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This paper studies the problem of identifying low-order linear systems via Hankel nuclear norm regularization. Hankel regularization encourages the low-rankness of the Hankel matrix, which maps to the low-orderness of the system. We provide…

Machine Learning · Statistics 2022-04-01 Yue Sun , Samet Oymak , Maryam Fazel

We present a new finite-time analysis of the estimation error of the Ordinary Least Squares (OLS) estimator for stable linear time-invariant systems. We characterize the number of observed samples (the length of the observed trajectory)…

Statistics Theory · Mathematics 2020-03-27 Yassir Jedra , Alexandre Proutiere

Reconstructing a signal on a graph from noisy observations of a subset of the vertices is a fundamental problem in the field of graph signal processing. This paper investigates how sample size affects reconstruction error in the presence of…

Signal Processing · Electrical Eng. & Systems 2026-02-26 Baskaran Sripathmanathan , Xiaowen Dong , Michael Bronstein

The propensity score (PS) is often used to control for large numbers of covariates in high-dimensional healthcare database studies. The least absolute shrinkage and selection operator (LASSO) has become the most widely used tool for fitting…

Methodology · Statistics 2025-12-17 Richard Wyss , Ben B. Hansen , Georg Hahn , Lars van der Laan , Kueiyu Joshua Lin

This paper considers the problem of linear time-invariant (LTI) system identification using input/output data. Recent work has provided non-asymptotic results on partially observed LTI system identification using a single trajectory but is…

Optimization and Control · Mathematics 2021-11-23 Yang Zheng , Na Li

This paper investigates some theoretical properties of the Partial Least Square (PLS) method. We focus our attention on the single component case, that provides a useful framework to understand the underlying mechanism. We provide a…

Statistics Theory · Mathematics 2023-10-17 Luca Castelli , Clément Marteau , Irène Gannaz

We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…

Information Theory · Computer Science 2015-11-17 Yaniv Plan , Roman Vershynin

Quantization of signals is an integral part of modern signal processing applications, such as sensing, communication, and inference. While signal quantization provides many physical advantages, it usually degrades the subsequent estimation…

Signal Processing · Electrical Eng. & Systems 2021-12-01 Itai E. Berman , Tirza Routtenberg

Suppose that $\mathbf{y}=\lvert A\mathbf{x_0}\rvert+\eta$ where $\mathbf{x_0} \in \mathbb{R}^d$ is the target signal and $\eta\in \mathbb{R}^m$ is a noise vector. The aim of phase retrieval is to estimate $\mathbf{x_0}$ from $\mathbf{y}$. A…

Information Theory · Computer Science 2019-04-23 Meng Huang , Zhiqiang Xu

The local least squares estimator for a regression curve cannot provide optimal results when non-Gaussian noise is present. Both theoretical and empirical evidence suggests that residuals often exhibit distributional properties different…

Machine Learning · Statistics 2025-04-29 Ladan Tazik , James Stafford , John Braun

The recursive least-squares algorithm with $\ell_1$-norm regularization ($\ell_1$-RLS) exhibits excellent performance in terms of convergence rate and steady-state error in identification of sparse systems. Nevertheless few works have…

Signal Processing · Electrical Eng. & Systems 2022-02-02 Wei Gao , Jie Chen , Cédric Richard , Wentao Shi , Qunfei Zhang

$l^q$-regularization has been demonstrated to be an attractive technique in machine learning and statistical modeling. It attempts to improve the generalization (prediction) capability of a machine (model) through appropriately shrinking…

Machine Learning · Computer Science 2023-06-14 Shaobo Lin , Chen Xu , Jingshan Zeng , Jian Fang

Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…

Information Theory · Computer Science 2019-05-15 Ali Bereyhi , Saba Asaad , Bernhard Gäde , Ralf R. Müller

Control of linear dynamics with multiplicative noise naturally introduces robustness against dynamical uncertainty. Moreover, many physical systems are subject to multiplicative disturbances. In this work we show how these dynamics can be…

Optimization and Control · Mathematics 2023-12-27 Peter Coppens , Panagiotis Patrinos

A novel estimation approach for a general class of semi-parametric multivariate time series models is introduced where the conditional mean is modeled through parametric functions. The focus of the estimation is the conditional mean…

Methodology · Statistics 2025-07-21 Mirko Armillotta

Noise originating from several sources in a RF environment degrades the performance of communication systems. In wideband systems, such as cognitive radios, noise at the receiver can originate from non-linearity present in the RF front end,…

Signal Processing · Electrical Eng. & Systems 2018-01-31 Adnan Quadri , Mohsen Riahi Manesh , Naima Kaabouch

In this study, we consider preliminary test and shrinkage estimation strategies for quantile regression models. In classical Least Squares Estimation (LSE) method, the relationship between the explanatory and explained variables in the…

Statistics Theory · Mathematics 2017-09-07 Bahadır Yüzbaşı , Yasin Asar , M. Şamil Şık , Ahmet Demiralp

Power quality (PQ) analysis describes the non-pure electric signals that are usually present in electric power systems. The automatic recognition of PQ disturbances can be seen as a pattern recognition problem, in which different types of…

Applications · Statistics 2017-10-23 Andrés F. López-Lopera , Mauricio A. Álvarez , Ávaro A. Orozco

Post-training quantization (PTQ) is crucial for deploying efficient object detection models, like YOLO, on resource-constrained devices. However, the impact of reduced precision on model robustness to real-world input degradations such as…

Computer Vision and Pattern Recognition · Computer Science 2026-05-04 Toghrul Karimov , Hassan Imani , Allan Kazakov

Recently, it was demonstrated in [CS2012,CS2013] that the robustness of the classical Non-Local Means (NLM) algorithm [BCM2005] can be improved by incorporating $\ell^p (0 < p \leq 2)$ regression into the NLM framework. This general…

Computer Vision and Pattern Recognition · Computer Science 2015-06-15 Kunal N. Chaudhury