Title
On Estimation under Noisy Order Statistics
Abstract
This paper presents an estimation framework to assess the performance of the sorting function over data that is perturbed. In particular, the performance is measured in terms of the Minimum Mean Square Error (MMSE) between the values of the sorting function computed on the data without perturbation and the estimate that uses the sorting function applied to the perturbed data. It is first shown that, under certain conditions satisfied by the practically relevant Gaussian noise perturbation, the optimal estimator can be expressed as a linear combination of estimators on the unsorted data. Then, a suboptimal estimator is proposed, and its performance is evaluated and compared to the optimal estimator. Finally, a lower bound on the desired MMSE is derived when data is i.i.d. and has a Gaussian distribution. This is accomplished by solving a new problem that consists of estimating the norm of an unsorted vector from a noisy observation of it.
Year
DOI
Venue
2019
10.1109/ISIT.2019.8849813
2019 IEEE International Symposium on Information Theory (ISIT)
Keywords
Field
DocType
Gaussian noise perturbation,MMSE,perturbed data,Minimum Mean Square Error,sorting function,estimation framework,noisy order statistics,suboptimal estimator,unsorted data,optimal estimator
Applied mathematics,Linear combination,Mathematical optimization,Upper and lower bounds,Minimum mean square error,Sorting,Order statistic,Gaussian noise,Mathematics,Perturbation (astronomy),Estimator
Journal
Volume
ISSN
ISBN
abs/1901.06294
2157-8095
978-1-5386-9292-9
Citations 
PageRank 
References 
0
0.34
0
Authors
4
Name
Order
Citations
PageRank
Alex Dytso14520.03
Martina Cardone24718.36
Mishfad S. Veedu300.34
H. V. Poor4254111951.66