Proposes a DOA estimation method using IVs and DNNs for noise and reverberation reduction.
problem Accuracy of IV-based DOA estimation degrades due to noise and reverberation.
method Combines IV-based DOA estimation with DNNs for denoising and dereverberation.
result Average DOA error of 0.528 degrees, outperforming conventional methods.
Paper improves DOA estimation in sparse arrays using Siamese neural networks.
problem Challenges in DOA estimation with limited snapshots in sparse linear arrays.
method Introduces a Siamese neural network with a sparse augmentation layer for enhanced signal feature embedding.
result Demonstrates improved DOA estimation accuracy in sparse arrays.
Paper proposes a novel data augmentation method for neural networks in DOA estimation.
problem Improving neural network performance in Direction of Arrival (DOA) estimation.
method Applies a FOA-based transformation to input data and labels to simulate new DOA information.
result Improves DOA estimation error by around 40%.
In this paper, we look to address the problem of estimating the dynamic direction of arrival (DOA) of a narrowband signal impinging on a sensor array from the far field. The initial estimate is made using a Bayesian compressive sensing (BCS) framework and then tracked using a Bayesian compressed sensing Kalman filter (…
Paper proposes a learning-based sparse Bayesian method for accurate off-grid DOA estimation.
problem One-bit off-grid direction of arrival (DOA) estimation in a single snapshot scenario.
method Formulated off-grid DOA estimation model, used Sparse Bayesian framework, proposed Learning-based Sparse Bayesian approach.
result Improved computational efficiency and accuracy in off-grid DOA estimation.
A neural network, IHT-Net, improves DOA estimation with sparse arrays.
problem Single-snapshot DOA estimation with sparse arrays in dynamic settings.
method IHT-inspired neural network with recurrent neural network and autoencoders.
result IHT-Net achieves faster convergence and higher accuracy in DOA estimation.
A neural network improves DOA estimation from a single snapshot.
problem Estimating DOAs from a single snapshot with limited aperture.
method Deep learning architecture trained to generate high-resolution spatial spectrum.
result Our (SP)2-Net outperforms classical methods. Improved DOA estimation with distributed sensors across multiple frequencies.
problem Sensor gain uncertainties and directional perturbations in multi-frequency scenarios.
method Distributed optimization with local coherence models and iterative exchange of information.
result Advantages in statistical and computational efficiency through parallel iterative technique.
Direction of arrival (DOA) estimation is a classical problem in signal processing with many practical applications. Its research has recently been advanced owing to the development of methods based on sparse signal reconstruction. While these methods have shown advantages over conventional ones, there are still difficu…
A convolution neural network (CNN) based classification method for broadband DOA estimation is proposed, where the phase component of the short-time Fourier transform coefficients of the received microphone signals are directly fed into the CNN and the features required for DOA estimation are learnt during training. Si…
Cognitive radar selects optimal antenna subarrays using deep learning.
problem Optimize radar antenna selection for cost and performance.
method Convolutional Neural Network (CNN) for multi-class classification.
result CNN provides 22% better classification performance and 72% more accurate DoA estimates.
Improved direction finding for closely-spaced sources using iterative ESPRIT.
problem Improving DOA estimation for closely-spaced, uncorrelated and correlated sources.
method Iterative ESPRIT algorithm that incorporates prior knowledge and reduces covariance matrix disturbance.
result Improves DOA estimation accuracy for closely-spaced sources.
A drone-based MOT algorithm tracks vehicles using neural network detections and TPMBM filter.
problem Tracking multiple vehicles from drone-mounted cameras.
method Neural network for object detection, TPMBM filter for trajectory estimation, von-Mises Fisher distribution for DOA.
result TPMBM filter optimally estimates vehicle trajectories.
New algorithms improve direction finding using prior signal knowledge.
problem Efficiently estimate signal direction from sensor data.
method Multi-step knowledge-aided iterative conjugate gradient algorithms.
result MS-KAI-CG algorithms outperform existing techniques in simulations.
Demixing problems in many areas such as hyperspectral imaging and differential optical absorption spectroscopy (DOAS) often require finding sparse nonnegative linear combinations of dictionary elements that match observed data. We show how aspects of these problems, such as misalignment of DOAS references and uncertain…
This article addresses the modeling of reverberant recording environments in the context of under-determined convolutive blind source separation. We model the contribution of each source to all mixture channels in the time-frequency domain as a zero-mean Gaussian random variable whose covariance encodes the spatial cha…
Paper presents a neural network for estimating wavefronts in direction of arrival scenarios.
problem Estimating the number of wavefronts in direction of arrival scenarios.
method Cross-entropy trained multilayer neural network for online adaptation of antenna array imperfections.
result The method outperforms classical model order selection schemes in accuracy, especially at low signal-to-noise-ratios.
DeepFPC uses neural networks to recover sparse signals from quantized measurements.
problem Recovering sparse signals from quantized measurements.
method Unfolding the fixed-point continuation algorithm into a deep neural network.
result DeepFPC outperforms state-of-the-art algorithms in DOA estimation.
Bayesian method improves PCA and MUSIC for unknown number of sources.
problem Estimating the number of sources in PCA and MUSIC algorithms.
method Bayesian inference for computing the exact MAP estimate of the number of sources.
result Bayesian method outperforms AIC in estimating the number of sources.
A new unsupervised method separates speech sources without requiring labeled data.
problem Lack of supervised data for effective neural source separation.
method Uses a complex Gaussian mixture model (cGMM) for joint training of separation and localization networks.
result The method outperforms conventional initialization methods in monaural and multichannel separation.
