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We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the sense that most of its parameters are zero but some are not. We use the SCAD penalty function, which provides model selection…

Econometrics · Economics 2024-02-23 Joel L. Horowitz , Ahnaf Rafi

This is a systematic investigation into the sensitivity of low-rank approximations of real matrices. We show that the low-rank approximation errors, in the two-norm, Frobenius norm and more generally, any Schatten p-norm, are insensitive to…

Numerical Analysis · Mathematics 2018-01-03 Petros Drineas , Ilse C. F. Ipsen

We consider the problem of estimating the frequency components of a mixture of s complex sinusoids from a random subset of n regularly spaced samples. Unlike previous work in compressed sensing, the frequencies are not assumed to lie on a…

Information Theory · Computer Science 2013-07-12 Gongguo Tang , Badri Narayan Bhaskar , Parikshit Shah , Benjamin Recht

A wide range of problems in computational science and engineering require estimation of sparse eigenvectors for high dimensional systems. Here, we propose two variants of the Truncated Orthogonal Iteration to compute multiple leading…

Numerical Analysis · Mathematics 2021-03-26 Hexuan Liu , Aleksandr Aravkin

A general approach to selective inference is considered for hypothesis testing of the null hypothesis represented as an arbitrary shaped region in the parameter space of multivariate normal model. This approach is useful for hierarchical…

Statistics Theory · Mathematics 2018-03-28 Yoshikazu Terada , Hidetoshi Shimodaira

We consider an open (scattering) quantum system under the action of a perturbation of its closed counterpart. It is demonstrated that the resulting shift of resonance widths is a sensitive indicator of the non-orthogonality of resonance…

Mesoscale and Nanoscale Physics · Physics 2012-05-04 Y. V. Fyodorov , D. V. Savin

Randomized algorithms are used in many state-of-the-art solvers for constraint satisfaction problems (CSP) and Boolean satisfiability (SAT) problems. For many of these problems, there is no single solver which will dominate others. Having…

Machine Learning · Computer Science 2021-06-25 Jake Tuero , Michael Buro

The random access problem for compressed strings is to build a data structure that efficiently supports accessing the character in position $i$ of a string given in compressed form. Given a grammar of size $n$ compressing a string of size…

Data Structures and Algorithms · Computer Science 2015-01-27 Patrick Hagge Cording

Given a real symmetric positive semi-definite matrix E, and an approximation S that is a sum of n independent matrix-valued random variables, we present bounds on the relative error in S due to randomization. The bounds do not depend on the…

Numerical Analysis · Mathematics 2018-01-03 John T. Holodnak , Ilse C. F. Ipsen , Ralph C. Smith

We address the exact recovery of the support of a k-sparse vector with Orthogonal Matching Pursuit (OMP) and Orthogonal Least Squares (OLS) in a noiseless setting. We consider the scenario where OMP/OLS have selected good atoms during the…

Information Theory · Computer Science 2012-12-03 Cedric Herzet , Charles Soussen , Jerome Idier , Remi Gribonval

While any symmetric and positive semidefinite mapping can be the non-centered covariance of a Gaussian random field, it is known that these conditions are no longer sufficient when the random field is valued in a two-point set. The question…

Probability · Mathematics 2026-02-04 Xavier Emery , Christian Lantuéjoul

In order to test if an unknown matrix has a given rank (null hypothesis), we consider the family of statistics that are minimum squared distances between an estimator and the manifold of fixed-rank matrix. Under the null hypothesis, every…

Statistics Theory · Mathematics 2013-01-09 François Portier , Bernard Delyon

Out-of-time-order correlators (OTOC), vigorously being explored as a measure of quantum chaos and information scrambling, is studied here in the natural and simplest multi-particle context of bipartite systems. We show that two strongly…

Quantum Physics · Physics 2020-03-18 Ravi Prakash , Arul Lakshminarayan

Breaking of equivalence between the microcanonical ensemble and the canonical ensemble, describing a large system subject to hard and soft constraints, respectively, was recently shown to occur in large random graphs. Hard constraints must…

Probability · Mathematics 2017-06-06 Diego Garlaschelli , Frank den Hollander , Andrea Roccaverde

Standard randomized benchmarking protocols entail sampling from a unitary 2 design, which is not always practical. In this article we examine randomized benchmarking protocols based on subgroups of the Clifford group that are not unitary 2…

Quantum Physics · Physics 2018-06-20 Winton G. Brown , Bryan Eastin

We obtain a lower bound on the sum of two orthogonal spin component variances in a plane. This gives a novel planar uncertainty relation which holds even when the Heisenberg relation is not useful. We investigate the asymptotic, large $J$…

Quantum Physics · Physics 2014-05-09 Q. Y. He , Shi-Guo Peng , P. D. Drummond , M. D. Reid

We examine the problem of exhibiting Bell nonlocality for a two-qudit entangled pure state using a randomly chosen set of mutually unbiased bases (MUBs). Interestingly, even if we employ only two-setting Bell inequalities, we find a…

Quantum Physics · Physics 2022-07-19 Gelo Noel M. Tabia , Varun Satya Raj Bavana , Shih-Xian Yang , Yeong-Cherng Liang

Deep learning has shown strong potential for scientific discovery, but its ability to model macroscopic rigid-body kinematic constraints remains underexplored. We study this problem on spatial over-constrained mechanisms and propose…

Robotics · Computer Science 2026-04-03 Haoyu Sun , Meng Zhao , Tianhao Wang , Jianxu Wu

We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random. These matrices have a one-to-one correspondence with the adjacency…

Information Theory · Computer Science 2013-07-25 Bubacarr Bah , Jared Tanner

In this paper, the problem of one-bit compressed sensing (OBCS) is formulated as a problem in probably approximately correct (PAC) learning. It is shown that the Vapnik-Chervonenkis (VC-) dimension of the set of half-spaces in…

Machine Learning · Statistics 2017-10-24 Mehmet Eren Ahsen , Mathukumalli Vidyasagar
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