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Reconstructive spectrometers are a promising emerging class of devices that combine complex light scattering with inference to enable compact, high-resolution spectrometry. Thus far, the physical determinants of these devices' performance…
In this paper the problem of retrospective change-point detection and estimation in multivariate linear models is considered. The lower bounds for the error of change-point estimation are proved in different cases (one change-point:…
Sensitivity limits are usually determined using the Cram\'er-Rao bound. Recently this approach has been used to obtain the ultimate resolution limit for the estimation of the separation between two incoherent point sources. However, methods…
We present several natural notions of distance between spectral density functions of (discrete-time) random processes. They are motivated by certain filtering problems. First we quantify the degradation of performance of a predictor which…
A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…
Estimating and detecting faults is crucial in ensuring safe and efficient automated systems. In the presence of disturbances, noise or varying system dynamics, such estimation is even more challenging. To address this challenge, this…
We study a spectral initialization method that serves a key role in recent work on estimating signals in nonconvex settings. Previous analysis of this method focuses on the phase retrieval problem and provides only performance bounds. In…
This paper addresses the classical problem of determining the sets of possible states of a linear discrete-time system subject to bounded disturbances from measurements corrupted by bounded noise. These so-called uncertainty sets evolve…
Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed…
Motivated by recent work on atomic norms in inverse problems, we propose a new approach to line spectral estimation that provides theoretical guarantees for the mean-squared-error (MSE) performance in the presence of noise and without…
A method for detecting and approximating fault lines or surfaces, respectively, or decision curves in two and three dimensions with guaranteed accuracy is presented. Reformulated as a classification problem, our method starts from a set of…
Interference of light fields plays an important role in various high-precision measurement schemes. It has been shown that super resolving phase measurements beyond the standard coherent state limit can be obtained either by using maximally…
The canonical range resolution limit in radar, sonar, and lidar systems is found to be a special case of a more general resolution limit. The general limit indicates that it is possible to surpass the canonical limit in moderate (of order…
In this paper, we explore statistical versus computational trade-off to address a basic question in the application of a distributed algorithm: what is the minimal computational cost in obtaining statistical optimality? In smoothing spline…
The quantum limit is a fundamental lower bound on the uncertainty when estimating a parameter in a system dominated by the minimum amount of noise (quantum noise). For the first time, we derive and demonstrate a quantum limit for…
We propose new estimates for the frontier of a set of points. They are defined as kernel estimates covering all the points and whose associated support is of smallest surface. The estimates are written as linear combinatio- ns of kernel…
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.…
Spectroscopy has played the key role in revealing, and thereby understanding, the structure of atoms and molecules. A central drive in this field is the pursuit of higher precision and accuracy so that ever more subtle effects might be…
We determine the ultimate potential of quantum imaging for boosting the resolution of a far-field, diffraction-limited, linear imaging device within the paraxial approximation. First we show that the problem of estimating the separation…
Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic…