Bit Efficient Toeplitz Covariance Estimation
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Abstract (arXiv)
This paper addresses the challenge of Toeplitz covariance matrix estimation from partial entries of random quantized samples. To balance trade-offs among the number of samples, the number of entries observed per sample, and the data resolution, we propose a ruler-based quantized Toeplitz covariance estimator. We derive non-asymptotic error bounds and analyze the convergence rates of the proposed estimator. Our results show that the estimator is near-optimal and imply that reducing data resolution within a certain range has a limited impact on the estimation accuracy. Numerical experiments are provided that validate our theoretical findings and show effectiveness of the proposed estimator.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 18 of its 72 references that are in the map. First posted on arXiv 17 Dec 2024.
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18 of 72 references.
References · 18
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6 more
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