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This paper studies the estimation of the coefficient matrix $\Ttheta$ in multivariate regression with hidden variables, $Y = (\Ttheta)^TX + (B^*)^TZ + E$, where $Y$ is a $m$-dimensional response vector, $X$ is a $p$-dimensional vector of…

Statistics Theory · Mathematics 2021-03-01 Xin Bing , Yang Ning , Yaosheng Xu

In many important statistical applications, the number of variables or parameters $p$ is much larger than the number of observations $n$. Suppose then that we have observations $y=X\beta+z$, where $\beta\in\mathbf{R}^p$ is a parameter…

Statistics Theory · Mathematics 2009-09-29 Emmanuel Candes , Terence Tao

We focus on the high-dimensional linear regression problem, where the algorithmic goal is to efficiently infer an unknown feature vector $\beta^*\in\mathbb{R}^p$ from its linear measurements, using a small number $n$ of samples. Unlike most…

Statistics Theory · Mathematics 2023-09-19 David Gamarnik , Eren C. Kızıldağ , Ilias Zadik

We extend the data-driven method of Sparse Identification of Nonlinear Dynamics (SINDy) developed by Brunton et al, Proc. Natl. Acad. Sci USA 113 (2016) to the case of delay differential equations (DDEs). This is achieved in a bilevel…

Dynamical Systems · Mathematics 2022-12-14 Antoine Sandoz , Verena Ducret , Georg A. Gottwald , Gilles Vilmart , Karl Perron

In this paper, compressed sensing with noisy measurements is addressed. The theoretically optimal reconstruction error is studied by evaluating Tanaka's equation. The main contribution is to show that in several regions, which have…

Information Theory · Computer Science 2013-02-19 Junan Zhu , Dror Baron

Motivated by recent developments in perturbative calculations of the nonlinear evolution of large-scale structure, we present an iterative algorithm to reconstruct the initial conditions in a given volume starting from the dark matter…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-01 Marcel Schmittfull , Tobias Baldauf , Matias Zaldarriaga

We study the non-convex optimization landscape for maximum likelihood estimation in the discrete orbit recovery model with Gaussian noise. This model is motivated by applications in molecular microscopy and image processing, where each…

Statistics Theory · Mathematics 2021-03-02 Zhou Fan , Yi Sun , Tianhao Wang , Yihong Wu

Existing audio-to-MIDI tools extract notes but discard the timbral characteristics that define an instrument's identity. We present Instrumental, a system that recovers continuous synthesizer parameters from audio by coupling a…

Sound · Computer Science 2026-03-18 Philipp Bogdan

A recent extension of a variationally optimized perturbation, combined with renormalization group properties in a straightforward way, can provide approximations to nonperturbative quantities such as the chiral symmetry breaking order…

High Energy Physics - Phenomenology · Physics 2013-05-30 J. -L. Kneur , A. Neveu

We propose a new procedure for inference on optimal treatment regimes in the model-free setting, which does not require to specify an outcome regression model. Existing model-free estimators for optimal treatment regimes are usually not…

Methodology · Statistics 2020-07-06 Yunan Wu , Lan Wang

Multi-index models provide a popular framework to investigate the learnability of functions with low-dimensional structure and, also due to their connections with neural networks, they have been object of recent intensive study. In this…

Machine Learning · Statistics 2025-06-11 Filip Kovačević , Yihan Zhang , Marco Mondelli

We address the recovery of sparse vectors in an overcomplete, linear and noisy multiple measurement framework, where the measurement matrix is known upto a permutation of its rows. We derive sparse Bayesian learning (SBL) based updates for…

Information Theory · Computer Science 2018-02-05 Ranjitha Prasad

In this paper, we bring forward a completely perturbed nonconvex Schatten $p$-minimization to address a model of completely perturbed low-rank matrix recovery. The paper that based on the restricted isometry property generalizes the…

Information Theory · Computer Science 2020-06-12 Jianwen Huang , Wendong Wang , Feng Zhang , Jianjun Wang

This paper proposes a learning method to construct an efficient sensing (measurement) matrix, having orthogonal rows, for compressed sensing of a class of signals. The learning scheme identifies the sensing matrix by maximizing the entropy…

Signal Processing · Electrical Eng. & Systems 2019-04-02 Gayatri Parthasarathy , G. Abhilash

The simultaneous orthogonal matching pursuit (SOMP) is a popular, greedy approach for common support recovery of a row-sparse matrix. However, compared to the noiseless scenario, the performance analysis of noisy SOMP is still nascent,…

Information Theory · Computer Science 2023-12-01 Wei Zhang , Taejoon Kim

We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation $\mathfrak{X}$ of the sum of an approximately) low…

Machine Learning · Statistics 2012-08-09 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

Poisson distributed measurements in inverse problems often stem from Poisson point processes that are observed through discretized or finite-resolution detectors, one of the most prominent examples being positron emission tomography (PET).…

Statistics Theory · Mathematics 2024-07-25 Marco Mauritz , Benedikt Wirth

The development of reliable methods for restoring susceptibility after antibiotic resistance arises has proven elusive. A greater understanding of the relationship between antibiotic administration and the evolution of resistance is key to…

Populations and Evolution · Quantitative Biology 2014-06-09 Portia M. Mira , Kristina Crona , Devin Greene , Juan C. Meza , Bernd Sturmfels , Miriam Barlow

In many applications in compressed sensing, the measurement matrix is a Fourier matrix, i.e., it measures the Fourier transform of the underlying signal at some specified `base' frequencies $\{u_i\}_{i=1}^M$, where $M$ is the number of…

Information Theory · Computer Science 2018-02-09 Eeshan Malhotra , Himanshu Pandotra , Ajit Rajwade , Karthik S. Gurumoorthy

We consider the problem of exact recovery of a $k$-sparse binary vector from generalized linear measurements (such as logistic regression). We analyze the linear estimation algorithm (Plan, Vershynin, Yudovina, 2017), and also show…

Machine Learning · Statistics 2025-02-25 Arya Mazumdar , Neha Sangwan
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