Related papers: Restoring a smooth function from its noisy integra…
We provide a new methodology for statistical recovery of single linear mixtures of piecewise constant signals (sources) with unknown mixing weights and change points in a multiscale fashion. We show exact recovery within an…
We present a precise solution of the polaron problem by a novel Monte Carlo method. Basing on conventional diagrammatic expansion for the Green function of the polaron, $G({\bf k}, \tau)$, we construct a process of generating continuous…
We develop procedures, based on minimization of the composition $f(x) = h(c(x))$ of a convex function $h$ and smooth function $c$, for solving random collections of quadratic equalities, applying our methodology to phase retrieval problems.…
We derive fundamental sampling bounds for smooth signals in continuous settings without sparsity assumptions. By introducing the Fourier ratio as a measure of spectral compressibility induced by smoothness, we obtain explicit, deterministic…
Suppose that we observe noisy linear measurements of an unknown signal that can be modeled as the sum of two component signals, each of which arises from a nonlinear sub-manifold of a high dimensional ambient space. We introduce SPIN, a…
To accomplish correct Bayesian inference from weak lensing shear data requires a complete statistical description of the data. The natural framework to do this is a Bayesian Hierarchical Model, which divides the chain of reasoning into…
This note studies numerical methods for solving compositional optimization problems, where the inner function is smooth, and the outer function is Lipschitz continuous, non-smooth, and non-convex but exhibits one of two special structures…
Another facet of the elegant link between random processes on graphs and Laplacian-based numerical linear algebra is uncovered: based on random spanning forests, novel Monte-Carlo estimators for graph signal smoothing are proposed. These…
We provide a new estimator of integral operators with smooth kernels, obtained from a set of scattered and noisy impulse responses. The proposed approach relies on the formalism of smoothing in reproducing kernel Hilbert spaces and on the…
Soft extrapolation refers to the problem of recovering a function from its samples, multiplied by a fast-decaying window and perturbed by an additive noise, over an interval which is potentially larger than the essential support of the…
We study the problem of estimating the score function of an unknown probability distribution $\rho^*$ from $n$ independent and identically distributed observations in $d$ dimensions. Assuming that $\rho^*$ is subgaussian and has a…
A random Gaussian density field contains a fixed amount of Fisher information on the amplitude of its power spectrum. For a given smoothing scale, however, that information is not evenly distributed throughout the smoothed field. We…
We present a new method for the reconstruction of rational functions through finite-fields sampling that can significantly reduce the number of samples required. The method works by exploiting all the independent linear relations among…
For the problem of nonparametric regression of smooth functions, we reconsider and analyze a constrained variational approach, which we call the MultIscale Nemirovski-Dantzig (MIND) estimator. This can be viewed as a multiscale extension of…
In computer graphics, smooth data reconstruction on 2D or 3D manifolds usually refers to subdivision problems. Such a method is only valid based on dense sample points. The manifold usually needs to be triangulated into meshes (or patches)…
We develop a statistical-mechanical formulation for image restoration and error-correcting codes. These problems are shown to be equivalent to the Ising spin glass with ferromagnetic bias under random external fields. We prove that the…
Radial basis functions are a common mathematical tool used to construct a smooth interpolating function from a set of data points. A spatial prior based on thin-plate spline radial basis functions can be easily implemented resulting in a…
Global optimization of black-box functions from noisy samples is a fundamental challenge in machine learning and scientific computing. Traditional methods such as Bayesian Optimization often converge to local minima on multi-modal…
In many areas of imaging science, it is difficult to measure the phase of linear measurements. As such, one often wishes to reconstruct a signal from intensity measurements, that is, perform phase retrieval. In several applications the…
The Picard-Lefschetz theory has been attracting much attention as a tool to evaluate a multi-variable integral with a complex weight, which appears in various important problems in theoretical physics. The idea is to deform the integration…