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Maximum likelihood estimation of a nonparametric signal in white noise by optimal control
Nonparametric signal in white noise Maximum likelihood Smoothness classes Extremal problems Optimal control Iterative solution
2015/8/25
We study extremal problems related to nonparametric maximum likelihood estimation (MLE) of a signal in white noise.The aim is to reduce these to standard problems of optimal control which can be solve...
Adaptive Sensing Performance Lower Bounds for Sparse Signal Estimation and Testing
adaptive sensing minimax lower bounds sequential experimental design sparsity-based models
2012/6/19
This paper gives a precise characterization of the fundamental limits of adaptive sensing for diverse estimation and testing problems concerning sparse signals. We consider in particular the setting i...