APPENDIX: Lost Relatives of the Gumbel Trick Here we provide proofs for the results stated in the main text, together with additional supporting lemmas required for these proofs. A. Comparison of Gumbel and Exponential tricks In Section 2.3.1 we analyzed the asymptotic efficiency of different estimators of Z by measuring their asymptotic variance. (As all our estimators in the full-rank perturb...

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When selecting a filter for an application, it is often essential to know the behaviour of the filter in presence of contamination. This robustness of a filter is traditionally explored by means of influence function (IF) and change-of-variance function (CVF). However, as these are asymptotic measures there is uncertainty of the applicability of the obtained results to the finite length filters...

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