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

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