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Polyhedral estimate is a generic efficiently computable nonlinear in observations routine for recovering unknown signal belonging to a given convex compact set from noisy observation of signal's linear image. Risk analysis and optimal…

Statistics Theory · Mathematics 2022-12-26 Anatoli Juditsky , Arkadi Nemirovski

We propose a general modeling and algorithmic framework for discrete structure recovery that can be applied to a wide range of problems. Under this framework, we are able to study the recovery of clustering labels, ranks of players, signs…

Statistics Theory · Mathematics 2020-09-29 Chao Gao , Anderson Y. Zhang

In the Multiple Measurements Vector (MMV) model, measurement vectors are connected to unknown, jointly sparse signal vectors through a linear regression model employing a single known measurement matrix (or dictionary). Typically, the…

Methodology · Statistics 2024-08-05 Esa Ollila

Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the…

Machine Learning · Statistics 2013-08-16 Cun Mu , Bo Huang , John Wright , Donald Goldfarb

The problem of recovering the sparsity pattern of a fixed but unknown vector $\beta^* \in \real^p based on a set of $n$ noisy observations arises in a variety of settings, including subset selection in regression, graphical model selection,…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

This paper considers the general signal detection and parameter estimation problem in the presence of colored Gaussian noise disturbance. By modeling the disturbance with an autoregressive process, we present three signal detectors with…

Data Analysis, Statistics and Probability · Physics 2016-07-29 Bo Tang , Haibo He , Steven Kay

Spectral estimators are fundamental in lowrank matrix models and arise throughout machine learning and statistics, with applications including network analysis, matrix completion and PCA. These estimators aim to recover the leading…

Statistics Theory · Mathematics 2025-02-17 Hao Yan , Keith Levin

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

The theory behind compressive sampling pre-supposes that a given sequence of observations may be exactly represented by a linear combination of a small number of basis vectors. In practice, however, even small deviations from an exact…

Optimization and Control · Mathematics 2014-06-30 Jonathan M. Nichols , Albert K. Oh , Rebecca M. Willett

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

Self-supervised blind denoising for Poisson-Gaussian noise remains a challenging task. Pseudo-supervised pairs constructed from single noisy images re-corrupt the signal and degrade the performance. The visible blindspots solve the…

Computer Vision and Pattern Recognition · Computer Science 2023-03-15 Zejin Wang , Jiazheng Liu , Hao Zhai , Hua Han

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Optimization and Control · Mathematics 2024-12-11 Haiyang Peng , Deren Han , Linbin Li , Meng Huang

We consider the problem of identifying the support of the block signal in a sequence when both the length and the location of the block signal are unknown. The multivariate version of this problem is also considered, in which we try to…

Methodology · Statistics 2017-03-21 Jiyao Kou

Low-rank matrix recovery from structured measurements has been a topic of intense study in the last decade and many important problems like matrix completion and blind deconvolution have been formulated in this framework. An important…

Information Theory · Computer Science 2020-04-13 Felix Krahmer , Dominik Stöger

In this paper, we are interested in the classical problem of restoring data degraded by a convolution and the addition of a white Gaussian noise. The originality of the proposed approach is two-fold. Firstly, we formulate the restoration…

Methodology · Statistics 2015-05-13 Jean-Christophe Pesquet , Amel Benazza-Benyahia , Caroline Chaux

Phase retrieval has been mainly considered in the presence of Gaussian noise. However, the performance of the algorithms proposed under the Gaussian noise model severely degrades when grossly corrupted data, i.e., outliers, exist. This…

Information Theory · Computer Science 2017-11-22 Cheng Qian , Xiao Fu , Nicholas D. Sidiropoulos , Lei Huang , Junhao Xie

This paper discusses a general framework for designing robust state estimators for a class of discrete-time nonlinear systems. We consider systems that may be impacted by impulsive (sparse but otherwise arbitrary) measurement noise…

Optimization and Control · Mathematics 2026-05-13 Laurent Bako , Madiha Nadri , Vincent Andrieu , Qinghua Zhang

Estimation problems with constrained parameter spaces arise in various settings. In many of these problems, the observations available to the statistician can be modelled as arising from the noisy realization of the image of a random linear…

Statistics Theory · Mathematics 2023-03-23 Reese Pathak , Martin J. Wainwright , Lin Xiao

The achievable and converse regions for sparse representation of white Gaussian noise based on an overcomplete dictionary are derived in the limit of large systems. Furthermore, the marginal distribution of such sparse representations is…

Information Theory · Computer Science 2017-02-13 Ori Shental

We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Mohammad Hussein Yoosefian Nooshabadi , Laurent Lessard
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