximum-likelihood (PML) and is sample optimal for estimating various…

Let there be given a contaminated list of n R^d-valued observations coming from g different, normally distributed populations with a common covariance matrix. We compute the ML-estimator with respect to a certain statistical model with n-r…

Major progress has been made in the previous decade to characterize the asymptotic behavior of regularized M-estimators in high-dimensional regression problems in the proportional asymptotic regime where the sample size $n$ and the number…

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and tau-estimators among others. However, the finite-sample efficiency of…

This article explores the required amount of time series points from a high-speed computer network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time…

Asymptotics of the normalizing constant is computed for a class of one parameter exponential families on permutations which includes Mallows model with Spearmans's Footrule and Spearman's Rank Correlation Statistic. The MLE, and a…

The growing size of modern data brings many new challenges to existing statistical inference methodologies and theories, and calls for the development of distributed inferential approaches. This paper studies distributed inference for…

Consider the problem of detecting one of M i.i.d. Gaussian signals corrupted in white Gaussian noise. Conventionally, matched filters are used for detection. We first show that the outputs of the matched filter form a set of asymptotically…

This paper estimates the break point for large-dimensional factor models with a single structural break in factor loadings at a common unknown date. First, we propose a quasi-maximum likelihood (QML) estimator of the change point based on…

This paper derives a Minimum Message Length (MML) criterion for the model selection of the Autoregressive Moving Average (ARMA) time series model. The MML87 performances on the ARMA model compared with other well known model selection…

Method of moment estimators exhibit appealing statistical properties, such as asymptotic unbiasedness, for nonconvex problems. However, they typically require a large number of samples and are extremely sensitive to model misspecification.…

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…

By considering an empirical approximation, and a new class of operators that we will call walking operators, we construct, for any positive ND-toeplitz matrix, an infinite in all dimensions matrix, for which the inverse approximates the…

A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Markov population models (MPMs) are a widely used modelling formalism in the area of computational biology and related areas. The semantics of a MPM is an infinite-state continuous-time Markov chain. In this paper, we use the established…

We experimentally validate a mode-dependent loss (MDL) estimation technique employing acorrection factor to remove the MDL estimation dependence on the SNR when using a minimum meansquare error (MMSE) equalizer. A reduction of the MDL…