38 citations · 195 across the 35 of their papers we have counts for
5 papers · 1 filter
On the Information-theoretic Limits of Graphical Model Selection for Gaussian Time Series
Gabor Hannak, Alexander Jung, Norbert Goertz
We consider the problem of inferring the conditional independence graph (CIG) of a multivariate stationary dicrete-time Gaussian random process based on a finite length observation…
An RKHS Approach to Estimation with Sparsity Constraints
Alexander Jung
The investigation of the effects of sparsity or sparsity constraints in signal processing problems has received considerable attention recently. Sparsity constraints refer to the a…
The RKHS Approach to Minimum Variance Estimation Revisited: Variance Bounds, Sufficient Statistics, and Exponential Families
Alexander Jung, Sebastian Schmutzhard, Franz Hlawatsch
The mathematical theory of reproducing kernel Hilbert spaces (RKHS) provides powerful tools for minimum variance estimation (MVE) problems. Here, we extend the classical RKHS based…
A Lower Bound on the Estimator Variance for the Sparse Linear Model
Sebastian Schmutzhard, Alexander Jung, Franz Hlawatsch +2
We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the…
Unbiased Estimation of a Sparse Vector in White Gaussian Noise
Alexander Jung, Zvika Ben-Haim, Franz Hlawatsch +1
We consider unbiased estimation of a sparse nonrandom vector corrupted by additive white Gaussian noise. We show that while there are infinitely many unbiased estimators for this p…