Related papers: Finding Exogenous Variation in Data
We study the convolutional phase retrieval problem, of recovering an unknown signal $\mathbf x \in \mathbb C^n $ from $m$ measurements consisting of the magnitude of its cyclic convolution with a given kernel $\mathbf a \in \mathbb C^m $.…
In the analysis of observational data in social sciences and businesses, it is difficult to obtain a "(quasi) single-source dataset" in which the variables of interest are simultaneously observed. Instead, multiple-source datasets are…
This paper considers the robust phase retrieval, which can be cast as a nonsmooth and nonconvex composite optimization problem. We propose two first-order algorithms with adaptive step sizes: the subgradient algorithm (AdaSubGrad) and the…
We propose a method for recovering the structure of a sparse undirected graphical model when very few samples are available. The method decides about the presence or absence of bonds between pairs of variable by considering one pair at a…
We address the problem of estimating time and frequency shifts of a known waveform in the presence of multiple measurement vectors (MMVs). This problem naturally arises in radar imaging and wireless communications. Specifically, a signal…
In this paper, we consider the sparse phase retrieval problem, recovering an $s$-sparse signal $\bm{x}^{\natural}\in\mathbb{R}^n$ from $m$ phaseless samples $y_i=|\langle\bm{x}^{\natural},\bm{a}_i\rangle|$ for $i=1,\ldots,m$. Existing…
This paper explores the nonparametric estimation of the volatility component in a heteroscedastic scalar-on-function regression model, where the underlying discrete-time process is ergodic and subject to a missing-at-random mechanism. We…
In this paper, a scale mixture of Normal distributions model is developed for classification and clustering of data having outliers and missing values. The classification method, based on a mixture model, focuses on the introduction of…
Change-point detection methods are proposed for the case of temporary failures, or transient changes, when an unexpected disorder is ultimately followed by a readjustment and return to the initial state. A base distribution of the…
Fourier phase retrieval is a classical problem that deals with the recovery of an image from the amplitude measurements of its Fourier coefficients. Conventional methods solve this problem via iterative (alternating) minimization by…
Phase retrieval is one of the most challenging processes in many interferometry techniques. To promote the phase retrieval, Xu et. al [X. Xu, Y. Wang, Y. Xu, W. Jin. 2016] proposed a method based on dual-wavelength interferometry. However,…
Given a random sample of points from some unknown distribution, we propose a new data-driven method for estimating its probability support S. Under the mild assumption that S is r-convex, the smallest r-convex set which contains the sample…
Modern surveys with large sample sizes and growing mixed-type questionnaires require robust and scalable analysis methods. In this work, we consider recovering a mixed dataframe matrix, obtained by complex survey sampling, with entries…
This paper develops a new exponential forgetting algorithm that can prevent so-called the estimator windup problem, while retaining fast convergence speed. To investigate the properties of the proposed forgetting algorithm, boundedness of…
We consider a phase retrieval problem, where we want to reconstruct a $n$-dimensional vector from its phaseless scalar products with $m$ sensing vectors, independently sampled from complex normal distributions. We show that, with a suitable…
We consider a resampling scheme for parameters estimates in nonlinear regression models. We provide an estimation procedure which recycles, via random weighting, the relevant parameters estimates to construct consistent estimates of the…
This paper is concerned with a numerical method for a 3D coefficient inverse problem with phaseless scattering data. These are multi-frequency data generated by a single direction of the incident plane wave. Our numerical procedure consists…
We propose a procedure to handle the problem of Gaussian regression when the variance is unknown. We mix least-squares estimators from various models according to a procedure inspired by that of Leung and Barron (2007). We show that in some…
The analysis of intermittent data is improved. The standard method of recovering the history of a particle cascade is proved in general not to reproduce the structure of the true cascade. The recovering corrections to the standard method…
Fabrication process variations are a major source of yield degradation in the nano-scale design of integrated circuits (IC), microelectromechanical systems (MEMS) and photonic circuits. Stochastic spectral methods are a promising technique…