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This paper gives a precise characterization of the fundamental limits of adaptive sensing for diverse estimation and testing problems concerning sparse signals. We consider in particular the setting introduced in (IEEE Trans. Inform. Theory…

Statistics Theory · Mathematics 2014-10-16 Rui M. Castro

Motivated by a range of applications in engineering and genomics, we consider in this paper detection of very short signal segments in three settings: signals with known shape, arbitrary signals, and smooth signals. Optimal rates of…

Machine Learning · Statistics 2014-07-11 T. Tony Cai , Ming Yuan

In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…

Information Theory · Computer Science 2015-06-16 Afonso S. Bandeira , Dustin G. Mixon

We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…

Machine Learning · Statistics 2023-07-07 Gabriel Arpino , Ramji Venkataramanan

Donoho and Kipnis (2022) showed that the the higher criticism (HC) test statistic has a non-Gaussian phase transition but remarked that it is probably not optimal, in the detection of sparse differences between two large frequency tables…

Statistics Theory · Mathematics 2023-11-08 Hock Peng Chan

In multiple-input multiple-output (MIMO) spatially multiplexing (SM) systems, achievable error rate performance is determined by signal detection strategy. The optimal maximum-likelihood detection (MLD) that exhaustively examines all symbol…

Information Theory · Computer Science 2015-03-17 Makoto Tanahashi , Hideki Ochiai

We treat the statistical inference problems in which one needs to detect and estimate simultaneously using as small number of samples as possible. Conventional methods treat the detection and estimation subproblems separately, ignoring the…

Applications · Statistics 2014-11-07 Yasin Yilmaz , Shang Li , Xiaodong Wang

Sparse additive models are an attractive choice in circumstances calling for modelling flexibility in the face of high dimensionality. We study the signal detection problem and establish the minimax separation rate for the detection of a…

Statistics Theory · Mathematics 2024-10-03 Subhodh Kotekal , Chao Gao

This paper considers the problem of estimating the channel response (or Green's function) between multiple source-receiver pairs. Typically, the channel responses are estimated one-at-a-time: a single source sends out a known probe signal,…

Numerical Analysis · Mathematics 2015-05-18 Justin Romberg , Ramesh Neelamani

We study the signal detection problem in high dimensional noise data (possibly) containing rare and weak signals. Log-likelihood ratio (LLR) tests depend on unknown parameters, but they are needed to judge the quality of detection tests…

Statistics Theory · Mathematics 2018-08-08 Marc Ditzhaus , Arnold Janssen

We study the maximum score statistic to detect and estimate local signals in the form of change-points in the level, slope, or other property of a sequence of observations, and to segment the sequence when there appear to be multiple…

Statistics Theory · Mathematics 2021-11-03 Xiao Fang , David Siegmund

In this work we consider a problem of multi-label classification, where each instance is associated with some binary vector. Our focus is to find a classifier which minimizes false negative discoveries under constraints. Depending on the…

Statistics Theory · Mathematics 2019-03-29 Evgenii Chzhen

Recent results in compressed sensing showed that the optimal subsampling strategy should take into account the sparsity pattern of the signal at hand. This oracle-like knowledge, even though desirable, nevertheless remains elusive in most…

Information Theory · Computer Science 2023-06-28 Simon Ruetz

Accurately estimating the proportion of true signals among a large number of variables is crucial for enhancing the precision and reliability of scientific research. Traditional signal proportion estimators often assume independence among…

Statistics Theory · Mathematics 2026-05-15 Jingtian Bai , Xinge Jessie Jeng

We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…

Machine Learning · Computer Science 2012-10-16 Maayan Harel , Shie Mannor

The sparse signal processing literature often uses random sensing matrices to obtain performance guarantees. Unfortunately, in the real world, sensing matrices do not always come from random processes. It is therefore desirable to evaluate…

Functional Analysis · Mathematics 2018-03-06 Dustin G. Mixon , Waheed U. Bajwa , Robert Calderbank

We consider a communication problem in which the receiver must first detect the presence of an information packet and, if detected, decode the message carried within it. We present general nonasymptotic upper and lower bounds on the maximum…

Information Theory · Computer Science 2021-09-29 Alejandro Lancho , Johan Östman , Giuseppe Durisi

We consider the problem of detecting a general sparse mixture and obtain an explicit characterization of the phase transition under some conditions, generalizing the univariate results of Cai and Wu. Additionally, we provide a sufficient…

Statistics Theory · Mathematics 2021-05-27 Subhodh Kotekal

The Multi-Reference Alignment (MRA) problem aims at the recovery of an unknown signal from repeated observations under the latent action of a group of cyclic isometries, in the presence of additive noise of high intensity $\sigma$. It is a…

Statistics Theory · Mathematics 2023-12-14 Subhro Ghosh , Soumendu Sundar Mukherjee , Jing Bin Pan

We consider a high dimensional binary classification problem and construct a classification procedure by minimizing the empirical misclassification risk with a penalty on the number of selected features. We derive non-asymptotic probability…

Methodology · Statistics 2018-11-26 Le-Yu Chen , Sokbae Lee