Related papers: Multichannel Deconvolution with Long-Range Depende…
We consider the linear inverse problem of estimating an unknown signal $f$ from noisy measurements on $Kf$ where the linear operator $K$ admits a wavelet-vaguelette decomposition (WVD). We formulate the problem in the Gaussian sequence…
Towards understanding the fundamental limits of estimation from data of varied quality, we study the problem of estimating a mean parameter from heteroskedastic Gaussian observations where the variances are unknown and may vary arbitrarily…
In this paper a new family of minimum divergence estimators based on the Bregman divergence is proposed, where the defining convex function has an exponential nature. These estimators avoid the necessity of using an intermediate kernel…
We propose an active-learning method for nonlinear minimax regression. Given a nonlinear function that can be arbitrarily evaluated over a compact set, we fit a surrogate model, such as a feedforward neural network, by minimizing the…
Distribution regression seeks to estimate the conditional distribution of a multivariate response given a continuous covariate. This approach offers a more complete characterization of dependence than traditional regression methods.…
In the convolution model $Z\_i=X\_i+ \epsilon\_i$, we give a model selection procedure to estimate the density of the unobserved variables $(X\_i)\_{1 \leq i \leq n}$, when the sequence $(X\_i)\_{i \geq 1}$ is strictly stationary but not…
We consider estimation of a step function $f$ from noisy observations of a deconvolution $\phi*f$, where $\phi$ is some bounded $L_1$-function. We use a penalized least squares estimator to reconstruct the signal $f$ from the observations,…
The paper introduces the weighted convolution, a novel approach to the convolution for signals defined on regular grids (e.g., 2D images) through the application of an optimal density function to scale the contribution of neighbouring…
The focus of this work is on the analysis of transmit beamforming schemes with a low-rate feedback link in wireless sensor/relay networks, where nodes in the network need to implement beamforming in a distributed manner. Specifically, the…
In the present paper, we derive lower bounds for the risk of the nonparametric empirical Bayes estimators. In order to attain the optimal convergence rate, we propose generalization of the linear empirical Bayes estimation method which…
Deep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we…
In orthogonal frequency division multiplexing (OFDM)-based wireless communication systems, the bit error rate (BER) performance is heavily dependent on the accuracy of channel estimation. It is important for a good channel estimator to be…
We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where…
We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a low-rank probability matrix. In the…
In this paper, we consider the estimation of a change-point for possibly high-dimensional data in a Gaussian model, using a k-means method. We prove that, up to a logarithmic term, this change-point estimator has a minimax rate of…
The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…
We consider the nonparametric estimation of the density function of weakly and strongly dependent processes with noisy observations. We show that in the ordinary smooth case the optimal bandwidth choice can be influenced by long range…
Recent years have witnessed an upsurge of interest in employing flexible machine learning models for instrumental variable (IV) regression, but the development of uncertainty quantification methodology is still lacking. In this work we…
Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of…
We consider the problem of estimating small ball probabilities $\mathbb P\{f(G) \leqslant \delta \mathbb Ef(G)\}$ for sub-additive,positively homogeneous functions $f$ with respect to the Gaussian measure. We establish estimates that depend…