Related papers: Linear Regression with an Unknown Permutation: Sta…
We study the unlabeled sensing problem that aims to solve a linear system of equations $A x =\pi(y) $ for an unknown permutation $\pi$. For a generic matrix $A$ and a generic vector $y$, we construct a system of polynomial equations whose…
It is impossible to recover a vector from $\mathbb{R}^m$ with less than $m$ linear measurements, even if the measurements are chosen adaptively. Recently, it has been shown that one can recover vectors from $\mathbb{R}^m$ with arbitrary…
Deconvolution is a statistical inverse problem to estimate the distribution of a random variable based on its noisy observations. Despite the extensive studies on the topic, deconvolution with unknown noise distribution remains as a…
We focus on the high-dimensional linear regression problem, where the algorithmic goal is to efficiently infer an unknown feature vector $\beta^*\in\mathbb{R}^p$ from its linear measurements, using a small number $n$ of samples. Unlike most…
We consider the problem of learning a coefficient vector x_0\in R^N from noisy linear observation y=Ax_0+w \in R^n. In many contexts (ranging from model selection to image processing) it is desirable to construct a sparse estimator x'. In…
Suppose that we observe $y \in \mathbb{R}^n$ and $X \in \mathbb{R}^{n \times m}$ in the following errors-in-variables model: \begin{eqnarray*} y & = & X_0 \beta^* +\epsilon \\ X & = & X_0 + W, \end{eqnarray*} where $X_0$ is an $n \times m$…
This paper considers the sparse recovery with shuffled labels, i.e., $\by = \bPitrue \bX \bbetatrue + \bw$, where $\by \in \RR^n$, $\bPi\in \RR^{n\times n}$, $\bX\in \RR^{n\times p}$, $\bbetatrue\in \RR^p$, $\bw \in \RR^n$ denote the…
We consider the problem of linear fitting of noisy data in the case of broad (say $\alpha$-stable) distributions of random impacts ("noise"), which can lack even the first moment. This situation, common in statistical physics of small…
We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $\epsilon$…
In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…
We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features.…
We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the reproducing kernel Hilbert space framework, we derive a new…
Many applications, including rank aggregation, crowd-labeling, and graphon estimation, can be modeled in terms of a bivariate isotonic matrix with unknown permutations acting on its rows and/or columns. We consider the problem of estimating…
We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…
We provide a computationally and statistically efficient estimator for the classical problem of truncated linear regression, where the dependent variable $y = w^T x + \epsilon$ and its corresponding vector of covariates $x \in R^k$ are only…
Linear regression without correspondences concerns the recovery of a signal in the linear regression setting, where the correspondences between the observations and the linear functionals are unknown. The associated maximum likelihood…
We propose a new pivotal method for estimating high-dimensional matrices. Assume that we observe a small set of entries or linear combinations of entries of an unknown matrix $A\_0$ corrupted by noise. We propose a new method for estimating…
Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that $\ell_1$-regularized…
We study semi-parametric estimation of the population mean when data is observed missing at random (MAR) in the $n < p$ "inconsistency regime", in which neither the outcome model nor the propensity/missingness model can be estimated…
We present a simple and effective algorithm for the problem of \emph{sparse robust linear regression}. In this problem, one would like to estimate a sparse vector $w^* \in \mathbb{R}^n$ from linear measurements corrupted by sparse noise…