Related papers: All-or-nothing statistical and computational phase…
In this paper, we consider the singular values and singular vectors of low rank perturbations of large rectangular random matrices, in the regime the matrix is "long": we allow the number of rows (columns) to grow polynomially in the number…
For the single index model $y=f(\beta^{\tau}x,\epsilon)$ with Gaussian design, %satisfying that rank $var(\mathbb{E}[x\mid y])=1$ where $f$ is unknown and $\beta$ is a sparse $p$-dimensional unit vector with at most $s$ nonzero entries, we…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
We study predictive density estimation under Kullback-Leibler loss in $\ell_0$-sparse Gaussian sequence models. We propose proper Bayes predictive density estimates and establish asymptotic minimaxity in sparse models. A surprise is the…
The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy…
This paper proposes a sparse regression strategy for discovery of ordinary differential equations from incomplete and noisy data. Inference is performed over both equation parameters and state variables using a statistically motivated…
This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…
A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, in which a prominent eigenvector is planted into a random matrix. These distributions form natural statistical models for principal…
We propose an orthogonal approximate message passing (OAMP) algorithm for signal estimation in the rectangular spiked matrix model with general rotationally invariant (RI) noise. We establish a rigorous state evolution that precisely…
The achievable rate of information transfer in optical communications is determined by the physical properties of the communication channel, such as the intrinsic channel noise. Bosonic phase-noise channels, a class of non-Gaussian…
Evaluating the statistical dimension is a common tool to determine the asymptotic phase transition in compressed sensing problems with Gaussian ensemble. Unfortunately, the exact evaluation of the statistical dimension is very difficult and…
Motivated by cutting-edge applications like cryo-electron microscopy (cryo-EM), the Multi-Reference Alignment (MRA) model entails the learning of an unknown signal from repeated measurements of its images under the latent action of a group…
In this paper, we propose a general framework for the asymptotic analysis of node-based verification-based algorithms. In our analysis we tend the signal length $n$ to infinity. We also let the number of non-zero elements of the signal $k$…
We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…
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…
We study the node classification problem on feature-decorated graphs in the sparse setting, i.e., when the expected degree of a node is $O(1)$ in the number of nodes, in the fixed-dimensional asymptotic regime, i.e., the dimension of the…
This paper examines the ability of greedy algorithms to estimate a block sparse parameter vector from noisy measurements. In particular, block sparse versions of the orthogonal matching pursuit and thresholding algorithms are analyzed under…
In this paper, we consider the mixture of sparse linear regressions model. Let ${\beta}^{(1)},\ldots,{\beta}^{(L)}\in\mathbb{C}^n$ be $ L $ unknown sparse parameter vectors with a total of $ K $ non-zero coefficients. Noisy linear…
This paper investigates statistical inference for noisy matrix completion in a semi-supervised model when auxiliary covariates are available. The model consists of two parts. One part is a low-rank matrix induced by unobserved latent…
Autoencoders are a prominent model in many empirical branches of machine learning and lossy data compression. However, basic theoretical questions remain unanswered even in a shallow two-layer setting. In particular, to what degree does a…