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In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…

Statistics Theory · Mathematics 2022-04-01 Fangzheng Xie , Dingbo Wu

Both sampling a time-varying signal, and its spectral analysis are activities subjected to theoretically compelling, such as Shannon's theorem and the objectively limiting of the frequency's resolution. Usually, the signals' spectra are…

Numerical Analysis · Computer Science 2015-05-25 Cezar Doca , Constantin Paunoiu

Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…

Methodology · Statistics 2022-01-24 Hua Yun Chen

We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…

Statistics Theory · Mathematics 2020-07-20 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

To recover a low rank structure from a noisy matrix, truncated singular value decomposition has been extensively used and studied. Recent studies suggested that the signal can be better estimated by shrinking the singular values. We pursue…

Methodology · Statistics 2014-11-25 Julie Josse , Sylvain Sardy

Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…

Numerical Analysis · Mathematics 2022-04-11 Kai Diethelm

In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…

Methodology · Statistics 2015-05-14 L. Chaâri , J. -C. Pesquet , J. -Y. Tourneret , Ph. Ciuciu , A. Benazza-Benyahia

We study the problem of multi-compression and reconstructing a stochastic signal observed by several independent sensors (or compressors) that transmit compressed information to a fusion center. { The key aspect of this problem is to find…

Information Theory · Computer Science 2021-11-08 Pablo Soto-Quiros , Anatoli Torokhti , Stanley J. Miklavcic

Disentangling and recovering physical attributes, such as shape and material, from a few waveform examples is a challenging inverse problem in audio signal processing, with numerous applications in musical acoustics as well as structural…

Sound · Computer Science 2020-07-21 Han Han , Vincent Lostanlen

In this paper, the problem of reconstruction of signals in mixed Lebesgue spaces from their random average samples has been studied. Probabilistic sampling inequalities for certain subsets of shift-invariant spaces have been derived. It is…

Functional Analysis · Mathematics 2021-11-30 Ankush Kumar Garg , S. Arati , P. Devaraj

This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…

Machine Learning · Statistics 2021-11-05 Hanie Barghi , Amir Najafi , Seyed Abolfazl Motahari

Latent variable models have been widely applied in different fields of research in which the constructs of interest are not directly observable, so that one or more latent variables are required to reduce the complexity of the data. In…

Statistics Theory · Mathematics 2014-07-07 Silvia Bianconcini

We address the denoising of images contaminated with multiplicative noise, e.g. speckle noise. Classical ways to solve such problems are filtering, statistical (Bayesian) methods, variational methods, and methods that convert the…

Optimization and Control · Mathematics 2008-12-10 Sylvain Durand , Jalal Fadili , Mila Nikolova

Generalization theory has been established for sparse deep neural networks under high-dimensional regime. Beyond generalization, parameter estimation is also important since it is crucial for variable selection and interpretability of deep…

Machine Learning · Statistics 2024-06-27 Dongya Wu , Xin Li

The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…

Artificial Intelligence · Computer Science 2012-06-18 Ydo Wexler , Christopher Meek

Diffusion models (DMs) have recently emerged as SoTA tools for generative modeling in various domains. Standard DMs can be viewed as an instantiation of hierarchical variational autoencoders (VAEs) where the latent variables are inferred…

Computer Vision and Pattern Recognition · Computer Science 2022-10-12 Jiatao Gu , Shuangfei Zhai , Yizhe Zhang , Miguel Angel Bautista , Josh Susskind

The properties of the Gabor and Morlet transforms are examined with respect to the Fourier analysis of discretely sampled data. Forward and inverse transform pairs based on a fixed window with uniform sampling of the frequency axis can…

Data Analysis, Statistics and Probability · Physics 2013-07-23 Robert W. Johnson

Signal amplitude estimation and detection from unlabeled quantized binary samples are studied, assuming that the order of the time indexes is completely unknown. First, maximum likelihood (ML) estimators are utilized to estimate both the…

Information Theory · Computer Science 2018-08-15 Guanyu Wang , Jiang Zhu , Rick S. Blum , Peter Willett , Stefano Marano , Vincenzo Matta , Paolo Braca

We propose a nonparametric method to explicitly model and represent the derivatives of smooth underlying trajectories for longitudinal data. This representation is based on a direct Karhunen--Lo\`eve expansion of the unobserved derivatives…

Methodology · Statistics 2017-07-17 Xiongtao Dai , Hans-Georg Müller , Wenwen Tao

The aim of this paper is to introduce the Lempel-Ziv permutation complexity vs permutation entropy plane as a tool to analyze time series of different nature. This two quantities make use of the Bandt and Pompe representation to quantify…

Information Theory · Computer Science 2017-07-18 Diego M. Mateos , Steeve Zozor , Felipe Olivarez