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High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…

Statistics Theory · Mathematics 2009-12-31 Sahand Negahban , Martin J. Wainwright

We consider a common measurement paradigm, where an unknown subset of an affine space is measured by unknown continuous quasi-convex functions. Given the measurement data, can one determine the dimension of this space? In this paper, we…

Algebraic Topology · Mathematics 2020-07-08 Min-Chun Wu , Vladimir Itskov

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

MUltiple SIgnal Classification (MUSIC) is a well-known non-iterative location detection algorithm for small, perfectly conducting cracks in inverse scattering problems. However, when the applied wavenumbers are unknown, inaccurate locations…

Numerical Analysis · Mathematics 2018-01-09 Won-Kwang Park

Compared to real-valued signals, complex-valued signals provide a unique and intuitive representation of the phase of real physical systems and processes, which holds fundamental significance and is widely applied across many fields of…

Signal Processing · Electrical Eng. & Systems 2025-11-04 Wang Hao , Kuang Zhang , Hou Chengyu , Tan Chenxing , Cui Weiming , Fu Weifeng , Yao Xinran

We consider the question of characterising the incompatibility of sets of high-dimensional quantum measurements. We introduce the concept of measurement incompatibility in subspaces. That is, starting from a set of measurements that is…

New technological developments allow to explore the quantum properties of very complex systems, bringing the question of whether also macroscopic systems share such features, within experimental reach. The interest in this question is…

Quantum Physics · Physics 2015-06-17 Mohammad Bahrami , Angelo Bassi , Hendrik Ulbricht

Constructing active sets is a key part of the Multivariate Decomposition Method. An algorithm for constructing optimal or quasi-optimal active sets is proposed in the paper. By numerical experiments, it is shown that the new method can…

Numerical Analysis · Mathematics 2017-03-06 Alexander D. Gilbert , Greg W. Wasilkowski

In many linear inverse problems, we want to estimate an unknown vector belonging to a high-dimensional (or infinite-dimensional) space from few linear measurements. To overcome the ill-posed nature of such problems, we use a low-dimension…

Information Theory · Computer Science 2017-07-18 Yann Traonmilin , Gilles Puy , Rémi Gribonval , Mike Davies

The technique of subsampling has been extensively employed to address the challenges posed by limited computing resources and meet the needs for expedite data analysis. Various subsampling methods have been developed to meet the challenges…

Methodology · Statistics 2024-09-24 Haixiang Zhang , HaiYing Wang

Model-independent searches in particle physics aim at completing our knowledge of the universe by looking for new possible particles not predicted by the current theories. Such particles, referred to as signal, are expected to behave as a…

Applications · Statistics 2019-05-31 Alessandro Casa , Giovanna Menardi

This paper proposes a verification-based decoding approach for reconstruction of a sparse signal with incremental sparse measurements. In its first step, the verification-based decoding algorithm is employed to reconstruct the signal with a…

Information Theory · Computer Science 2013-02-12 Xiaofu Wu , Zhen Yang , Lu Gan

After variable selection, standard inferential procedures for regression parameters may not be uniformly valid; there is no finite-sample size at which a standard test is guaranteed to approximately attain its nominal size. This problem is…

Methodology · Statistics 2020-07-07 Oliver Dukes , Vahe Avagyan , Stijn Vansteelandt

The technique of degree of randomness is used to model the correlations in sequences containing various subsignals and noise. Kolmogorov stochasticity parameter enables to quantify the randomness in number sequences and hence appears as an…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-03 S. Sargsyan

Variational regularization of ill-posed inverse problems is based on minimizing the sum of a data fidelity term and a regularization term. The balance between them is tuned using a positive regularization parameter, whose automatic choice…

Numerical Analysis · Mathematics 2025-11-12 Markus Juvonen , Bjørn Jensen , Ilmari Pohjola , Yiqiu Dong , Samuli Siltanen

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Consider a high-dimensional data set, in which for every data-point there is incomplete information. Each object in the data set represents a real entity, which is described by a point in high-dimensional space. We model the lack of…

Other Computer Science · Computer Science 2016-05-10 Hadassa Daltrophe , Shlomi Dolev , Zvi Lotker

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

We present a mathematically justifiable, computationally simple, sample eigenvalue based procedure for estimating the number of high-dimensional signals in white noise using relatively few samples. The main motivation for considering a…

Statistics Theory · Mathematics 2007-05-23 N. Raj Rao , Alan Edelman

Cross-spectral analysis is a mathematical tool for extracting the power spectral density of a correlated signal from two time series in the presence of uncorrelated interfering signals. We demonstrate and explain a set of conditions where…

Instrumentation and Detectors · Physics 2013-07-26 Craig W. Nelson , Archita Hati , David A. Howe
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