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In this paper, we consider a statistical problem of learning a linear model from noisy samples. Existing work has focused on approximating the least squares solution by using leverage-based scores as an importance sampling distribution.…
We propose a learning-based approach for estimating the spectrum of a multisinusoidal signal from a finite number of samples. A neural-network is trained to approximate the spectra of such signals on simulated data. The proposed methodology…
Noisy labels can impair the performance of deep neural networks. To tackle this problem, in this paper, we propose a new method for filtering label noise. Unlike most existing methods relying on the posterior probability of a noisy…
This paper proposes a novel model inference procedure to identify system matrix from a single noisy trajectory over a finite-time interval. The proposed inference procedure comprises an observation data processor, a redundant data processor…
One of the key challenges in sensor networks is the extraction of information by fusing data from a multitude of distinct, but possibly unreliable sensors. Recovering information from the maximum number of dependable sensors while…
Deciding the best future execution time is a critical task in many business activities while evolving time series forecasting, and optimal timing strategy provides such a solution, which is driven by observed data. This solution has plenty…
The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…
The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…
We investigate the calibration of estimations to increase performance with an optimal monotone transform on the estimator outputs. We start by studying the traditional square error setting with its weighted variant and show that the optimal…
This paper considers the problem of robust adaptive efficient estimating of a periodic function in a continuous time regression model with the dependent noises given by a general square integrable semimartingale with a conditionally…
This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…
In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…
In a recent paper, Hou and Shi introduced a new adaptive data analysis method to analyze nonlinear and non-stationary data. The main idea is to look for the sparsest representation of multiscale data within the largest possible dictionary…
We develop an interpolation-based framework for noisy linear systems with unknown system matrix with bounded norm (implying bounded growth or non-increasing energy), and bounded process noise energy. The proposed approach characterizes all…
This paper considers the problem of asynchronous stochastic nonconvex optimization with heavy-tailed gradient noise and arbitrarily heterogeneous computation times across workers. We propose an asynchronous normalized stochastic gradient…
We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…
In this note we consider the problem of synthesizing optimal control policies for a system from noisy datasets. We present a novel algorithm that takes as input the available dataset and, based on these inputs, computes an optimal policy…
It has been shown that some macroeconomic time series, especially those where outliers could be present, can be well modelled using heavy tailed distributions for the noise components. Methods for deciding when and where heavy-tailed models…
A subthreshold signal is transmitted through a channel and may be detected when some noise -- with known structure and proportional to some level -- is added to the data. There is an optimal noise level, called stochastic resonance, that…
Nonlinear regression has been extensively employed in many computer vision problems (e.g., crowd counting, age estimation, affective computing). Under the umbrella of deep learning, two common solutions exist i) transforming nonlinear…