Related papers: Plug-in Estimation in High-Dimensional Linear Inve…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
Plug-and-Play (PnP) algorithms are a class of iterative algorithms that address image inverse problems by combining a physical model and a deep neural network for regularization. Even if they produce impressive image restoration results,…
Deconvolution is a widely used strategy to mitigate the blurring and noisy degradation of hyperspectral images~(HSI) generated by the acquisition devices. This issue is usually addressed by solving an ill-posed inverse problem. While…
This paper considers the linear inverse problem where we wish to estimate a structured signal $x$ from its corrupted observations. When the problem is ill-posed, it is natural to make use of a convex function $f(\cdot)$ that exploits the…
We study methods for simultaneous analysis of many noisy experiments in the presence of rich covariate information. The goal of the analyst is to optimally estimate the true effect underlying each experiment. Both the noisy experimental…
We consider a compressive hyperspectral imaging reconstruction problem, where three-dimensional spatio-spectral information about a scene is sensed by a coded aperture snapshot spectral imager (CASSI). The approximate message passing (AMP)…
We study compressed sensing (CS) signal reconstruction problems where an input signal is measured via matrix multiplication under additive white Gaussian noise. Our signals are assumed to be stationary and ergodic, but the input statistics…
Existing plug-and-play image restoration methods typically employ off-the-shelf Gaussian denoisers as proximal operators within classical optimization frameworks based on variable splitting. Recently, denoisers induced by generative priors…
A denoising algorithm seeks to remove noise, errors, or perturbations from a signal. Extensive research has been devoted to this arena over the last several decades, and as a result, today's denoisers can effectively remove large amounts of…
A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…
We extend the Deep Image Prior (DIP) framework to one-dimensional signals. DIP is using a randomly initialized convolutional neural network (CNN) to solve linear inverse problems by optimizing over weights to fit the observed measurements.…
We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator.…
Factorization of matrices where the rank of the two factors diverges linearly with their sizes has many applications in diverse areas such as unsupervised representation learning, dictionary learning or sparse coding. We consider a setting…
For a multidimensional It\^o semimartingale, we consider the problem of estimating integrated volatility functionals. Jacod and Rosenbaum (2013) studied a plug-in type of estimator based on a Riemann sum approximation of the integrated…
Nonlinear vector autoregression (NVAR) and reservoir computing (RC) have shown promise in forecasting chaotic dynamical systems, such as the Lorenz-63 model and El Nino-Southern Oscillation. However, their reliance on fixed nonlinear…
We propose score-based VAMP (SC-VAMP), a variant of vector approximate message passing (VAMP) in which the Onsager correction is expressed and computed via conditional Fisher information, thereby enabling a Jacobian-free implementation.…
One key ingredient of image restoration is to define a realistic prior on clean images to complete the missing information in the observation. State-of-the-art restoration methods rely on a neural network to encode this prior. Typical image…
We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…
We propose a method to debias estimators based on U-statistics with Machine Learning (ML) first-steps. Standard plug-in estimators often suffer from regularization and model-selection biases, producing invalid inferences. We show that…
Many modern imaging applications can be modeled as compressed sensing linear inverse problems. When the measurement operator involved in the inverse problem is sufficiently random, denoising Scalable Message Passing (SMP) algorithms have a…