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In this article we consider the nonparametric robust estimation problem for regression models in continuous time with semi-Markov noises observed in discrete time moments. An adaptive model selection procedure is proposed. A sharp…

Statistics Theory · Mathematics 2020-05-15 Vlad Stefan Barbu , Slim Beltaief , Serguei Pergamenshchikov

We develop a minimax theory for operator learning, where the goal is to estimate an unknown operator between separable Hilbert spaces from finitely many noisy input-output samples. For uniformly bounded Lipschitz operators, we prove…

Statistics Theory · Mathematics 2026-03-06 Ben Adcock , Gregor Maier , Rahul Parhi

Suppose we observe a Poisson process in real time for which the intensity may take on two possible values $\lambda_0$ and $\lambda_1$. Suppose further that the priori probability of the true intensity is not given. We solve a minimax…

Statistics Theory · Mathematics 2025-04-25 Hongwei Mei

The performance of Bayesian detection of Gaussian signals using noisy observations is investigated via the error exponent for the average error probability. Under unknown signal correlation structure or limited processing capability it is…

Information Theory · Computer Science 2009-11-11 Youngchul Sung , Lang Tong , H. Vincent Poor

Giving a convincing experimental evidence of the quantum supremacy over classical simulations is a challenging goal. Noise is considered to be the main problem in such a demonstration, hence it is urgent to understand the effect of noise.…

Quantum Physics · Physics 2022-03-08 Valery Shchesnovich

We study minimax lower bounds for function estimation problems on large graph when the target function is smoothly varying over the graph. We derive minimax rates in the context of regression and classification problems on graphs that…

Statistics Theory · Mathematics 2018-02-16 Alisa Kirichenko , Harry van Zanten

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

In many real-world classification problems, the labels of training examples are randomly corrupted. Most previous theoretical work on classification with label noise assumes that the two classes are separable, that the label noise is…

Machine Learning · Statistics 2016-08-08 Gilles Blanchard , Marek Flaska , Gregory Handy , Sara Pozzi , Clayton Scott

We consider geometrical optimization problems related to optimizing the error probability in the presence of a Gaussian noise. One famous questions in the field is the "weak simplex conjecture". We discuss possible approaches to it, and…

Metric Geometry · Mathematics 2017-01-30 Alexey Balitskiy , Roman Karasev , Alexander Tsigler

The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…

Methodology · Statistics 2018-11-13 Susanne Ditlevsen , Adeline Samson

We propose an adversarial evaluation framework for sensitive feature inference based on minimum mean-squared error (MMSE) estimation with a finite sample size and linear predictive models. Our approach establishes theoretical lower bounds…

Machine Learning · Statistics 2025-05-15 Monica Welfert , Nathan Stromberg , Mario Diaz , Lalitha Sankar

We consider the problem of learning a dictionary matrix from a number of observed signals, which are assumed to be generated via a linear model with a common underlying dictionary. In particular, we derive lower bounds on the minimum…

Machine Learning · Statistics 2015-07-21 Alexander Jung , Yonina C. Eldar , Norbert Görtz

This paper examines signal detection in the presence of noise, with a particular emphasis to the nuclear activation analysis. The problem is to decide what between the signal-plus-background and no-signal hypotheses fits better the data and…

Data Analysis, Statistics and Probability · Physics 2013-01-09 Luigi Bergamaschi , Giancarlo D'Agostino , Laura Giordani , Giovanni Mana , Massimo Oddone

The random error of radioastronomical measurements is usually computed in the weak-signal limit, which assumes that the system temperature is sensibly the same on and off source, or with and without a spectral line. This assumption is often…

Astrophysics · Physics 2009-11-07 H. Liszt

Context: Several approaches to estimate frequency, phase and amplitude errors in time series analyses were reported in the literature, but they are either time consuming to compute, grossly overestimating the error, or are based on…

Astrophysics · Physics 2009-11-13 T. Kallinger , P. Reegen , W. W. Weiss

Quantum fluctuations yield inevitable noises in quantum detection. We derive an upper bound of signal to noise ratio for arbitrary quantum detection described by trace-class operators with discrete spectra. The bound is independent of…

Quantum Physics · Physics 2020-05-18 Ryota Katsube , Masahiro Hotta , Koji Yamaguchi

We study the problem of detection of a p-dimensional sparse vector of parameters in the linear regression model with Gaussian noise. We establish the detection boundary, i.e., the necessary and sufficient conditions for the possibility of…

Statistics Theory · Mathematics 2010-09-13 Yuri I. Ingster , Alexandre B. Tsybakov , Nicolas Verzelen

We study the statistical decision process of detecting the signal from a `signal+noise' type matrix model with an additive Wigner noise. We propose a hypothesis test based on the linear spectral statistics of the data matrix, which does not…

Statistics Theory · Mathematics 2021-03-05 Ji Hyung Jung , Hye Won Chung , Ji Oon Lee

A noise-based non-parametric technique for detecting nebulous objects, for example, irregular or clumpy galaxies, and their structure in noise is introduced. "Noise-based" and "non-parametric" imply that this technique imposes negligible…

Instrumentation and Methods for Astrophysics · Physics 2015-09-08 Mohammad Akhlaghi , Takashi Ichikawa

We address the problem of one dimensional segment detection and estimation, in a regression setup. At each point of a fixed or random design, one observes whether that point belongs to the unknown segment or not, up to some additional…

Statistics Theory · Mathematics 2014-04-25 Victor-Emmanuel Brunel
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