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Spectral methods are widely used to estimate eigenvectors of a low-rank signal matrix subject to noise. These methods use the leading eigenspace of an observed matrix to estimate this low-rank signal. Typically, the entrywise estimation…

Statistics Theory · Mathematics 2024-11-01 Hao Yan , Keith Levin

We study a class of real robust phase retrieval problems under a Gaussian assumption on the coding matrix when the received signal is sparsely corrupted by noise. The goal is to establish conditions on the sparsity under which the input…

Information Theory · Computer Science 2019-05-27 Aleksandr Aravkin , James Burke , Daiwei He

Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…

Methodology · Statistics 2013-10-22 Hua Zhou , Lexin Li

Sparse coding refers to the pursuit of the sparsest representation of a signal in a typically overcomplete dictionary. From a Bayesian perspective, sparse coding provides a Maximum a Posteriori (MAP) estimate of the unknown vector under a…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Dror Simon , Jeremias Sulam , Yaniv Romano , Yue M. Lu , Michael Elad

The performance of speech and events recognition systems significantly improved recently thanks to deep learning methods. However, some of these tasks remain challenging when algorithms are deployed on robots due to the unseen mechanical…

Audio and Speech Processing · Electrical Eng. & Systems 2023-03-08 Pierre-Olivier Lagacé , François Ferland , François Grondin

Spectral methods are popular in detecting global structures in the given data that can be represented as a matrix. However when the data matrix is sparse or noisy, classic spectral methods usually fail to work, due to localization of…

Machine Learning · Statistics 2016-09-12 Pan Zhang

Understanding the distributions of spectral estimators in low-rank random matrix models, also known as signal-plus-noise matrix models, is fundamentally important in various statistical learning problems, including network analysis, matrix…

Statistics Theory · Mathematics 2024-03-15 Fangzheng Xie , Yichi Zhang

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

Information Theory · Computer Science 2012-04-04 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

This paper proposes a novel, highly effective spectrum sensing algorithm for cognitive radio and whitespace applications. The proposed spectral covariance sensing (SCS) algorithm exploits the different statistical correlations of the…

Networking and Internet Architecture · Computer Science 2010-05-07 Jaeweon Kim , Jeffrey G. Andrews

The problem of compressing a real-valued sparse source using compressive sensing techniques is studied. The rate distortion optimality of a coding scheme in which compressively sensed signals are quantized and then reconstructed is…

Information Theory · Computer Science 2010-11-09 Rajiv Soundararajan , Sriram Vishwanath

How to efficiently utilize the temporal features is crucial, yet challenging, for video restoration. The temporal features usually contain various noisy and uncorrelated information, and they may interfere with the restoration of the…

Computer Vision and Pattern Recognition · Computer Science 2022-04-12 Cong Huang , Jiahao Li , Bin Li , Dong Liu , Yan Lu

Estimation of covariance matrices is a fundamental problem in multivariate statistics. Recently, growing efforts have focused on incorporating covariate effects into these matrices, facilitating subject-specific estimation. Despite these…

Methodology · Statistics 2026-04-10 Rakheon Kim , Emma Jingfei Zhang

We seek to improve estimates of the power spectrum covariance matrix from a limited number of simulations by employing a novel statistical technique known as shrinkage estimation. The shrinkage technique optimally combines an empirical…

Astrophysics · Physics 2009-11-13 Adrian C. Pope , István Szapudi

Covariance estimation is a central problem in statistics. An important issue is that there are rarely enough samples $n$ to accurately estimate the $p (p+1) / 2$ coefficients in dimension $p$. Parsimonious covariance models are therefore…

Methodology · Statistics 2025-07-14 Tom Szwagier , Guillaume Olikier , Xavier Pennec

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

Machine Learning · Computer Science 2021-01-14 Tsimboy Olga , Yermek Kapushev , Evgeny Burnaev , Ivan Oseledets

Motivated by applications in unsourced random access, this paper develops a novel scheme for the problem of compressed sensing of binary signals. In this problem, the goal is to design a sensing matrix $A$ and a recovery algorithm, such…

Information Theory · Computer Science 2021-09-21 Elad Romanov , Or Ordentlich

We propose a new technique for adaptive identification of sparse systems based on the compressed sensing (CS) theory. We manipulate the transmitted pilot (input signal) and the received signal such that the weights of adaptive filter…

Information Theory · Computer Science 2012-04-05 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

To address the high communication costs of distributed machine learning, a large body of work has been devoted in recent years to designing various compression strategies, such as sparsification and quantization, and optimization algorithms…

Machine Learning · Computer Science 2022-10-14 Bokun Wang , Mher Safaryan , Peter Richtárik

Let a measurement consist of a linear combination of damped complex exponential modes, plus noise. The problem is to estimate the parameters of these modes, as in line spectrum estimation, vibration analysis, speech processing, system…

Information Theory · Computer Science 2016-05-04 Pooria Pakrooh , Louis L. Scharf , Ali Pezeshki

In recent years, identification of nonlinear dynamical systems from data has become increasingly popular. Sparse regression approaches, such as Sparse Identification of Nonlinear Dynamics (SINDy), fostered the development of novel governing…

Machine Learning · Statistics 2022-03-21 Alexandre Cortiella , Kwang-Chun Park , Alireza Doostan