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This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…

Statistics Theory · Mathematics 2019-09-24 Evgeny Pchelintsev , Serguei Pergamenshchikov

We revisit random search for stochastic optimization, where only noisy function evaluations are available. We show that the method works under weaker smoothness assumptions than previously considered, and that stronger assumptions enable…

Optimization and Control · Mathematics 2025-12-19 El Mahdi Chayti , Taha El Bakkali El Kadi , Omar Saadi , Martin Jaggi

A method is proposed to generate an optimal fit of a number of connected linear trend segments onto time-series data. To be able to efficiently handle many lines, the method employs a stochastic search procedure to determine optimal…

Quantitative Methods · Quantitative Biology 2017-04-11 Myrl G. Marmarelis

Reconstructing continuous signals from a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with 'simple' Fourier structure, such as bandlimited,…

Data Structures and Algorithms · Computer Science 2018-12-24 Haim Avron , Michael Kapralov , Cameron Musco , Christopher Musco , Ameya Velingker , Amir Zandieh

We propose a learning-based approach for estimating the spectrum of a multisinusoidal signal from a finite number of samples. A neural-network is trained to approximate the spectra of such signals on simulated data. The proposed methodology…

Machine Learning · Computer Science 2019-06-03 Gautier Izacard , Brett Bernstein , Carlos Fernandez-Granda

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linear estimators that achieve a risk within a constant factor of…

Statistics Theory · Mathematics 2017-06-05 Dmitry Ostrovsky , Zaid Harchaoui , Anatoli Juditsky , Arkadi Nemirovski

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this…

Machine Learning · Computer Science 2026-05-12 Johannes Teutsch , Oleksii Molodchyk , Marion Leibold , Timm Faulwasser , Armin Lederer

A host of problems involve the recovery of structured signals from a dimensionality reduced representation such as a random projection; examples include sparse signals (compressive sensing) and low-rank matrices (matrix completion). Given…

Information Theory · Computer Science 2012-05-22 Shirin Jalali , Arian Maleki , Richard Baraniuk

A signal recovery problem is considered, where the same binary testing problem is posed over multiple, independent data streams. The goal is to identify all signals, i.e., streams where the alternative hypothesis is correct, and noises,…

Methodology · Statistics 2022-11-08 Yiming Xing , Georgios Fellouris

The problem of estimating a complex measure made up by a linear combination of Dirac distributions centered on points of the complex plane from a finite number of its complex moments affected by additive i.i.d. Gaussian noise is considered.…

Statistics Theory · Mathematics 2012-05-03 Piero Barone

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…

Machine Learning · Computer Science 2022-02-11 Jiaming Liang , Yongxin Chen

In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

Inductive one-bit matrix completion is motivated by modern applications such as recommender systems, where new users would appear at test stage with the ratings consisting of only ones and no zeros. We propose a unified graph signal…

Machine Learning · Computer Science 2023-02-09 Chao Chen , Haoyu Geng , Gang Zeng , Zhaobing Han , Hua Chai , Xiaokang Yang , Junchi Yan

This paper presents a novel approach for estimating the modes of an observed non-stationary mixture signal. A link is first established between the short-time Fourier transform and the sparse sampling theory, where the observations are…

Numerical Analysis · Mathematics 2022-12-23 Quentin Legros , Dominique Fourer

Learning with label dependent label noise has been extensively explored in both theory and practice; however, dealing with instance (i.e., feature) and label dependent label noise continues to be a challenging task. The difficulty arises…

Machine Learning · Statistics 2023-06-07 Hyungki Im , Paul Grigas

This paper examines the problem of estimating the parameters of a bandlimited signal from samples corrupted by random jitter (timing noise) and additive iid Gaussian noise, where the signal lies in the span of a finite basis. For the…

Applications · Statistics 2015-03-24 Daniel S. Weller , Vivek K Goyal

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…

Molecular Networks · Quantitative Biology 2015-05-30 Neda Bostani , David A. Kessler , Nadav M. Shnerb , Wouter-Jan Rappel , Herbert Levine