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In this paper, we study the prediction of a circularly symmetric zero-mean stationary Gaussian process from a window of observations consisting of finitely many samples. This is a prevalent problem in a wide range of applications in…

信息论 · 计算机科学 2017-05-10 Mahdi Barzegar Khalilsarai , Saeid Haghighatshoar , Giuseppe Caire , Gerhard Wunder

Regularized linear regression under the $\ell_1$ penalty, such as the Lasso, has been shown to be effective in variable selection and sparse modeling. The sampling distribution of an $\ell_1$-penalized estimator $\hat{\beta}$ is hard to…

统计方法学 · 统计学 2014-12-24 Qing Zhou

This article considers estimation of constant and time-varying coefficients in nonlinear ordinary differential equation (ODE) models where analytic closed-form solutions are not available. The numerical solution-based nonlinear least…

统计理论 · 数学 2010-10-21 Hongqi Xue , Hongyu Miao , Hulin Wu

In this paper, we study the mean square error (MSE) and the bit error rate (BER) performance of the box-relaxation decoder in massive multiple-input-multiple-output (MIMO) systems under the assumptions of imperfect channel state information…

信息论 · 计算机科学 2023-08-11 Ayed M. Alrashdi

We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…

概率论 · 数学 2023-04-19 Nina Gantert , Achim Klenke

We consider a $l_1$-penalization procedure in the non-parametric Gaussian regression model. In many concrete examples, the dimension $d$ of the input variable $X$ is very large (sometimes depending on the number of observations). Estimation…

统计理论 · 数学 2008-12-16 Karine Bertin , Guillaume Lecué

We show that common choices of kernel functions for a highly accurate and massively scalable nearest-neighbour based GP regression model (GPnn: \cite{GPnn}) exhibit gradual convergence to asymptotic behaviour as dataset-size $n$ increases.…

统计理论 · 数学 2024-04-10 Anthony Stephenson , Robert Allison , Edward Pyzer-Knapp

We consider the problem of estimating a $d$-dimensional discrete distribution from its samples observed under a $b$-bit communication constraint. In contrast to most previous results that largely focus on the global minimax error, we study…

信息论 · 计算机科学 2021-11-02 Wei-Ning Chen , Peter Kairouz , Ayfer Özgür

Meta learning of optimal classifier error rates allows an experimenter to empirically estimate the intrinsic ability of any estimator to discriminate between two populations, circumventing the difficult problem of estimating the optimal…

机器学习 · 统计学 2017-11-01 Morteza Noshad Iranzad , Alfred O. Hero

Completely randomized experiment is the gold standard for causal inference. When the covariate information for each experimental candidate is available, one typical way is to include them in covariate adjustments for more accurate treatment…

统计方法学 · 统计学 2025-06-10 Xin Lu , Fan Yang , Yuhao Wang

We study the problem of providing channel state information (CSI) at the transmitter in multi-user massive MIMO systems operating in frequency division duplexing (FDD). The wideband MIMO channel is a vector-valued random process correlated…

信息论 · 计算机科学 2022-07-22 Mahdi Barzegar Khalilsarai , Yi Song , Tianyu Yang , Giuseppe Caire

We consider the problem of estimating the mean of a normal distribution under the following constraint: the estimator can access only a single bit from each sample from this distribution. We study the squared error risk in this estimation…

统计理论 · 数学 2017-10-12 Alon Kipnis , John C. Duchi

Uniform and nonuniform Berry--Esseen (BE) bounds of optimal orders on the closeness to normality for general abstract nonlinear statistics are given, which are then used to obtain optimal bounds on the rate of convergence in the delta…

统计理论 · 数学 2017-01-17 Iosif Pinelis , Raymond Molzon

Distributional regression aims to find the best candidate in a given parametric family of conditional distributions to model a given dataset. As each candidate in the distribution family can be identified by the corresponding distribution…

统计理论 · 数学 2026-05-18 Gitte Kremling , Gerhard Dikta

Many regularization schemes for high-dimensional regression have been put forward. Most require the choice of a tuning parameter, using model selection criteria or cross-validation schemes. We show that a simple non-negative or…

统计方法学 · 统计学 2012-02-07 Nicolai Meinshausen

We consider a linear regression problem in a high dimensional setting where the number of covariates $p$ can be much larger than the sample size $n$. In such a situation, one often assumes sparsity of the regression vector, \textit i.e.,…

统计理论 · 数学 2011-10-12 Mohamed Hebiri , Sara A. Van De Geer

When and how can an attention mechanism learn to selectively attend to informative tokens, thereby enabling detection of weak, rare, and sparsely located features? We address these questions theoretically in a sparse-token classification…

机器学习 · 计算机科学 2025-09-30 Nicholas Barnfield , Hugo Cui , Yue M. Lu

To glean the benefits offered by massive multi-input multi-output (MIMO) systems, channel state information must be accurately acquired. Despite the high accuracy, the computational complexity of classical linear minimum mean squared error…

信息论 · 计算机科学 2024-04-23 Bin Li , Ziping Wei , Shaoshi Yang , Yang Zhang , Jun Zhang , Chenglin Zhao , Sheng Chen

Dimension reduction is an important tool for analyzing high-dimensional data. The predictor envelope is a method of dimension reduction for regression that assumes certain linear combinations of the predictors are immaterial to the…

统计方法学 · 统计学 2022-01-07 Paul May , Hossein Moradi Rekabdarkolaee

We address the issue of estimating the regression vector $\beta$ in the generic $s$-sparse linear model $y = X\beta+z$, with $\beta\in\R^{p}$, $y\in\R^{n}$, $z\sim\mathcal N(0,\sg^2 I)$ and $p> n$ when the variance $\sg^{2}$ is unknown. We…

统计理论 · 数学 2012-11-06 Stéphane Chrétien , Sébastien Darses
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