相关论文: Nonasymptotic performance analysis of ESPRIT and s…

We consider the range-based localization problem, which involves estimating an object's position by using $m$ sensors, hoping that as the number $m$ of sensors increases, the estimate converges to the true position with the minimum…

We address the problem of recovering signals from samples taken at their rate of innovation. Our only assumption is that the sampling system is such that the parameters defining the signal can be stably determined from the samples, a…

We study the scattering for the energy-subcritical stochastic nonlinear Schr\"odinger equation (SNLS) with additive noise. In particular, we examine the long-time behavior of solutions associated with the noise…

We find the asymptotic distribution of the multi-dimensional multi-scale and kernel estimators for high-frequency financial data with microstructure. Sampling times are allowed to be asynchronous and endogenous. In the process, we show that…

Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear…

We show that in a certain, angle-averaged squeezed limit, the $N$-point function of matter is related to the response of the matter power spectrum to a long-wavelength density perturbation,…

We determine the asymptotic law for the fluctuations of the total number of critical points of random Gaussian spherical harmonics in the high degree limit. Our results have implications on the sophistication degree of an appropriate…

We report results of a recently-completed pre-Formulation Phase study of SPIRIT, a candidate NASA Origins Probe mission. SPIRIT is a spatial and spectral interferometer with an operating wavelength range 25 - 400 microns. SPIRIT will…

The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…

In this paper we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. It is shown that the recursion on each…

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

We consider nonparametric testing in a non-asymptotic framework. Our statistical guarantees are exact in the sense that Type I and II errors are controlled for any finite sample size. Meanwhile, one proposed test is shown to achieve minimax…

Multisine excitations are widely used for identifying multi-input multi-output systems due to their periodicity, data compression properties, and control over the input spectrum. Despite their popularity, the finite sample statistical…

We study the computational phase transition in a multi-frequency group synchronization problem, where pairwise relative measurements of group elements are observed across multiple frequency channels and corrupted by Gaussian noise. Using…

We consider the problem of estimating the frequency components of a mixture of s complex sinusoids from a random subset of n regularly spaced samples. Unlike previous work in compressed sensing, the frequencies are not assumed to lie on a…

We consider the sound ranging, or source localization, problem --- find the unknown source-point from known moments when the spherical wave of linearly, with time, increasing radius reaches known sensor-points --- in some non-proper metric…

Motivated by the success of score-based generative models, a number of diffusion-based algorithms have recently been proposed for the problem of sampling from a probability measure whose unnormalized density can be accessed. Among them,…

The problem of finding an optimum using noisy evaluations of a smooth cost function arises in many contexts, including economics, business, medicine, experiment design, and foraging theory. We derive an asymptotic bound E[ (x_t - x*)^2 ] >=…

Most methods for estimating configurational entropy from molecular simulation data yield upper limits except for harmonic systems where they are exact. Problems arise at diffusive systems and the presence of conformational transitions.…

We assume a spatial blind source separation model in which the observed multivariate spatial data is a linear mixture of latent spatially uncorrelated Gaussian random fields containing a number of pure white noise components. We propose a…