5 accepted papers
This paper explores the problem of estimating a temporal series measured from multiple independent sensors with unequal and stationary measurement errors with unknown variances. By formulating the data fusion problem as a joint Maximum Likelihood estimation of sensor covariances and a fusion rule, a…
This article explores U-Statistics as a tool for testing conditional correlation between two multivariate sources with respect to a potential confounder. The proposed approach is effectively an instance of weighted U-Statistics and does not impose any statistical model on the processed data, in cont…
In this paper, we consider the problem of estimating and tracking an R-dimensional subspace with relevant information embedded in an N-dimensional ambient space, given that N>>R. We focus on a formulation of the signal subspace that interprets the problem as a least squares optimization. The approac…
We study the problem of estimating the overall mutual information in M independent parallel discrete-time memory-less Gaussian channels from N independent data sample pairs per channel (inputs and outputs). We focus on the case where the number of active channels L is sparse in comparison with the t…
Squared-loss mutual information (SMI) is a surrogate of Shannon mutual information that is more advantageous for estimation. On the other hand, the coherence matrix of a pair of random vectors, a power-normalized version of the sample cross-covariance matrix, is a well-known second-order statistic f…