Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: VAR estimators using binary measurements   In this paper, two novel algorithms to estimate a Gaussian Vector
Autoregressive (VAR) model from 1-bit measurements are introduced. They are
based on the Yule-Walker scheme modified to account for quantisation. The
scalar case has been studied before. The main difficulty when going from the
scalar to the vector case is how to estimate the ratios of the variances of
pairwise components of the VAR model. The first method overcomes this
difficulty by requiring the quantisation to be non-symmetric: each component of
the VAR model output is replaced by a binary "zero" or a binary "one" depending
on whether its value is greater than a strictly positive threshold. Different
components of the VAR model can have different thresholds. As the choice of
these thresholds has a strong influence on the performance, this first method
is best suited for applications where the variance of each time series is
approximately known prior to choosing the corresponding threshold. The second
method relies instead on symmetric quantisations of not only each component of
the VAR model but also on the pairwise differences of the components. These
additional measurements are equivalent to a ranking of the instantaneous VAR
model output, from the smallest component to the largest component. This avoids
the need for choosing thresholds but requires additional hardware for
quantising the components in pairs. Numerical simulations show the efficiency
of both schemes.

34
The categories of this paper are: chem-ph
14
The categories of this paper are: math-ph
10
The categories of this paper are: q-bio
27
The categories of this paper are: comp-gas
4
The categories of this paper are: cond-mat
21
The categories of this paper are: adap-org
35
The categories of this paper are: mtrl-th
22
The categories of this paper are: chao-dyn
33
The categories of this paper are: plasm-ph
30
The categories of this paper are: q-alg
1
The categories of this paper are: cs
15
The categories of this paper are: nucl-ex
7
The categories of this paper are: hep-th
13
The categories of this paper are: quant-ph
9
The categories of this paper are: nlin
12
The categories of this paper are: nucl-th