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Wavelets and the theory of non-parametric function estimation
Pinsker’s theorem sparsity statistical decision problem
2015/8/20
Non-parametric function estimation aims to estimate or recover or denoise a function
of interest, perhaps a signal, spectrum or image, that is observed in noise and possibly
indirectly after some tr...
An ADMM algorithm for a class of total variation regularized estimation problems
Signal processing algorithms stochastic parameters parameter estimation convex optimization and regularization
2015/8/7
We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that ...
Empirical estimation of entropy functionals with confidence
Empirical estimation of entropy functionals confidence
2011/2/23
Nonparametric estimation of functionals of density from nite number of samples is an important tool in domains such as statistics, signal processing and machine learning.While several estimators have...