Related papers: On the Error Exponent of Approximate Sufficient St…
This paper presents some results on the maximum likelihood (ML) estimation from incomplete data. Finite sample properties of conditional observed information matrices are established. They possess positive definiteness and the same Loewner…
This paper considers the fundamental limit of compressed sensing for i.i.d. signal distributions and i.i.d. Gaussian measurement matrices. Its main contribution is a rigorous characterization of the asymptotic mutual information (MI) and…
Compressed Sensing decoding algorithms can efficiently recover an N dimensional real-valued vector x to within a factor of its best k-term approximation by taking m = 2klog(N/k) measurements y = Phi x. If the sparsity or approximate…
In this paper, we address the classical problem of maximum-likelihood (ML) detection of data in the presence of random phase noise. We consider a system, where the random phase noise affecting the received signal is first compensated by a…
This paper addresses the adaptive radar target detection problem in the presence of Gaussian interference with unknown statistical properties. To this end, the problem is first formulated as a binary hypothesis test, and then we derive a…
We provide two results concerning the optimality of the maximum mutual information (MMI) decoder. First, we prove that the error exponents of the typical random codes under the optimal maximum likelihood (ML) decoder and the MMI decoder are…
Optimal MIMO detection has been one of the most challenging and computationally inefficient tasks in wireless systems. We show that the new analog computing techniques like Coherent Ising Machines (CIM) are promising candidates for…
We consider the problem of fitting the parameters of a high-dimensional linear regression model. In the regime where the number of parameters $p$ is comparable to or exceeds the sample size $n$, a successful approach uses an…
The error exponent in lossy source coding characterizes the asymptotic decay rate of error probability with respect to blocklength. The Marton's error exponent provides the theoretically optimal bound on this rate. However, computation…
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…
Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum…
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…
We study robust linear regression in high-dimension, when both the dimension $d$ and the number of data points $n$ diverge with a fixed ratio $\alpha=n/d$, and study a data model that includes outliers. We provide exact asymptotics for the…
This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…
We improve existing results in the field of compressed sensing and matrix completion when sampled data may be grossly corrupted. We introduce three new theorems. 1) In compressed sensing, we show that if the m \times n sensing matrix has…
We propose methodology for estimation of sparse precision matrices and statistical inference for their low-dimensional parameters in a high-dimensional setting where the number of parameters $p$ can be much larger than the sample size. We…
Mixed linear regression (MLR) model is among the most exemplary statistical tools for modeling non-linear distributions using a mixture of linear models. When the additive noise in MLR model is Gaussian, Expectation-Maximization (EM)…
This paper addresses the detection of a stochastic process in noise from irregular samples. We consider two hypotheses. The \emph{noise only} hypothesis amounts to model the observations as a sample of a i.i.d. Gaussian random variables…
We study the matrix denoising problem of estimating the singular vectors of a rank-$1$ signal corrupted by noise with both column and row correlations. Existing works are either unable to pinpoint the exact asymptotic estimation error or,…
Existing two-sample testing techniques, particularly those based on choosing a kernel for the Maximum Mean Discrepancy (MMD), often assume equal sample sizes from the two distributions. Applying these methods in practice can require…