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Nonlinear interference is modeled by a time-varying conditionally Gaussian channel. It is shown that approximating this channel with a time-invariant channel imposes considerable loss in the performance of channel decoding. An adaptive…

Information Theory · Computer Science 2021-02-02 Reza Rafie Borujeny , Frank R. Kschischang

We investigate the performance of distributed least-mean square (LMS) algorithms for parameter estimation over sensor networks where the regression data of each node are corrupted by white measurement noise. Under this condition, we show…

Systems and Control · Computer Science 2016-11-18 Reza Abdolee , Benoit Champagne

This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…

Information Theory · Computer Science 2019-09-04 Alex Dytso , Martina Cardone , H. Vincent Poor

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

The effect of measurement errors in discriminant analysis is investigated. Given observations $Z=X+\epsilon$, where $\epsilon$ denotes a random noise, the goal is to predict the density of $X$ among two possible candidates $f$ and $g$. We…

Statistics Theory · Mathematics 2015-05-13 Sébastien Loustau , Clément Marteau

We consider the problem of estimating a low-dimensional parameter in high-dimensional linear regression. Constructing an approximately unbiased estimate of the parameter of interest is a crucial step towards performing statistical…

Statistics Theory · Mathematics 2021-07-30 Michael Celentano , Andrea Montanari

Score-based generative models achieve state-of-the-art sampling performance by denoising a distribution perturbed by Gaussian noise. In this paper, we focus on a single deterministic denoising step, and compare the optimal denoiser for the…

Machine Learning · Computer Science 2026-03-18 Eliot Beyler , Francis Bach

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…

Signal Processing · Electrical Eng. & Systems 2024-02-12 Tianfu Qi , Jun Wang

A considerable amount of research in harmonic analysis has been devoted to non-linear estimators of signals contaminated by additive Gaussian noise. They are implemented by thresholding coefficients in a frame, which provide a sparse signal…

Computer Vision and Pattern Recognition · Computer Science 2025-10-28 Nathanaël Cuvelle--Magar , Stéphane Mallat

Compressed sensing typically deals with the estimation of a system input from its noise-corrupted linear measurements, where the number of measurements is smaller than the number of input components. The performance of the estimation…

Information Theory · Computer Science 2016-11-17 Jin Tan , Danielle Carmon , Dror Baron

In this paper we present new theory and algorithms for 2-norm regression over the max-plus semiring. As an application we also show how max-plus 2-norm regression can be used in system identification of max-plus linear dynamical systems…

Numerical Analysis · Mathematics 2019-02-25 James Hook

Recent results have proven the minimax optimality of LASSO and related algorithms for noisy linear regression. However, these results tend to rely on variance estimators that are inefficient or optimizations that are slower than LASSO…

Statistics Theory · Mathematics 2019-03-18 Christopher Kennedy , Rachel Ward

Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the…

Computation · Statistics 2019-05-29 Stefano Peluso , Antonietta Mira , Pietro Muliere

A low-complexity model for signal quality prediction in a nonlinear fiber-optical network is developed. The model, which builds on the Gaussian noise model, takes into account the signal degradation caused by a combination of chromatic…

Optics · Physics 2015-01-07 Pontus Johannisson , Erik Agrell

This paper studies the problem of shuffled linear regression, where the correspondence between predictors and responses in a linear model is obfuscated by a latent permutation. Specifically, we consider the model $y = \Pi_* X \beta_* + w$,…

Statistics Theory · Mathematics 2024-02-16 Leon Lufkin , Yihong Wu , Jiaming Xu

We propose a nonconvexly regularized convex model for linear regression problems under non-Gaussian noise. The cost function of the proposed model is designed with a possibly non-quadratic data fidelity term and a nonconvex regularizer via…

Optimization and Control · Mathematics 2025-09-04 Wataru Yata , Keita Kume , Isao Yamada

In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…

Systems and Control · Computer Science 2016-08-09 Laurent Bako , Henrik Ohlsson

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

We study an online linear regression setting in which the observed feature vectors are corrupted by noise and the learner can pay to reduce the noise level. In practice, this may happen for several reasons: for example, because features can…

Machine Learning · Computer Science 2025-11-12 Nadav Merlis , Kyoungseok Jang , Nicolò Cesa-Bianchi