Consistent Estimation of Conditional Cumulants in the Empirical Bayes Framework (Extended Abstract)

Tang Liu, Alex Dytso, H. Vincent Poor, Shlomo Shamai

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Consider a noisy observation Y=X+N where X is a random variable, and N is a Gaussian random variable with zero mean, variance s2, independent from X. The object of this work is to construct a consistent estimator for the conditional cumulants of the random variable X given the observation Y=y, in the empirical Bayes framework. Cu-mulants are important statistical quantities that provide useful alternatives to moments and have a variety of applications [1]-[4].

Original languageEnglish
Title of host publication56th Asilomar Conference on Signals, Systems and Computers, ACSSC 2022
EditorsMichael B. Matthews
Pages1036-1037
Number of pages2
ISBN (Electronic)9781665459068
DOIs
StatePublished - 2022
Event56th Asilomar Conference on Signals, Systems and Computers, ACSSC 2022 - Virtual, Online, United States
Duration: 31 Oct 20222 Nov 2022

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
Volume2022-October

Conference

Conference56th Asilomar Conference on Signals, Systems and Computers, ACSSC 2022
Country/TerritoryUnited States
CityVirtual, Online
Period31/10/222/11/22

All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Computer Networks and Communications

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