New method recovers radar and communication signals from overlaid data.
problem Recover radar and communication signals from overlaid data with unknown parameters.
method Propose minimizing the sum of multivariate atomic norms (SoMAN) for multi-antenna receiver.
result Minimum number of samples and antennas required for perfect recovery is logarithmically dependent on the maximum of radar targets and communications paths.
New estimators outperform maximum likelihood without hyper-parameter estimation.
problem Improving system identification performance without hyper-parameter estimation.
method Developed generalized Bayes and closed-form biased estimators using excess MSE.
result New estimators have comparable performance to empirical-Bayes-based regularized estimator.
Dual Bayesian Affine Estimators for Wiener-type state-space models
problem Estimating parameters in Wiener-type state-space models
method Fixed-point architecture combining two affine estimators
result Dual basis-parameter estimator achieves comparable parameter MSE to purely affine estimator
New estimator reduces kernel mean estimation error.
problem Kernel mean estimation in reproducing kernel Hilbert spaces.
method Corrupt data with known distributions and estimate kernel mean under the corrupted distribution.
result The marginalized kernel mean estimator achieves lower estimation error.
Enhances gradient estimates for Hermitian Monge-Ampère equations.
problem Improving estimates for Hermitian Monge-Ampère equations.
method Improves gradient estimates using Evans-Krylov and third derivatives estimates.
result Enhanced estimates for second and third order derivatives.
Paper proposes robust estimators for GANs under Wasserstein contamination.
problem Robust estimation of distributions under contamination.
method Wasserstein GAN-based estimators for location, covariance, and regression.
result Proposed estimators are minimax optimal in many scenarios.
New framework converts offline to online estimation using black-box offline estimators.
problem Convert offline estimation algorithms to online estimation algorithms.
method Oracle-Efficient Online Estimation (OEOE) framework.
result Achieves near-optimal online estimation error via black-box offline estimators.
Proposes variational autoencoder for efficient MMSE estimation.
problem Efficient parameterized MMSE estimation for noisy observations.
method Variational autoencoder models data distribution, approximates MMSE.
result Proposed estimator performs well compared to state-of-the-art.
Paper improves Fisher information estimation methods.
problem Estimating Fisher information for location parameters.
method Revisits and improves Bhattacharya estimator, introduces clipped estimator.
result Clipped estimator shows superior convergence rates in Gaussian noise.
Proposes a robust estimator for RD designs.
problem Estimating treatment effects in RD designs.
method Doubly robust estimator combining two estimators.
result Enhances robustness of treatment effect estimators.
New estimator reduces variance in discrete random variables.
problem Estimating gradients for discrete random variables with reduced variance.
method Sampling without replacement and Rao-Blackwellization.
result Our estimator is the most consistent gradient estimator across different entropy settings.
New risk-averse estimators uniquely characterize MAP and Wallace-Freeman estimators.
problem Formalizing and characterizing Bayesian point estimators.
method Formulated axioms for inference, showing unique characterizations of MAP and Wallace-Freeman estimators.
result Axioms uniquely characterize MAP and Wallace-Freeman estimators for different types of estimation problems.
SCOPE estimator improves covariance and precision matrix estimation.
problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.
We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…
Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…
We find an unbiased estimator for MMD variance.
problem Efficiently estimating the variance of MMD estimators.
method Extending and correcting previous work, we derive an unbiased estimator for MMD variance.
result We provide a truly unbiased estimator for MMD variance with no additional computational cost.
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…
A new copula estimation method using classification.
problem Estimating copula density from joint and marginal distributions.
method Train a classifier to distinguish joint density from product of marginals.
result Empirically outperforms existing copula estimators.
This paper reviews SDR methods for multivariate response regression.
problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.
Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the estimated ratio toward infinity. In this paper, we present a robust estimator wh…
TAKDE optimizes kernel density estimation for real-time dynamic processes.
problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.
Paper bridges score estimation to parameter and density estimation in DDPMs.
problem Efficiently estimating scores for generative models.
method Introduces a framework linking score estimation to parameter and density estimation.
result Denoising score-matching in DDPMs is asymptotically efficient for parameter estimation.
We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local X-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …
New estimator improves reliability of KL divergence estimation.
problem Estimating KL divergence reliably and efficiently.
method Proposes a new estimator using Reproducing Kernel Hilbert Space.
result Proposed estimator is consistent and more reliable for small datasets.
New method for fast volatility estimation robust to change points.
problem Robust high-frequency volatility estimation with change points.
method ℓ1-regularized power variation estimators using LARS for sparse estimation and dynamic programming for change point refinement.
result Minimax rates achieved for volatility estimators, providing accurate and smooth forecasts.
ROME improves density estimation for multi-modal, non-normal data.
problem Robust multi-modal density estimation in non-normal, highly correlated distributions.
method ROME uses clustering to segment multi-modal data into uni-modal clusters, then combines KDE estimates for each cluster.
result ROME outperforms state-of-the-art methods and is more robust to various distributions.
Paper introduces VDE, a variance-reduced determinant estimator.
problem Estimating determinants with low variance and efficiency.
method Combines variational inference and spherical normalizing flows.
result VDE achieves zero variance in ideal cases, requiring only one sample.
Private estimation of many quantiles using differential privacy.
problem Estimating quantiles of a distribution privately.
method Two approaches: 1) Private estimation of empirical quantiles, 2) Uniform density estimation.
result There is a tradeoff between estimating quantiles at specific points and uniformly estimating the quantile function.