Estimating distributions varying in time in a universal manner
Date
2017Source Title
Proceedings of the IEEE 25th Signal Processing and Communications Applications Conference, SIU 2017
Publisher
IEEE
Language
Turkish
Type
Conference PaperItem Usage Stats
217
views
views
210
downloads
downloads
Abstract
We investigate the estimation of distributions with time-varying parameters. We introduce an algorithm that achieves the optimal negative likelihood performance against the true probability distribution. We achieve this optimum regret performance without any knowledge about the total change of the parameters of true distribution. Our results are guaranteed to hold in an individual sequence manner such that we have no assumptions on the underlying sequences. Apart from the regret bounds, through synthetic and real life experiments, we demonstrate substantial performance gains with respect to the state-of-the-art probability density estimation algorithms in the literature.
Keywords
Exponential familyIndividual sequence manner
Nonstationary source
Sequential density estimation
Probability density function
Density estimation
Estimation of distributions
Probability density estimation
Time varying parameter
Probability distributions
Permalink
http://hdl.handle.net/11693/37584Published Version (Please cite this version)
http://dx.doi.org/10.1109/SIU.2017.7960588Collections
Related items
Showing items related by title, author, creator and subject.
-
Time-delay estimation in multiple-input single-output systems
Koçak, Fatih; Gezici, Sinan (IEEE, 2010)In this paper, the time-delay estimation problem is studied for multiple-input single-output (MISO) systems. First, a theoretical analysis is carried out by deriving the Cramer-Rao lower bound (CRLB) for time-delay estimation ... -
On the interplay between channel sensing and estimation in cognitive radio systems
Gursoy, M.C.; Gezici, Sinan (IEEE, 2011)Cognitive radio transmissions in the presence of channel uncertainty are considered. In practical scenarios, cognitive secondary users need to perform both channel sensing in order to identify whether the channel is being ... -
Improved position estimation using hybrid TW-TOA and TDOA in cooperative networks
Gholami, M. R.; Gezici, Sinan; Ström, E. G. (Institute of Electrical and Electronics Engineers, 2012-04-13)This paper addresses the problem of positioning multiple target nodes in a cooperative wireless sensor network in the presence of unknown turn-around times. In this type of cooperative networks, two different reference ...