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Demixing is the problem of identifying multiple structured signals from a superimposed, undersampled, and noisy observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. When the…

Information Theory · Computer Science 2013-10-01 Michael B. McCoy , Joel A. Tropp

We present new families of goodness-of-fit tests of uniformity on a full-dimensional set $W\subset\R^d$ based on statistics related to edge lengths of random geometric graphs. Asymptotic normality of these statistics is proven under the…

Statistics Theory · Mathematics 2020-07-20 Bruno Ebner , Franz Nestmann , Matthias Schulte

A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…

Data Analysis, Statistics and Probability · Physics 2012-08-09 Tomislav Stankovski , Andrea Duggento , Peter V. E. McClintock , Aneta Stefanovska

The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane

In supervised learning, automatically assessing the quality of the labels before any learning takes place remains an open research question. In certain particular cases, hypothesis testing procedures have been proposed to assess whether a…

Machine Learning · Computer Science 2023-12-19 Weisong Yang , Rafael Poyiadzi , Niall Twomey , Raul Santos Rodriguez

We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between…

Statistical Mechanics · Physics 2016-11-22 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

This paper describes a method to estimate a production frontier that satisfies the axioms of monotonicity and concavity in a non-parametric Bayesian setting. An inefficiency term that allows for significant departure from prior…

Methodology · Statistics 2015-10-08 José Luis Preciado Arreola , Andrew L. Johnson

This work theoretically studies the problem of estimating a structured high-dimensional signal $x_0 \in \mathbb{R}^n$ from noisy $1$-bit Gaussian measurements. Our recovery approach is based on a simple convex program which uses the hinge…

Statistics Theory · Mathematics 2020-06-02 Martin Genzel , Alexander Stollenwerk

The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Yu Xing , Benjamin Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

Most linear experimental design problems assume homogeneous variance although heteroskedastic noise is present in many realistic settings. Let a learner have access to a finite set of measurement vectors $\mathcal{X}\subset \mathbb{R}^d$…

Statistics Theory · Mathematics 2024-09-19 Justin Weltz , Tanner Fiez , Alexander Volfovsky , Eric Laber , Blake Mason , Houssam Nassif , Lalit Jain

In this article, we study the dynamics of quantum correlation measures such as entanglement and measurement-induced nonlocality (MIN). Starting from an arbitrary Bell diagonal mixed states under Markovian local noise such as bit-phase flip,…

Quantum Physics · Physics 2021-06-09 S. Bhuvaneswari , R. Muthuganesan , R. Radha

We present a mathematically justifiable, computationally simple, sample eigenvalue based procedure for estimating the number of high-dimensional signals in white noise using relatively few samples. The main motivation for considering a…

Statistics Theory · Mathematics 2007-05-23 N. Raj Rao , Alan Edelman

This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…

Probability · Mathematics 2010-06-16 Pascal Bianchi , Merouane Debbah , Mylène Maïda , Jamal Najim

We consider the problem of estimating a signal subspace in the presence of interference that contaminates some proportion of the received observations. Our emphasis is on detecting the contaminated observations so that the signal subspace…

Methodology · Statistics 2023-03-15 Robert L. Bassett , Micah Y. Oh

In tracking of time-varying low-rank models of time-varying matrices, we present a method robust to both uniformly-distributed measurement noise and arbitrarily-distributed ``sparse'' noise. In theory, we bound the tracking error. In…

Optimization and Control · Mathematics 2020-02-05 Albert Akhriev , Jakub Marecek , Andrea Simonetto

We consider the problems of confidence estimation and hypothesis testing on a parameter of signal observed in Gaussian white noise. For these problems we point out lower bounds of asymptotic efficiency in the zone of moderate deviation…

Statistics Theory · Mathematics 2015-01-27 Mikhail Ermakov

Recent advances in quantized compressed sensing and high-dimensional estimation have shown that signal recovery is even feasible under strong non-linear distortions in the observation process. An important characteristic of associated…

Information Theory · Computer Science 2023-08-08 Martin Genzel , Alexander Stollenwerk

Existing coherent network analysis techniques for detecting gravitational-wave bursts simultaneously test data from multiple observatories for consistency with the expected properties of the signals. These techniques assume the output of…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Shourov Chatterji , Albert Lazzarini , Leo Stein , Patrick Sutton , Antony Searle , Massimo Tinto

We study the problem of estimation and testing in logistic regression with class-conditional noise in the observed labels, which has an important implication in the Positive-Unlabeled (PU) learning setting. With the key observation that the…

Methodology · Statistics 2020-08-14 Hyebin Song , Ran Dai , Garvesh Raskutti , Rina Foygel Barber

The clinical interest is often to measure the volume of a structure, which is typically derived from a segmentation. In order to evaluate and compare segmentation methods, the similarity between a segmentation and a predefined ground truth…

Computer Vision and Pattern Recognition · Computer Science 2022-11-09 Jeroen Bertels , David Robben , Dirk Vandermeulen , Paul Suetens