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A common way of studying the relationship between neural activity and behavior is through the analysis of neuronal spike trains that are recorded using one or more electrodes implanted in the brain. Each spike train typically contains…

Applications · Statistics 2011-04-15 Mengxin Li , Wei-Liem Loh

We consider a dynamical system with small noise for which the drift is parametrized by a finite dimensional parameter. For this model we consider minimum distance estimation from continuous time observations under $l^p$-penalty imposed on…

Statistics Theory · Mathematics 2018-03-16 Alessandro De Gregorio , Stefano Iacus

We consider a collection of independent random variables that are identically distributed, except for a small subset which follows a different, anomalous distribution. We study the problem of detecting which random variables in the…

Information Theory · Computer Science 2018-06-21 Natalie Durgin , Rachel Grotheer , Chenxi Huang , Shuang Li , Anna Ma , Deanna Needell , Jing Qin

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…

Information Theory · Computer Science 2019-05-15 Ali Bereyhi , Saba Asaad , Bernhard Gäde , Ralf R. Müller

The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…

Information Theory · Computer Science 2022-05-12 Emanuele Grossi , Marco Lops

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…

Information Theory · Computer Science 2021-08-03 Wenda Zhou , Shirin Jalali , Arian Maleki

Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear…

Statistics Theory · Mathematics 2023-03-23 Reese Pathak , Martin J. Wainwright , Lin Xiao

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…

Information Theory · Computer Science 2017-01-31 Maxime Ferreira Da Costa , Wei Dai

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

We study the problem of exact support recovery based on noisy observations and present Refined Least Squares (RLS). Given a set of noisy measurement $$ \myvec{y} = \myvec{X}\myvec{\theta}^* + \myvec{\omega},$$ and $\myvec{X} \in…

Statistics Theory · Mathematics 2021-03-22 Ofir Lindenbaum , Stefan Steinerberger

A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…

Machine Learning · Computer Science 2018-08-23 Katsuyuki Hagiwara

Building upon score-based learning, new interest in stochastic localization techniques has recently emerged. In these models, one seeks to noise a sample from the data distribution through a stochastic process, called observation process,…

Machine Learning · Statistics 2026-02-24 Louis Grenioux , Maxence Noble , Marylou Gabrié , Alain Oliviero Durmus

We study the problem of recovering the underlining sparse signals from clean or noisy phaseless measurements. Due to the sparse prior of signals, we adopt an L0regularized variational model to ensure only a small number of nonzero elements…

Optimization and Control · Mathematics 2016-12-09 Yuping Duan , Chunlin Wu , Zhi-Feng Pang , Huibin Chang

Assuming stationarity is unrealistic in many time series applications. A more realistic alternative is to allow for piecewise stationarity, where the model is allowed to change at given time points. In this article, the problem of detecting…

Methodology · Statistics 2017-08-10 Abolfazl Safikhani , Ali Shojaie

This article aims to provide a comprehensive overview of sparse optimization, with a focus on both sparse signal recovery and sparse regularization techniques. We will begin by exploring the foundations of sparse optimization, delving into…

History and Overview · Mathematics 2026-01-13 Jun Lu

In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO)…

Information Theory · Computer Science 2014-10-30 Chao-Kai Wen , Jun Zhang , Kai-Kit Wong , Jung-Chieh Chen , Chau Yuen

Measures of spike train synchrony have become important tools in both experimental and theoretical neuroscience. Three time-resolved measures called the ISI-distance, the SPIKE-distance, and SPIKE-synchronization have already been…

Data Analysis, Statistics and Probability · Physics 2020-01-14 Eero Satuvuori , Irene Malvestio , Thomas Kreuz

A functional (lagged) time series regression model involves the regression of scalar response time series on a time series of regressors that consists of a sequence of random functions. In practice, the underlying regressor curve time…

Methodology · Statistics 2020-07-28 Tomáš Rubín , Victor M. Panaretos