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Single-cell RNA-seq provides detailed molecular snapshots of individual cells but is notoriously noisy. Variability stems from biological differences and technical factors, such as amplification bias and limited RNA capture efficiency,…

Machine Learning · Computer Science 2026-02-27 Victor Chardès

Quantum systems are promising candidates for sensing of weak signals as they can provide unrivaled performance when estimating parameters of external fields. However, when trying to detect weak signals that are hidden by background noise,…

Quantum Physics · Physics 2021-07-19 Paraj Titum , Kevin M. Schultz , Alireza Seif , Gregory D. Quiroz , B. D. Clader

We investigate the noise sensitivity of the top eigenvector of a sparse random symmetric matrix. Let $v$ be the top eigenvector of an $N\times N$ sparse random symmetric matrix with an average of $d$ non-zero centered entries per row. We…

Probability · Mathematics 2022-04-07 Charles Bordenave , Jaehun Lee

This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…

Machine Learning · Statistics 2014-12-22 Yang Cao , Yao Xie

Covariance matrix estimates are an essential part of many signal processing algorithms, and are often used to determine a low-dimensional principal subspace via their spectral decomposition. However, exact eigenanalysis is computationally…

Applications · Statistics 2011-12-01 Nicholas Arcolano , Patrick J. Wolfe

Consider the problem of estimating a low-rank matrix when its entries are perturbed by Gaussian noise. If the empirical distribution of the entries of the spikes is known, optimal estimators that exploit this knowledge can substantially…

Statistics Theory · Mathematics 2019-08-08 Andrea Montanari , Ramji Venkataramanan

We consider the community detection problem in a sparse $q$-uniform hypergraph $G$, assuming that $G$ is generated according to the Hypergraph Stochastic Block Model (HSBM). We prove that a spectral method based on the non-backtracking…

Probability · Mathematics 2024-01-29 Ludovic Stephan , Yizhe Zhu

Community detection is the task of clustering objects based on their pairwise relationships. Most of the model-based community detection methods, such as the stochastic block model and its variants, are designed for networks with binary…

Machine Learning · Statistics 2024-12-06 Xiang Li , Yunpeng Zhao , Qing Pan , Ning Hao

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

We present a new CUSUM procedure for sequentially detecting change-point in the self and mutual exciting processes, a.k.a. Hawkes networks using discrete events data. Hawkes networks have become a popular model for statistics and machine…

Machine Learning · Statistics 2022-03-08 Haoyun Wang , Liyan Xie , Yao Xie , Alex Cuozzo , Simon Mak

This paper presents a hybrid variational quantum algorithm that finds a random eigenvector of a unitary matrix with a known quantum circuit. The algorithm is based on the SWAP test on trial states generated by a parametrized quantum…

Quantum Physics · Physics 2025-01-14 Juan Carlos Garcia-Escartin

We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…

Mathematical Physics · Physics 2016-07-05 Gernot Akemann , Tomasz Checinski , Mario Kieburg

Estimation of the covariance matrix of asset returns from high frequency data is complicated by asynchronous returns, market mi- crostructure noise and jumps. One technique for addressing both asynchronous returns and market microstructure…

Statistical Finance · Quantitative Finance 2019-02-19 Michael Ho , Jack Xin

Spectrum sensing technology is a crucial aspect of modern communication technology, serving as one of the essential techniques for efficiently utilizing scarce information resources in tight frequency bands. This paper first introduces…

Signal Processing · Electrical Eng. & Systems 2023-12-04 Fanfei Meng , Yuxin Wang , Lele Zhang , Yingxin Zhao

Structural identification and damage detection can be generalized as the simultaneous estimation of input forces, physical parameters, and dynamical states. Although Kalman-type filters are efficient tools to address this problem, the…

Applications · Statistics 2022-10-04 Daniz Teymouri , Omid Sedehi , Lambros S. Katafygiotis , Costas Papadimitriou

We study the estimation of the covariance matrix $\Sigma$ of a $p$-dimensional normal random vector based on $n$ independent observations corrupted by additive noise. Only a general nonparametric assumption is imposed on the distribution of…

Statistics Theory · Mathematics 2018-03-28 Denis Belomestny , Mathias Trabs , Alexandre B. Tsybakov

This paper deals with spectrum sensing in Cognitive Radios to enable unlicensed secondary users to opportunistically access a licensed band. The ability to detect the presence of a primary user at a low signal to noise ratio (SNR) is a…

Other Computer Science · Computer Science 2013-12-19 Hemant Saggar , D. K. Mehra

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

High Energy Physics - Theory · Physics 2024-12-16 Nicolas Delporte , Naoki Sasakura

We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…

Methodology · Statistics 2026-02-05 Wenbin Zhou , Liyan Xie , Shixiang Zhu