Consistent Estimation of Conditional Cumulants in the Empirical Bayes Framework (Extended Abstract)
Document Type
Conference Proceeding
Publication Date
1-1-2022
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]. Given the conditional cumulant generating function
Identifier
85150204323 (Scopus)
ISBN
[9781665459068]
Publication Title
Conference Record Asilomar Conference on Signals Systems and Computers
External Full Text Location
https://doi.org/10.1109/IEEECONF56349.2022.10052066
ISSN
10586393
First Page
1036
Last Page
1037
Volume
2022-October
Grant
CCF-1908308
Fund Ref
National Science Foundation
Recommended Citation
Liu, Tang; Dytso, Alex; Poor, H. Vincent; and Shamai, Shlomo, "Consistent Estimation of Conditional Cumulants in the Empirical Bayes Framework (Extended Abstract)" (2022). Faculty Publications. 3493.
https://digitalcommons.njit.edu/fac_pubs/3493