activity
20142021
most citedMaximum a Posteriori Estimators as a Limit of Bayes Estimators

108 citations · 118 across the 5 of their papers we have counts for

collaborators

8 papers

eess.SP2021

The Maximal Eigengap Estimator for Acoustic Vector-Sensor Processing

Robert Bassett, Jacob Foster, Kay L. Gemba +2

This paper introduces the maximal eigengap estimator for finding the direction of arrival of a wideband acoustic signal using a single vector-sensor. We show that in this setting n…

cs.CV2020★ 1 cited

Color and Edge-Aware Adversarial Image Perturbations

Robert Bassett, Mitchell Graves, Patrick Reilly

Adversarial perturbation of images, in which a source image is deliberately modified with the intent of causing a classifier to misclassify the image, provides important insight in…

math.OC2020

One-Step Estimation With Scaled Proximal Methods

Robert Bassett, Julio Deride

We study statistical estimators computed using iterative optimization methods that are not run until completion. Classical results on maximum likelihood estimators (MLEs) assert th…

stat.ME2018

Fused Density Estimation: Theory and Methods

Robert Bassett, James Sharpnack

In this paper we introduce a method for nonparametric density estimation on geometric networks. We define fused density estimators as solutions to a total variation regularized max…

math.ST2016★ 108 cited

Maximum a Posteriori Estimators as a Limit of Bayes Estimators

Robert Bassett, Julio Deride

Maximum a posteriori and Bayes estimators are two common methods of point estimation in Bayesian Statistics. It is commonly accepted that maximum a posteriori estimators are a limi…

math.OC2016

Log-Concave Duality in Estimation and Control

Robert Bassett, Michael Casey, Roger J-B Wets

In this paper we generalize the estimation-control duality that exists in the linear-quadratic-Gaussian setting. We extend this duality to maximum a posteriori estimation of the sy…

q-fin.PM2016

Multistage Portfolio Optimization: A Duality Result in Conic Market Models

Robert Bassett, Khoa Le

We prove a general duality result for multi-stage portfolio optimization problems in markets with proportional transaction costs. The financial market is described by Kabanov's mod…

math.MG2014★ 9 cited

A Quantitative Doignon-Bell-Scarf Theorem

Iskander Aliev, Robert Bassett, Jesus A. De Loera +1

The famous Doignon-Bell-Scarf Theorem is a Helly-type result about the existence of integer solutions on systems of linear inequalities. The purpose of this paper is to present the…