Related papers: Low noise sensitivity analysis of Lq-minimization …
Networked systems usually face different random uncertainties that make the performance of the least-squares (LS) linear filter decline significantly. For this reason, great attention has been paid to the search for other kinds of…
The performance of Least Squares (LS) estimators is studied in isotonic, unimodal and convex regression. Our results have the form of sharp oracle inequalities that account for the model misspecification error. In isotonic and unimodal…
Mitigating and reducing noise influence is crucial for obtaining precise experimental results from noisy intermediate-scale quantum (NISQ) devices. In this work, an adaptive Hamiltonian learning (AHL) model for data analysis and quantum…
In this paper, we study a fast approximation method for {\it large-scale high-dimensional} sparse least-squares regression problem by exploiting the Johnson-Lindenstrauss (JL) transforms, which embed a set of high-dimensional vectors into a…
Extending the context window support of large language models (LLMs) is crucial for tasks with long-distance dependencies. RoPE-based interpolation and extrapolation methods, such as linear scaling and frequency-aware schemes, enable longer…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…
Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent, but numerically…
This paper studies the properties of linear regression on centrality measures when network data is sparse and observed with error. We make three contributions in this setting. First, we show that OLS estimators can become inconsistent under…
We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…
We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…
In the heteroscedastic linear model, the weighted least squares (WLS) estimate of the model coefficients is more efficient than the ordinary least squares (OLS) esti- mate. However, the practical application of WLS is challenging because it…
For on-device automatic speech recognition (ASR), quantization aware training (QAT) is ubiquitous to achieve the trade-off between model predictive performance and efficiency. Among existing QAT methods, one major drawback is that the…
The asymptotic optimality (a.o.) of various hyper-parameter estimators with different optimality criteria has been studied in the literature for regularized least squares regression problems. The estimators include e.g., the maximum…
In this paper, we consider high-dimensional Lp-quantile regression which only requires a low order moment of the error and is also a natural generalization of the above methods and Lp-regression as well. The loss function of Lp-quantile…
Noise shaping refers to an analog-to-digital conversion methodology in which quantization error is arranged to lie mostly outside the signal spectrum by means of oversampling and feedback. Recently it has been successfully applied to more…
We study instrumental-variable designs where policy reforms strongly shift the distribution of an endogenous variable but only weakly move its mean. We formalize this by introducing distributional relevance: instruments may be purely…
We introduce Lindblad-like quantum tomography (L$\ell$QT) as a quantum characterization technique of time-correlated noise in quantum information processors. This approach enables the estimation of time-local master equations, including…
The least squares (LS) estimate is the archetypical solution of linear regression problems. The asymptotic Gaussianity of the scaled LS error is often used to construct approximate confidence ellipsoids around the LS estimate, however, for…
We study the performance of the Least Squares Estimator (LSE) in a general nonparametric regression model, when the errors are independent of the covariates but may only have a $p$-th moment ($p\geq 1$). In such a heavy-tailed regression…
The aim of this paper is to propose a least mean squares (LMS) strategy for adaptive estimation of signals defined over graphs. Assuming the graph signal to be band-limited, over a known bandwidth, the method enables reconstruction, with…