Related papers: Strongly Consistent Model Order Selection for Esti…
We study the problem of parameter estimation for time-series possessing two, widely separated, characteristic time scales. The aim is to understand situations where it is desirable to fit a homogenized singlescale model to such multiscale…
Consider linear regression where the examples are generated by an unknown distribution on $R^d\times R$. Without any assumptions on the noise, the linear least squares solution for any i.i.d. sample will typically be biased w.r.t. the least…
This paper offers a new approach to address the model uncertainty in (potentially) divergent-dimensional single-index models (SIMs). We propose a model-averaging estimator based on cross-validation, which allows the dimension of covariates…
We consider rank-one symmetric tensor estimation when the tensor is corrupted by Gaussian noise and the spike forming the tensor is a structured signal coming from a generalized linear model. The latter is a mathematically tractable model…
We consider the problem of estimating the parameters of a linear univariate autoregressive model with sub-Gaussian innovations from a limited sequence of consecutive observations. Assuming that the parameters are compressible, we analyze…
The problem of recovering a structured signal from its linear measurements in the presence of speckle noise is studied. This problem appears in many imaging systems such as synthetic aperture radar and optical coherence tomography. The…
We consider the two-line fitting problem. True points lie on two straight lines and are observed with Gaussian perturbations. For each observed point, it is not known on which line the corresponding true point lies. The parameters of the…
Subsampling methods have been recently proposed to speed up least squares estimation in large scale settings. However, these algorithms are typically not robust to outliers or corruptions in the observed covariates. The concept of influence…
Signal detection in colored noise with an unknown covariance matrix has a myriad of applications in diverse scientific/engineering fields. The test statistic is the largest generalized eigenvalue (l.g.e.) of the whitened sample covariance…
We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…
In this paper, the estimation of parameters in the harmonic regression with cyclically dependent errors is addressed. Asymptotic properties of the least-squares estimates are analyzed by simulation experiments. By numerical simulation, we…
We consider an unsupervised bilevel optimization strategy for learning regularization parameters in the context of imaging inverse problems in the presence of additive white Gaussian noise. Compared to supervised and semi-supervised metrics…
We study the following basic machine learning task: Given a fixed set of $d$-dimensional input points for a linear regression problem, we wish to predict a hidden response value for each of the points. We can only afford to attain the…
The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…
Under distribution uncertainty, on the basis of discrete data we investigate the consistency of the least squares estimator (LSE) of the parameter for the stochastic differential equation (SDE) where the noise are characterized by…
We consider the problem of recursively and causally reconstructing time sequences of sparse signals (with unknown and time-varying sparsity patterns) from a limited number of noisy linear measurements. The sparsity pattern is assumed to…
In this paper, we study the issue of estimating a structured signal $x_0 \in \mathbb{R}^n$ from non-linear and noisy Gaussian observations. Supposing that $x_0$ is contained in a certain convex subset $K \subset \mathbb{R}^n$, we prove that…
In this paper, we propose deep partial least squares for the estimation of high-dimensional nonlinear instrumental variable regression. As a precursor to a flexible deep neural network architecture, our methodology uses partial least…
The problem of direction-of-arrival (DOA) estimation in the presence of nonuniform sensor noise is considered and a novel algorithm is developed. The algorithm consists of three phases. First, the diagonal nonuniform sensor noise covariance…
Superresolution theory and techniques seek to recover signals from samples in the presence of blur and noise. Discrete image registration can be an approach to fuse information from different sets of samples of the same signal. Quantization…