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A recently discovered universal rank-based matrix method to extract trends from noisy time series is described in [1] but the formula for the output matrix elements, implemented there as an open-access supplement MATLAB computer code, is…

Data Analysis, Statistics and Probability · Physics 2020-06-24 D. J. Kestner , G. R. Ierley , A. B. Kostinski

Accurately estimating high-order moments of quantum states is an elementary precondition for many crucial tasks in quantum computing, such as entanglement spectroscopy, entropy estimation, spectrum estimation, and predicting non-linear…

Quantum Physics · Physics 2024-05-16 Benchi Zhao , Mingrui Jing , Lei Zhang , Xuanqiang Zhao , Yu-Ao CHen , Kun Wang , Xin Wang

White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…

Statistical Mechanics · Physics 2023-01-04 Alvaro Diaz-Ruelas

The real-world data is often susceptible to label noise, which might constrict the effectiveness of the existing state of the art algorithms for ordinal regression. Existing works on ordinal regression do not take label noise into account.…

Machine Learning · Computer Science 2020-01-28 Bhanu Garg , Naresh Manwani

We address the problem of learning the parameters of a mean square stable switched linear systems (SLS) with unknown latent space dimension, or \textit{order}, from its noisy input--output data. In particular, we focus on learning a good…

Systems and Control · Electrical Eng. & Systems 2020-05-06 Tuhin Sarkar , Alexander Rakhlin , Munther A. Dahleh

Ranking objects is a simple and natural procedure for organizing data. It is often performed by assigning a quality score to each object according to its relevance to the problem at hand. Ranking is widely used for object selection, when…

Artificial Intelligence · Computer Science 2012-06-26 Or Zuk , Liat Ein-Dor , Eytan Domany

This paper considers a noisy data structure recovery problem. The goal is to investigate the following question: Given a noisy observation of a permuted data set, according to which permutation was the original data sorted? The focus is on…

Information Theory · Computer Science 2020-11-24 Minoh Jeong , Alex Dytso , Martina Cardone , H. Vincent Poor

Guessing random additive noise decoding (GRAND) is a universal decoding paradigm that decodes by repeatedly testing error patterns until identifying a codeword, where the ordering of tests is generated by the received channel values. On one…

Information Theory · Computer Science 2025-07-14 Li Wan , Huarui Yin , Wenyi Zhang

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 $\sigma^2$,…

Optimization and Control · Mathematics 2022-12-13 Kimon Antonakopoulos , Ali Kavis , Volkan Cevher

In supervised learning, we typically leverage a fully labeled dataset to design methods for function estimation or prediction. In many practical situations, we are able to obtain alternative feedback, possibly at a low cost. A broad goal is…

Machine Learning · Statistics 2020-10-27 Yichong Xu , Sivaraman Balakrishnan , Aarti Singh , Artur Dubrawski

In recent years, there is a growing need for processing methods aimed at extracting useful information from large datasets. In many cases the challenge is to discover a low-dimensional structure in the data, often concealed by the existence…

Statistics Theory · Mathematics 2019-06-05 Yariv Aizenbud , Boris Landa , Yoel Shkolnisky

The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unknown distribution. An example of such a…

Statistics Theory · Mathematics 2010-10-20 Victor Konev , Serguei Pergamenchtchikov

One of the most popular and innovative methods to analyse signals is by using Ordinal Patterns (OPs). The OP encoding is based on transforming a (univariate) signal into a symbolic sequence of OPs, where each OP represents the number of…

Chaotic Dynamics · Physics 2026-01-27 Melvyn Tyloo , Joaquín González , Nicolás Rubido

The aim of this paper is to propose a new data-driven control scheme for multi-input-multi-output linear time-invariant systems whose system model are completely unknown. Using a non-minimal input-output realization, the proposed method can…

Systems and Control · Electrical Eng. & Systems 2022-01-11 Nam H. Jo , Hyungbo Shim

Sorting, a classical combinatorial process, forms the bedrock of numerous algorithms with varied applications. A related problem involves efficiently finding the corresponding ranks of all the elements - catering to rank queries, data…

Data Structures and Algorithms · Computer Science 2016-06-24 Sourav Dutta

We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…

Systems and Control · Computer Science 2020-04-09 Tuhin Sarkar , Alexander Rakhlin , Munther A. Dahleh

Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…

Methodology · Statistics 2017-01-23 Santosh Kumar Yadav , Rohit Sinha , Prabin Kumar Bora

We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…

Machine Learning · Statistics 2019-04-16 Kean Ming Tan , Qiang Sun , Daniela Witten

Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu

Zeroth-order (ZO) optimization with ordinal feedback has emerged as a fundamental problem in modern machine learning systems, particularly in human-in-the-loop settings such as reinforcement learning from human feedback, preference…

Optimization and Control · Mathematics 2025-12-23 Haishan Ye
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