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We study general singular value shrinkage estimators in high-dimensional regression and classification, when the number of features and the sample size both grow proportionally to infinity. We allow models with general covariance matrices…
Magnetic resonance imaging (MRI) has greatly advanced neuroscience research and clinical diagnostics. However, imaging data collected across different scanners, acquisition protocols, or imaging sites often exhibit substantial…
Using eigenmode expansion of the Mark-3 and SFI surveys of cosmological radial velocities a goodness-of-fit analysis is applied on a mode-by-mode basis. This differential analysis complements theBayesian maximum likelihood analysis that…
We advocate a numerically reliable and accurate approach for practical parameter identifiability analysis: Applying column subset selection (CSS) to the sensitivity matrix, instead of computing an eigenvalue decomposition of the Fischer…
The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…
\textbf{Purpose:} Amplitude analysis is a pivotal tool in hadron spectroscopy, fundamentally involving a series of likelihood fits to multi-dimensional experimental distributions. While robust goodness-of-fit tests exist for low-dimensional…
Explicitly or implicitly, most of dimensionality reduction methods need to determine which samples are neighbors and the similarity between the neighbors in the original highdimensional space. The projection matrix is then learned on the…
Performing effective preference-based data retrieval requires detailed and preferentially meaningful structurized information about the current user as well as the items under consideration. A common problem is that representations of items…
We present a novel technique to overcome the limitations of the applicability of Principal Component Analysis to typical real-life data sets, especially astronomical spectra. Our new approach addresses the issues of outliers, missing…
We present a mathematically justifiable, computationally simple, sample eigenvalue based procedure for estimating the number of high-dimensional signals in white noise using relatively few samples. The main motivation for considering a…
Principal component analysis is a useful dimension reduction and data visualization method. However, in high dimension, low sample size asymptotic contexts, where the sample size is fixed and the dimension goes to infinity,a paradox has…
We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…
Optical readout in low-light imaging is fundamentally limited by measurement noise, including photon shot noise, detector noise, and quantization error. In this regime, downstream inference depends not only on the optical front end, but…
It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust…
The objective of goodness-of-fit testing is to assess whether a dataset of observations is likely to have been drawn from a candidate probability distribution. This paper presents a rank-based family of goodness-of-fit tests that is…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
Cooperative spectrum sensing based on the limiting eigenvalue ratio of the covariance matrix offers superior detection performance and overcomes the noise uncertainty problem. While an exact expression exists, it is complex and multiple…
Magnetic resonance (MR) imaging is commonly used in the clinical setting to non-invasively monitor the body. There exists a large variability in MR imaging due to differences in scanner hardware, software, and protocol design. Ideally, a…
Autoencoders have been widely used for dimensional reduction and feature extraction. Various types of autoencoders have been proposed by introducing regularization terms. Most of these regularizations improve representation learning by…
Reduced density matrices (RDMs) are fundamental in quantum information processing, allowing the computation of local observables, such as energy and correlation functions, without the exponential complexity of fully characterizing quantum…