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We consider estimation of a deterministic unknown parameter vector in a linear model with non-Gaussian noise. In the Gaussian case, dimensionality reduction via a linear matched filter provides a simple low dimensional sufficient statistic…

Applications · Statistics 2013-11-05 Jakob Vovnoboy , Ami Wiesel

We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…

Instrumentation and Methods for Astrophysics · Physics 2011-10-18 Niels Oppermann , Georg Robbers , Torsten A. Ensslin

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…

Systems and Control · Electrical Eng. & Systems 2021-09-21 S. I. Nizovtsev , S. V. Shavetov , A. A. Pyrkin

Usually, hearing impaired people use hearing aids which are implemented with speech enhancement algorithms. Estimation of speech and estimation of nose are the components in single channel speech enhancement system. The main objective of…

Sound · Computer Science 2014-11-10 M. Ravichandra Kumar , B. Ravi Teja

This paper tackles the problem of recovering a low-rank signal tensor with possibly correlated components from a random noisy tensor, or so-called spiked tensor model. When the underlying components are orthogonal, they can be recovered…

Machine Learning · Statistics 2023-03-20 Mohamed El Amine Seddik , Mohammed Mahfoud , Merouane Debbah

This paper studies regularized least square recovery of signals whose samples' prior distributions are nonidentical, e.g., signals with time-variant sparsity. For this model, Bayesian framework suggests to regularize the least squares term…

Information Theory · Computer Science 2018-05-31 Ali Bereyhi , Mohammad Ali Sedaghat , Ralf R. Müller

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

Methodology · Statistics 2021-11-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka

We consider the problem of exact recovery of a $k$-sparse binary vector from generalized linear measurements (such as logistic regression). We analyze the linear estimation algorithm (Plan, Vershynin, Yudovina, 2017), and also show…

Machine Learning · Statistics 2025-02-25 Arya Mazumdar , Neha Sangwan

In this paper, we account for approaches of sparse recovery from large underdetermined linear models with perturbation present in both the measurements and the dictionary matrix. Existing methods have high computation and low efficiency.…

Information Theory · Computer Science 2012-05-02 Xuebing Han , Hao Zhang , Gang Li

The fundamental frequency (F0) represents pitch in speech that determines prosodic characteristics of speech and is needed in various tasks for speech analysis and synthesis. Despite decades of research on this topic, F0 estimation at low…

Audio and Speech Processing · Electrical Eng. & Systems 2018-07-03 Akihiro Kato , Tomi Kinnunen

The shuffled linear regression problem aims to recover linear relationships in datasets where the correspondence between input and output is unknown. This problem arises in a wide range of applications including survey data, in which one…

Computation · Statistics 2022-10-03 Efe Onaran , Soledad Villar

This article considers recovery of signals that are sparse or approximately sparse in terms of a (possibly) highly overcomplete and coherent tight frame from undersampled data corrupted with additive noise. We show that the properly…

Information Theory · Computer Science 2013-09-10 Junhong Lin , Song Li

We propose a pivotal method for estimating high-dimensional sparse linear regression models, where the overall number of regressors $p$ is large, possibly much larger than $n$, but only $s$ regressors are significant. The method is a…

Methodology · Statistics 2015-03-17 Alexandre Belloni , Victor Chernozhukov , Lie Wang

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

Machine Learning · Computer Science 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

Unsupervised feature selection (UFS) is widely applied in machine learning and pattern recognition. However, most of the existing methods only consider a single sparsity, which makes it difficult to select valuable and discriminative…

Optimization and Control · Mathematics 2025-01-03 Xianchao Xiu , Anning Yang , Chenyi Huang , Xinrong Li , Wanquan Liu

Graph sampling addresses the problem of selecting a node subset in a graph to collect samples, so that a K-bandlimited signal can be reconstructed in high fidelity. Assuming an independent and identically distributed (i.i.d.) noise model,…

Signal Processing · Electrical Eng. & Systems 2019-10-23 Fen Wang , Gene Cheung , Yongchao Wang

A new algorithm is proposed for a) unsupervised learning of sparse representations from subsampled measurements and b) estimating the parameters required for linearly reconstructing signals from the sparse codes. We verify that the new…

Neurons and Cognition · Quantitative Biology 2010-11-02 Guy Isely , Christopher J. Hillar , Friedrich T. Sommer

Signal sampling and reconstruction is a fundamental engineering task at the heart of signal processing. The celebrated Shannon-Nyquist theorem guarantees perfect signal reconstruction from uniform samples, obtained at a rate twice the…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Charilaos I. Kanatsoulis , Xiao Fu , Nicholas D. Sidiropoulos , Mehmet Akçakaya
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