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In this paper, the problem of decentralized eigenvalue decomposition of a general symmetric matrix that is important, e.g., in Principal Component Analysis, is studied, and a decentralized online learning algorithm is proposed. Instead of…

Signal Processing · Electrical Eng. & Systems 2023-08-14 Yufan Fan , Minh Trinh-Hoang , Cemil Emre Ardic , Marius Pesavento

Deregulation of energy markets, penetration of renewables, advanced metering capabilities, and the urge for situational awareness, all call for system-wide power system state estimation (PSSE). Implementing a centralized estimator though is…

Machine Learning · Statistics 2012-07-03 Vassilis Kekatos , Georgios B. Giannakis

We propose a novel Decentralized Differentially Private Power Method (D-DP-PM) for performing Principal Component Analysis (PCA) in networked multi-agent settings. Unlike conventional decentralized PCA approaches where each agent accesses…

Machine Learning · Computer Science 2025-07-31 Andrew Campbell , Anna Scaglione , Sean Peisert

Representing real-time data as a sum of complex exponentials provides a compact form that enables both denoising and extrapolation. As a fully data-driven method, the Estimation of Signal Parameters via Rotational Invariance Techniques…

Strongly Correlated Electrons · Physics 2026-03-27 Andre Erpenbeck , Yuanran Zhu , Yang Yu , Lei Zhang , Richard Gerum , Olga Goulko , Chao Yang , Guy Cohen , Emanuel Gull

Achieving differentially private computations in decentralized settings poses significant challenges, particularly regarding accuracy, communication cost, and robustness against information leakage. While cryptographic solutions offer…

Cryptography and Security · Computer Science 2025-06-05 César Sabater , Sonia Ben Mokhtar , Jan Ramon

In this work, the development and implementation of the effective stochastic potential (ESP) method is presented to perform efficient conformational sampling of molecules. The overarching goal of this work is to alleviate the computational…

Chemical Physics · Physics 2018-08-01 Jeremy A. Scher , Michael G. Bayne , Amogh Srihari , Shikha Nangia , Arindam Chakraborty

Human emotional speech is, by its very nature, a variant signal. This results in dynamics intrinsic to automatic emotion classification based on speech. In this work, we explore a spectral decomposition method stemming from fluid-dynamics,…

Audio and Speech Processing · Electrical Eng. & Systems 2020-08-18 Shuiyang Mao , P. C. Ching , Tan Lee

We demonstrate that the problem of amplitude estimation, a core subroutine used in many quantum algorithms, can be mapped directly to a problem in signal processing called direction of arrival (DOA) estimation. The DOA task is to determine…

Quantum Physics · Physics 2025-05-12 Farrokh Labib , B. David Clader , Nikitas Stamatopoulos , William J. Zeng

The parquet decomposition of the self-energy into classes of diagrams, those associated with specific scattering processes, can be exploited for different scopes. In this work, the parquet decomposition is used to unravel the underlying…

Strongly Correlated Electrons · Physics 2016-06-08 O. Gunnarsson , T. Schäfer , J. P. F. LeBlanc , J. Merino , G. Sangiovanni , G. Rohringer , A. Toschi

We analyze the Accelerated Noisy Power Method, an algorithm for Principal Component Analysis in the setting where only inexact matrix-vector products are available, which can arise for instance in decentralized PCA. While previous works…

Machine Learning · Statistics 2026-02-04 Pierre Aguié , Mathieu Even , Laurent Massoulié

We introduce a new method for Estimation of Signal Parameters based on Iterative Rational Approximation (ESPIRA) for sparse exponential sums. Our algorithm uses the AAA algorithm for rational approximation of the discrete Fourier transform…

Numerical Analysis · Mathematics 2022-01-07 Nadiia Derevianko , Gerlind Plonka , Markus Petz

Purpose: Parallel imaging methods in MRI have resulted in faster acquisition times and improved noise performance. ESPIRiT is one such technique that estimates coil sensitivity maps from the auto-calibration region using an eigenvalue-based…

Medical Physics · Physics 2020-06-05 Siddharth Iyer , Frank Ong , Kawin Setsompop , Mariya Doneva , Michael Lustig

This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…

Numerical Analysis · Mathematics 2025-11-03 Krishan Kumar , P. Danumjaya , Anil Kumar , Amiya K. Pani

Classical estimation outputs a single point estimate of an unknown $d$-dimensional vector from an observation. In this paper, we study \emph{$k$-list estimation}, in which a single observation is used to produce a list of $k$ candidate…

Information Theory · Computer Science 2026-03-27 Nikola Zlatanov , Amin Gohari , Farzad Shahrivari , Mikhail Rudakov

A general non-Gaussian semiparametric model is adopted to characterize the measurement vectors, i.e.\ the \textit{snapshots}, collected by a linear array. Moreover, the recently derived \textit{robust semiparametric efficient} $R$-estimator…

Signal Processing · Electrical Eng. & Systems 2020-04-29 Stefano Fortunati , Alexandre Renaux , Frédéric Pascal

Principal component analysis (PCA) is fundamental to statistical machine learning. It extracts latent principal factors that contribute to the most variation of the data. When data are stored across multiple machines, however, communication…

Computation · Statistics 2018-01-11 Jianqing Fan , Dong Wang , Kaizheng Wang , Ziwei Zhu

Spike deconvolution is the problem of recovering point sources from their convolution with a known point spread function, playing a fundamental role in many sensing and imaging applications. This paper proposes a novel approach combining…

Signal Processing · Electrical Eng. & Systems 2025-02-13 Joseph Gabet , Meghna Kalra , Maxime Ferreira Da Costa , Kiryung Lee

We consider settings where the observations are drawn from a zero-mean multivariate (real or complex) normal distribution with the population covariance matrix having eigenvalues of arbitrary multiplicity. We assume that the eigenvectors of…

Statistics Theory · Mathematics 2009-01-22 N. Raj Rao , James A. Mingo , Roland Speicher , Alan Edelman

A general decentralized computational framework for set-valued state estimation and prediction for the class of systems that accept a hybrid state machine representation is considered in this article. The decentralized scheme consists of a…

Systems and Control · Computer Science 2013-02-28 Naim Bajcinca , Yashar Kouhi , Vladislav Nenchev , Jörg Raisch

This paper studies the problem of power allocation in compressed sensing when different components in the unknown sparse signal have different probability to be non-zero. Given the prior information of the non-uniform sparsity and the total…

Information Theory · Computer Science 2014-05-12 Xiaochen Zhao , Wei Dai