相关论文: Optimality of Split Covariance Intersection Fusion

Several problems in statistics involve the combination of high-variance unbiased estimators with low-variance estimators that are only unbiased under strong assumptions. A notable example is the estimation of causal effects while combining…

We propose new optimal estimators for the Lipschitz frontier of a set of points. They are defined as kernel estimators being sufficiently regular, covering all the points and whose associated support is of smallest surface. The estimators…

Linear hybrid beamformer designs are conceived for the decentralized estimation of a vector parameter in a millimeter wave (mmWave) multiple-input multiple-output (MIMO) Internet of Things network (IoTNe). The proposed designs incorporate…

This paper studies the event-triggered distributed fusion estimation problems for a class of nonlinear networked multisensor fusion systems without noise statistical characteristics. When considering the limited resource problems of two…

A priori bound for the parameter to be estimated is incorporated into confidence intervals within frequentistic approach in a straightforward and optimal fashion, ensuring the best resolution of non-boundary values as well as robustness for…

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

A sequence of social sensors estimate an unknown parameter (modeled as a state of nature) by performing Bayesian Social Learning, and myopically optimize individual reward functions. The decisions of the social sensors contain quantized…

Finite mixture such as the Gaussian mixture is a flexible and powerful probabilistic modeling tool for representing the multimodal distribution widely involved in many estimation and learning problems. The core of it is representing the…

This paper develops a mathematical and computational framework for analyzing the expected performance of Bayesian data fusion, or joint statistical inference, within a sensor network. We use variational techniques to obtain the posterior…

An energy efficient use of large scale sensor networks necessitates activating a subset of possible sensors for estimation at a fusion center. The problem is inherently combinatorial; to this end, a set of iterative, randomized algorithms…

This paper proposes a novel framework of aggregated intersection of regression functions, where the target parameter is obtained by averaging the minimum (or maximum) of a collection of regression functions over the covariate space. Such…

The problem of covariance estimation for replicated surface-valued processes is examined from the functional data analysis perspective. Considerations of statistical and computational efficiency often compel the use of separability of the…

Weighting methods in causal inference have been widely used to achieve a desirable level of covariate balancing. However, the existing weighting methods have desirable theoretical properties only when a certain model, either the propensity…

This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A major focus is on the derivation of a rate sharp minimax…

We prove a concise factor-of-2 estimate for the failure rate of optimally distinguishing an arbitrary ensemble of mixed quantum states, generalizing work of Holevo [Theor. Probab. Appl. 23, 411 (1978)] and Curlander [Ph.D. Thesis, MIT,…

In causal machine learning, the fitting and evaluation of nuisance models are often performed on separate partitions, or folds, of the observed data. This technique, called cross-fitting, eliminates bias introduced by the use of black-box…

In massive multiple-input multiple-output (MIMO) systems, the knowledge of the users' channel covariance matrix is crucial for minimum mean square error (MMSE) channel estimation in the uplink as well as it plays an important role in…

The outer Lowner-John method is widely used in sensor fusion applications to find the smallest ellipsoid that can approximate the intersection of a set of ellipsoids, described by positive definite covariance matrices modeling the quality…

Stochastic optimization often involves calculating the expected value of a first-order max or min function, known as a first-order loss function. In this context, loss functions are frequently approximated using piecewise linear functions.…

This paper studies the distributed state estimation problem for a class of discrete time-varying systems over sensor networks. Firstly, it is shown that a networked Kalman filter with optimal gain parameter is actually a centralized filter,…