# Questions tagged [estimation-theory]

The tag has no usage guidance.

108 questions
Filter by
Sorted by
Tagged with
88 views

• 1,701
1 vote
58 views

### Functional approximation with derivatives

I am trying to solve a functional approximation problem. Consider a set of measurements of a d-dimensional state $\mathrm x \in \mathbb{R}^d$, together with velocities $\dot{\mathrm x}$ and ...
117 views

• 437
1 vote
80 views

### Calculating the mean squared error for an estimate of a large sum

Consider the set of all Boolean function $f: \{0, 1\}^{n} \rightarrow \{-1, 1\}$. Now, let's pick a function uniformly at random from this set. Let $F$ be the random variable corresponding to the ...
70 views

### Distribution of unbiased estimator of covariance matrix with missing values

Initial setup Assuming $X_1, ..., X_n \in \mathbb{R}^m$ are iid, sampled from $\mathcal{N}(\mu, V)$, one can define the estimators for the sample mean $\hat{\mu} = \frac{1}{n} := X^T 1_n$, and sample ...
• 245
124 views

### L1 error of estimators

I came across the following problem and I have no clue how to approach it. I am looking for help with directions or references. Consider the $\alpha$-stable distribution with unknown true mean $\mu$, ...
• 173
121 views

### How to detect, track and map a Markov chain

You are receiving a time series whose elements belong to a finite set. Assume the time series is distributed as a Discrete-Time Markov Chain. You receive one element at each time step. For each time ...
138 views

656 views

### How to estimate the integral involving the distance function

Let $\Omega\subset\mathbb{R}^n$ be an open bounded domain with smooth boundary. Consider the following integral: $$I(t)=\int_{\Omega}e^{-\frac{d^2(y,\partial\Omega)}{t}}{\rm d}y.$$ My problem is how ...
• 561
185 views

### How to combine estimator with different variances?

Consider independent random variables $X_1,X_2,\ldots,$ that have the same expectation $\mathbb x=\mathbb E[X_1]=\mathbb E[X_2]=\ldots$ Further, assume that we know that $Var[X_i]=\sigma_i^2$. In the ...
• 127
1 vote
133 views

### How to retrieve back the input using Bussgang theorem?

If we have a non-linear function $f$, that is applied to input $x$, we have then the output $y=f(x)$ Using Bussgang decomposition we can linearize this nonlinearity and express $y$ as $y=Bx+ η$, ...
• 39
425 views

### Probability of complex eigenvalues

I find this is the best site to post this question, even though I considered cs. It is a Monte Carlo experiment over the set of 10.000 n×n matrices. If a single matrix eigenvalue is complex then ...
• 171
111 views

### Image restoration quality general lower bounds

A typical image restoration model posits that, starting from a true image $f = f(x,y)$, we observe $$\tilde f = f \star h + n$$ where $\star$ is convolution, $h$ is the point spread function (caused,...
• 1,059
238 views

### Proving the exponential decay of Green's function for the lattice $-\Delta+p$

The Green function $G(x,y) =G(x-y)$ of the discrete Klein-Gordon operator $-\Delta+p$ on $\mathbb{Z}^{d}$ is given by: \begin{eqnarray} G(x-y) = \int_{[-\pi,\pi]^{d}}\frac{d^{d}k}{(2\pi)^{d}}\frac{e^{...
• 1,275
1 vote