Related papers: Adaptive Estimation of Noise Variance and Matrix E…
The adaptive Iterative Soft-Thresholding Algorithm (ISTA) has been a popular algorithm for finding a desirable solution to the LASSO problem without explicitly tuning the regularization parameter $\lambda$. Despite that the adaptive ISTA is…
One of the key factors of enabling machine learning models to comprehend and solve real-world tasks is to leverage multimodal data. Unfortunately, annotation of multimodal data is challenging and expensive. Recently, self-supervised…
Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this…
We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…
This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…
We propose an algorithm to impute and forecast a time series by transforming the observed time series into a matrix, utilizing matrix estimation to recover missing values and de-noise observed entries, and performing linear regression to…
The voting method, an ensemble approach for fundamental frequency estimation, is empirically known for its robustness but lacks thorough investigation. This paper provides a principled analysis and improvement of this technique. First, we…
Recently, several studies consider the stochastic optimization problem but in a heavy-tailed noise regime, i.e., the difference between the stochastic gradient and the true gradient is assumed to have a finite $p$-th moment (say being upper…
In this paper, we consider the problem of recovering an unknown sparse signal $\xv_0 \in \mathbb{R}^n$ from noisy linear measurements $\yv = \Hm \xv_0+ \zv \in \mathbb{R}^m$. A popular approach is to solve the $\ell_1$-norm regularized…
A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample…
Accurate pitch estimation is essential for numerous speech processing applications, yet it remains challenging in high-distortion environments. This paper proposes a robust pitch estimation method that delivers robust pitch estimates in…
To overcome the tradeoff of the conventional normalized least mean square (NLMS) algorithm between fast convergence rate and low steady-state misalignment, this paper proposes a variable step size (VSS) NLMS algorithm by devising a new…
Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…
Many weakly supervised classification methods employ a noise transition matrix to capture the class-conditional label corruption. To estimate the transition matrix from noisy data, existing methods often need to estimate the noisy…
Estimating the number of signals embedded in noise is a fundamental problem in signal processing. As a classic estimator based on random matrix theory (RMT), the RMT estimator estimates the number of signals via sequentially testing the…
Recently we find several candidates of quantum algorithms that may be implementable in near-term devices for estimating the amplitude of a given quantum state, which is a core sub- routine in various computing tasks such as the Monte Carlo…
We consider recovery of low-rank matrices from noisy data by hard thresholding of singular values, where singular values below a prescribed threshold $\lambda$ are set to 0. We study the asymptotic MSE in a framework where the matrix size…
Many parametric statistical models are not properly normalised and only specified up to an intractable partition function, which renders parameter estimation difficult. Examples of unnormalised models are Gibbs distributions, Markov random…
We consider the problem of estimating the spectral norm of a matrix using only matrix-vector products. We propose a new Counterbalance estimator that provides upper bounds on the norm and derive probabilistic guarantees on its…
We consider the problem of estimating means of two Gaussians in a 2-Gaussian mixture, which is not balanced and is corrupted by noise of an arbitrary distribution. We present a robust algorithm to estimate the parameters, together with…