Partially-observed Boolean dynamical systems (POBDS) are large and complex dynamical systems capable of being monitored through various sensors. However, time, storage, and economical constraints may impede the use of all sensors for estimation purposes. Thus, developing a procedure for selecting a subset of sensors is essential. The optimal minimum mean-square error (MMSE) POBDS state estimator is the Boolean Kalman Filter (BKF) and Smoother (BKS). Naturally, the performance of these estimators strongly depends on the choice of sensors. Given a finite subsets of sensors, for a POBDS with a finite observation space, we introduce the optimal procedure to select the best subset which leads to the smallest expected mean-square error (MSE) of the BKF over a finite horizon. The performance of the proposed sensor selection methodology is demonstrated by numerical experiments with a p53-MDM2 negative-feedback loop gene regulatory network observed through Bernoulli noise.
more »
« less
An Estimation and Analysis Framework for the Rasch Model
The Rasch model is widely used for item response analysis in applications ranging from recommender systems to psychology, education, and finance. While a number of estimators have been proposed for the Rasch model over the last decades, the associated analytical performance guarantees are mostly asymptotic. This paper provides a framework that relies on a novel linear minimum mean-squared error (L-MMSE) estimator which enables an exact, nonasymptotic, and closed-form analysis of the parameter estimation error under the Rasch model. The proposed framework provides guidelines on the number of items and responses required to attain low estimation errors in tests or surveys. We furthermore demonstrate its efficacy on a number of real-world collaborative filtering datasets, which reveals that the proposed L-MMSE estimator performs on par with state-of-the-art nonlinear estimators in terms of predictive performance.
more »
« less
- Award ID(s):
- 1652065
- NSF-PAR ID:
- 10082581
- Date Published:
- Journal Name:
- Proceedings of the 35th International Conference on Machine Learning
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Monitoring of a linear diffusive network dynamics that is subject to a stationary stochastic input is considered, from a graph-theoretic perspective. Specifically, the performance of minimum mean square error (MMSE) estimators of the stochastic input and network state, based on remote noisy measurements, is studied. Using a graph-theoretic characterization of frequency responses in the diffusive network model, we show that the performance of an off-line (noncausal) estimator exhibits an exact topological pattern, which is related to vertex cuts and paths in the network's graph. For on-line (causal) estimation, graph-theoretic results are obtained for the case where the measurement noise is small.more » « less
-
Baseband processing algorithms often require knowledge of the noise power, signal power, or signal-to-noise ratio (SNR). In practice, these parameters are typically unknown and must be estimated. Furthermore, the mean-square error (MSE) is a desirable metric to be minimized in a variety of estimation and signal recovery algorithms. However, the MSE cannot directly be used as it depends on the true signal that is generally unknown to the estimator. In this paper, we propose novel blind estimators for the average noise power, average receive signal power, SNR, and MSE. The proposed estimators can be computed at low complexity and solely rely on the large-dimensional and sparse nature of the processed data. Our estimators can be used (i) to quickly track some of the key system parameters while avoiding additional pilot overhead, (ii) to design low-complexity nonparametric algorithms that require such quantities, and (iii) to accelerate more sophisticated estimation or recovery algorithms. We conduct a theoretical analysis of the proposed estimators for a Bernoulli complex Gaussian (BCG) prior, and we demonstrate their efficacy via synthetic experiments. We also provide three application examples that deviate from the BCG prior in millimeter-wave multi-antenna and cell-free wireless systems for which we develop nonparametric denoising algorithms that improve channel-estimation accuracy with a performance comparable to denoisers that assume perfect knowledge of the system parameters.more » « less
-
more » « less
Summary We study the heteroscedastic partially linear single-index model with an unspecified error variance function, which allows for high dimensional covariates in both the linear and the single-index components of the mean function. We propose a class of consistent estimators of the parameters by using a proper weighting strategy. An interesting finding is that the linearity condition which is widely assumed in the dimension reduction literature is not necessary for methodological or theoretical development: it contributes only to the simplification of non-optimal consistent estimation. We also find that the performance of the usual weighted least square type of estimators deteriorates when the non-parametric component is badly estimated. However, estimators in our family automatically provide protection against such deterioration, in that the consistency can be achieved even if the baseline non-parametric function is completely misspecified. We further show that the most efficient estimator is a member of this family and can be easily obtained by using non-parametric estimation. Properties of the estimators proposed are presented through theoretical illustration and numerical simulations. An example on gender discrimination is used to demonstrate and to compare the practical performance of the estimators.
-
This paper deals with linear equalization in massive multi-user multiple-input multiple-output (MU-MIMO) wireless systems. We first provide simple conditions on the antenna configuration for which the well-known linear minimum mean-square error (L-MMSE) equalizer provides near-optimal spectral efficiency, and we analyze its performance in the presence of parameter mismatches in the signal and/or noise powers. We then propose a novel, optimally-tuned NOnParametric Equalizer (NOPE) for massive MU-MIMO systems, which avoids knowledge of the transmit signal and noise powers altogether. We show that NOPE achieves the same performance as that of the L-MMSE equalizer in the large-antenna limit, and we demonstrate its efficacy in realistic, finite-dimensional systems. From a practical perspective, NOPE is computationally efficient and avoids dedicated training that is typically required for parameter estimation.more » « less
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Conference Paper:
- The DOI is not currently available.
