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We provide a closed-form estimator based on the VARMA representation for the unrestricted multivariate GARCH(1,1). We show that all parameters can be derived using basic linear algebra tools. We show that the estimator is consistent and…
We study maximal estimates for the wave equation with orthonormal initial data. In dimension $d=3$, we establish optimal results with the sharp regularity exponent up to the endpoint. In higher dimensions $d \ge 4$ and also in $d=2$, we…
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…
Spectral averaging techniques for one-dimensional discrete Schroedinger operators are revisited and extended. In particular, simultaneous averaging over several parameters is discussed. Special focus is put on proving lower bounds on the…
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…
Singular values of a data in a matrix form provide insights on the structure of the data, the effective dimensionality, and the choice of hyper-parameters on higher-level data analysis tools. However, in many practical applications such as…
All quaternion methods for static attitude determination currently rely on either the spectral decomposition of a 4 x 4 matrix (q-Method) or finding the maximum eigenvalue of a 4th-order characteristic equation (QUEST). Using a spectral…
It is now widely accepted that volatility models have to incorporate the so-called leverage effect in order to to model the dynamics of daily financial returns.We suggest a new class of multivariate power transformed asymmetric models. It…
Phase retrieval refers to algorithmic methods for recovering a signal from its phaseless measurements. Local search algorithms that work directly on the non-convex formulation of the problem have been very popular recently. Due to the…
This paper considers the problem of estimating the population spectral distribution from a sample covariance matrix in large dimensional situations. We generalize the contour-integral based method in Mestre (2008) and present a local moment…
Spectral Graph Neural Networks (GNNs) have achieved tremendous success in graph learning. As an essential part of spectral GNNs, spectral graph convolution extracts crucial frequency information in graph data, leading to superior…
We bound the second eigenvalue of random $d$-regular graphs, for a wide range of degrees $d$, using a novel approach based on Fourier analysis. Let $G_{n, d}$ be a uniform random $d$-regular graph on $n$ vertices, and let $\lambda (G_{n,…
In this work, we exploit the sector level sweep of the IEEE 802.11ad communication standard to implement an opportunistic radar at mmWaves and derive an adaptive procedure for detecting multiple targets (echoes) and estimating their…
We propose a new algorithm for sparse estimation of eigenvectors in generalized eigenvalue problems (GEP). The GEP arises in a number of modern data-analytic situations and statistical methods, including principal component analysis (PCA),…
We present a channel spectral estimator for OFDM signals containing pilot carriers, assuming a known delay spread or a bound on this parameter. The estimator is based on modeling the channel's spectrum as a band-limited function, instead of…
We develop two novel stochastic variance-reduction methods to approximate solutions of a class of nonmonotone [generalized] equations. Our algorithms leverage a new combination of ideas from the forward-reflected-backward splitting method…
We consider non parametric estimation problem for stochastic tomography regression model, i.e. we consider the estimation problem of function of multivariate variables (image) observed through its Radon transformation calculated with the…
We consider the problem of estimating from sample paths the absolute spectral gap $\gamma_*$ of a reversible, irreducible and aperiodic Markov chain $(X_t)_{t \in \mathbb{N}}$ over a finite state space $\Omega$. We propose the ${\tt UCPI}$…
In this work, we introduce RadarTrack, an innovative ego-speed estimation framework utilizing a single-chip millimeter-wave (mmWave) radar to deliver robust speed estimation for mobile platforms. Unlike previous methods that depend on…
In this paper, we investigate diagonal estimation for large or implicit matrices, aiming to develop a novel and efficient stochastic algorithm that incorporates adaptive parameter selection. We explore the influence of different eigenvalue…