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We consider non-parametric estimation and inference of conditional moment models in high dimensions. We show that even when the dimension $D$ of the conditioning variable is larger than the sample size $n$, estimation and inference is…

Machine Learning · Computer Science 2019-06-19 Khashayar Khosravi , Greg Lewis , Vasilis Syrgkanis

We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced…

Probability · Mathematics 2017-11-28 Andrew Papanicolaou , Konstantinos Spiliopoulos

In current research, machine and deep learning solutions for the classification of temporal data are shifting from single-channel datasets (univariate) to problems with multiple channels of information (multivariate). The majority of these…

Machine Learning · Computer Science 2023-04-13 Leonardos Pantiskas , Kees Verstoep , Mark Hoogendoorn , Henri Bal

Coherent superpositions are one of the hallmarks of quantum mechanics and are vital for any quantum mechanical device to outperform the classically achievable. Generically, superpositions are verified in interference experiments, but…

Quantum Physics · Physics 2020-03-04 Benjamin Dive , Nikolaos Koukoulekidis , Stefanos Mousafeiris , Florian Mintert

In real-world data, information is stored in extremely large feature vectors. These variables are typically correlated due to complex interactions involving many features simultaneously. Such correlations qualitatively correspond to…

Machine Learning · Computer Science 2025-05-22 Santiago Acevedo , Alex Rodriguez , Alessandro Laio

Comparing alternatives in pairs is a very well known technique of ranking creation. The answer to how reliable and trustworthy ranking is depends on the inconsistency of the data from which it was created. There are many indices used for…

Discrete Mathematics · Computer Science 2020-01-28 Konrad Kułakowski , Dawid Talaga

An observational study may be biased for estimating causal effects by failing to control for unmeasured confounders. This paper proposes a new quantity called the "sensitivity value", which is defined as the minimum strength of unmeasured…

Methodology · Statistics 2017-05-24 Qingyuan Zhao

We give an overview of recent developments in the problem of reconstructing a band-limited signal from non-uniform sampling from a numerical analysis view point. It is shown that the appropriate design of the finite-dimensional model plays…

Numerical Analysis · Mathematics 2025-10-20 Thomas Strohmer

Results on the spectral behavior of random matrices as the dimension increases are applied to the problem of detecting the number of sources impinging on an array of sensors. A common strategy to solve this problem is to estimate the…

Statistics Theory · Mathematics 2022-12-09 J. W. Silverstein , P. L. Combettes

Block sparsity is an important parameter in many algorithms to successfully recover block sparse signals under the framework of compressive sensing. However, it is often unknown and needs to be estimated. Recently there emerges a few…

Signal Processing · Electrical Eng. & Systems 2019-09-04 Jianfeng Wang , Zhiyong Zhou , Jun Yu

Evaluating the statistical dimension is a common tool to determine the asymptotic phase transition in compressed sensing problems with Gaussian ensemble. Unfortunately, the exact evaluation of the statistical dimension is very difficult and…

Information Theory · Computer Science 2019-06-06 Sajad Daei , Farzan Haddadi , Arash Amini , Martin Lotz

Motivated by the challenges in analyzing gut microbiome and metagenomic data, this work aims to tackle the issue of measurement errors in high-dimensional regression models that involve compositional covariates. This paper marks a…

Methodology · Statistics 2024-09-13 Huali Zhao , Tianying Wang

An analysis of high-dimensional data can offer a detailed description of a system but is often challenged by the curse of dimensionality. General dimensionality reduction techniques can alleviate such difficulty by extracting a few…

Methodology · Statistics 2021-09-28 Di Bo , Hoon Hwangbo , Vinit Sharma , Corey Arndt , Stephanie C. TerMaath

An estimation method is presented for polynomial phase signals, i.e., those adopting the form of a complex exponential whose phase is polynomial in its indices. Transcending the scope of existing techniques, the proposed estimator can…

Signal Processing · Electrical Eng. & Systems 2024-11-12 Heedong Do , Namyoon Lee , Angel Lozano

Sufficient dimension reduction [J. Amer. Statist. Assoc. 86 (1991) 316-342] has long been a prominent issue in multivariate nonparametric regression analysis. To uncover the central dimension reduction space, we propose in this paper an…

Statistics Theory · Mathematics 2014-08-15 Efang Kong , Yingcun Xia

Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…

Statistics Theory · Mathematics 2007-06-13 Wei Zhang

The construction of measurements suitable for discriminating signal components produced by phenomena of different types is considered. The required measurements should be capable of cancelling out those signal components which are to be…

Mathematical Physics · Physics 2009-08-06 Laura Rebollo-Neira

Quantum theory allows the traversing of multiple channels in a superposition of different orders. When the order in which the channels are traversed is controlled by an auxiliary quantum system, various unknown parameters of the channels…

Quantum Physics · Physics 2023-09-27 A. Z. Goldberg , L. L. Sanchez-Soto , K. Heshami

Incompatible, i.e. non-jointly measurable quantum measurements are a necessary resource for many information processing tasks. It is known that increasing the number of distinct measurements usually enhances the incompatibility of a…

Quantum Physics · Physics 2023-09-28 Lucas Tendick , Hermann Kampermann , Dagmar Bruß

Weak signal identification and inference are very important in the area of penalized model selection, yet they are under-developed and not well-studied. Existing inference procedures for penalized estimators are mainly focused on strong…

Methodology · Statistics 2016-11-16 Peibei Shi , Annie Qu