Related papers: All-or-nothing statistical and computational phase…

We consider the linearly transformed spiked model, where observations $Y_i$ are noisy linear transforms of unobserved signals of interest $X_i$: \begin{align*} Y_i = A_i X_i + \varepsilon_i, \end{align*} for $i=1,\ldots,n$. The transform…

We consider the estimation of the transition matrix in the high-dimensional time-varying vector autoregression (TV-VAR) models. Our model builds on a general class of locally stationary VAR processes that evolve smoothly in time. We propose…

We study asymmetric rank-one spiked tensor models in the high-dimensional regime, where the noise entries are independent and identically distributed with zero mean, unit variance, and finite fourth moment. This extends the classical…

State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of data points related to the state are…

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

We consider sparse matrix estimation where the goal is to estimate an $n\times n$ matrix from noisy observations of a small subset of its entries. We analyze the estimation error of the popularly utilized collaborative filtering algorithm…

We consider recovery of low-rank matrices from noisy data by shrinkage of singular values, in which a single, univariate nonlinearity is applied to each of the empirical singular values. We adopt an asymptotic framework, in which the matrix…

We consider a group synchronization problem with multiple frequencies which involves observing pairwise relative measurements of group elements on multiple frequency channels, corrupted by Gaussian noise. We study the computational phase…

This paper considers the sparse recovery with shuffled labels, i.e., $\by = \bPitrue \bX \bbetatrue + \bw$, where $\by \in \RR^n$, $\bPi\in \RR^{n\times n}$, $\bX\in \RR^{n\times p}$, $\bbetatrue\in \RR^p$, $\bw \in \RR^n$ denote the…

This paper deals with the trace regression model where $n$ entries or linear combinations of entries of an unknown $m_1\times m_2$ matrix $A_0$ corrupted by noise are observed. We propose a new nuclear norm penalized estimator of $A_0$ and…

Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix $X \in \mathbb{R}^{N \times d}$ and measurements or labels ${y} \in \mathbb{R}^N$ where ${y} = {X}…

Sparse regression codes (SPARCs) are a promising coding scheme that can approach the Shannon limit over Additive White Gaussian Noise (AWGN) channels. Previous works have proven the capacity-achieving property of SPARCs with Gaussian design…

Estimating the leading principal components of data, assuming they are sparse, is a central task in modern high-dimensional statistics. Many algorithms were developed for this sparse PCA problem, from simple diagonal thresholding to…

High-dimensional time series are a core ingredient of the statistical modeling toolkit, for which numerous estimation methods are known.But when observations are scarce or corrupted, the learning task becomes much harder.The question is:…

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

We propose a unified framework for estimating low-rank matrices through nonconvex optimization based on gradient descent algorithm. Our framework is quite general and can be applied to both noisy and noiseless observations. In the general…

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 study the tradeoff between the statistical error and communication cost of distributed statistical estimation problems in high dimensions. In the distributed sparse Gaussian mean estimation problem, each of the $m$ machines receives $n$…

A considerable amount of research in harmonic analysis has been devoted to non-linear estimators of signals contaminated by additive Gaussian noise. They are implemented by thresholding coefficients in a frame, which provide a sparse signal…

In this letter, we study the deterministic sampling patterns for the completion of low rank matrix, when corrupted with a sparse noise, also known as robust matrix completion. We extend the recent results on the deterministic sampling…