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We consider a sparse high dimensional regression model where the goal is to recover a $k$-sparse unknown vector $\beta^*$ from $n$ noisy linear observations of the form $Y=X\beta^*+W \in \mathbb{R}^n$ where $X \in \mathbb{R}^{n \times p}$…

Statistics Theory · Mathematics 2019-09-24 David Gamarnik , Ilias Zadik

We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator.…

Statistics Theory · Mathematics 2017-11-28 Yuri Golubev , Ekaterina Krymova

We study the problem of solving a linear sensing system when the observations are unlabeled. Specifically we seek a solution to a linear system of equations y = Ax when the order of the observations in the vector y is unknown. Focusing on…

Information Theory · Computer Science 2015-12-02 Jayakrishnan Unnikrishnan , Saeid Haghighatshoar , Martin Vetterli

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

This article considers algorithmic and statistical aspects of linear regression when the correspondence between the covariates and the responses is unknown. First, a fully polynomial-time approximation scheme is given for the natural least…

Machine Learning · Computer Science 2017-11-09 Daniel Hsu , Kevin Shi , Xiaorui Sun

We consider the problem of pointwise estimation of multi-dimensional signals $s$, from noisy observations $(y_\tau)$ on the regular grid $\bZd$. Our focus is on the adaptive estimation in the case when the signal can be well recovered using…

Statistics Theory · Mathematics 2008-09-05 Anatoli Juditsky , Arkadii S. Nemirovski

This paper considers the task of linear regression with shuffled labels, i.e., $\mathbf Y = \mathbf \Pi \mathbf X \mathbf B + \mathbf W$, where $\mathbf Y \in \mathbb R^{n\times m}, \mathbf Pi \in \mathbb R^{n\times n}, \mathbf X\in \mathbb…

Machine Learning · Statistics 2023-10-03 Hang Zhang , Ping Li

We consider the multivariate max-linear regression problem where the model parameters $\boldsymbol{\beta}_{1},\dotsc,\boldsymbol{\beta}_{k}\in\mathbb{R}^{p}$ need to be estimated from $n$ independent samples of the (noisy) observations $y =…

Machine Learning · Statistics 2024-02-27 Seonho Kim , Sohail Bahmani , Kiryung Lee

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

Statistics Theory · Mathematics 2022-01-24 Qiyang Han

Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in…

Machine Learning · Computer Science 2019-10-07 Manolis C. Tsakiris , Liangzu Peng , Aldo Conca , Laurent Kneip , Yuanming Shi , Hayoung Choi

We consider the problem of recovering of continuous multi-dimensional functions from the noisy observations over the regular grid. Our focus is at the adaptive estimation in the case when the function can be well recovered using a linear…

Statistics Theory · Mathematics 2009-03-06 Anatoli Iouditski , Arkadii S. Nemirovski

We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…

Information Theory · Computer Science 2015-11-17 Yaniv Plan , Roman Vershynin

In this paper we study noisy sorting without re-sampling. In this problem there is an unknown order $a_{\pi(1)} < ... < a_{\pi(n)}$ where $\pi$ is a permutation on $n$ elements. The input is the status of $n \choose 2$ queries of the form…

Data Structures and Algorithms · Computer Science 2007-07-10 Mark Braverman , Elchanan Mossel

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

Binomial data with unknown sizes often appear in biological and medical sciences. The previous methods either use the Poisson approximation or the quasi-likelihood approach. A full likelihood approach is proposed by treating unknown sizes…

Statistics Theory · Mathematics 2007-06-13 Wei Zhang

This paper studies problems of inferring order given noisy information. In these problems there is an unknown order (permutation) $\pi$ on $n$ elements denoted by $1,...,n$. We assume that information is generated in a way correlated with…

Data Structures and Algorithms · Computer Science 2009-10-08 Mark Braverman , Elchanan Mossel

We consider the linearly transformed spiked model, where observations $Y_i$ are noisy linear transforms of unobserved signals of interest $X_i$: \begin{align*} Y_i = A_i X_i + \varepsilon_i, \end{align*} for $i=1,\ldots,n$. The transform…

Statistics Theory · Mathematics 2018-07-13 Edgar Dobriban , William Leeb , Amit Singer