Three Easy Pieces in Statistical Signal Processing
I will describe some new results from estimation theory and networks dynamics. All the results are very simple and deal with very well known concepts in statistical signal processing. The first will be the non existence of unbiased estimators in many constrained estimation problems (joint work with Anelia Somekh-Baruch and Venkatesh Saligrama). The second will describe a novel herding phenomenon in consensus based on actions (joint work with Anna Scaglione). The last will be novel bounds on the performance of LS estimators with finitely many samples and non Gaussian noise. (Joint work with Michael Kricheli).