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In this paper we develop a statistical theory and an implementation of deep learning models. We show that an elegant variable splitting scheme for the alternating direction method of multipliers optimises a deep learning objective. We allow…

Machine Learning · Statistics 2015-09-22 Nicholas G. Polson , Brandon T. Willard , Massoud Heidari

Compressive sensing (CS) is a new methodology to capture signals at lower rate than the Nyquist sampling rate when the signals are sparse or sparse in some domain. The performance of CS estimators is analyzed in this paper using tools from…

Information Theory · Computer Science 2014-09-09 Solomon A. Tesfamicael , Bruhtesfa E. Godana , Faraz Barzideh

Compressed sensing is triggering a major evolution in signal acquisition. It consists in sampling a sparse signal at low rate and later using computational power for its exact reconstruction, so that only the necessary information is…

Statistical Mechanics · Physics 2012-06-07 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

We consider a generic class of log-concave, possibly random, (Gibbs) measures. We prove the concentration of an infinite family of order parameters called multioverlaps. Because they completely parametrise the quenched Gibbs measure of the…

Probability · Mathematics 2022-12-22 Jean Barbier , Dmitry Panchenko , Manuel Sáenz

This letter presents an adaptive spectrum sensing algorithm that detects wideband spectrum using sub-Nyquist sampling rates. By taking advantage of compressed sensing (CS), the proposed algorithm reconstructs the wideband spectrum from…

Information Theory · Computer Science 2013-03-11 Hongjian Sun , Wei-Yu Chiu , A. Nallanathan

We consider the quasi-likelihood analysis for a linear regression model driven by a Student-t L\'{e}vy process with constant scale and arbitrary degrees of freedom. The model is observed at high frequency over an extending period, under…

Statistics Theory · Mathematics 2024-05-28 Hiroki Masuda , Lorenzo Mercuri , Yuma Uehara

In this letter, we apply previous array receiver architecture which employs time-domain sub-Nyquist sampling techniques to jointly estimate frequency and direction-of-arrival(DOA) of narrowband far-field signals. Herein, a more general…

Information Theory · Computer Science 2018-08-15 Liang Liu , Ping Wei

Predictive analytics is increasingly used to guide decision-making in many applications. However, in practice, we often have limited data on the true predictive task of interest, and must instead rely on more abundant data on a…

Machine Learning · Statistics 2020-05-07 Hamsa Bastani

In this paper we introduce a general method for estimating the quadratic covariation of one or more spot parameters processes associated with continuous time semimartingales. This estimator is applicable to a wide range of spot parameter…

Statistics Theory · Mathematics 2020-11-26 Emil A. Stoltenberg , Per A. Mykland , Lan Zhang

We study the bias of classical quantile regression and instrumental variable quantile regression estimators. While being asymptotically first-order unbiased, these estimators can have non-negligible second-order biases. We derive a…

Econometrics · Economics 2025-12-17 Grigory Franguridi , Bulat Gafarov , Kaspar Wuthrich

Due to their conjugate posteriors, Gaussian process priors are attractive for estimating the drift of stochastic differential equations with continuous time observations. However, their performance strongly depends on the choice of the…

Statistics Theory · Mathematics 2020-02-04 Jan van Waaij

Consider the problem where a statistician in a two-node system receives rate-limited information from a transmitter about marginal observations of a memoryless process generated from two possible distributions. Using its own observations,…

Information Theory · Computer Science 2017-03-02 Gil Katz , Pablo Piantanida , Mérouane Debbah

Newton-step approximations to pseudo maximum likelihood estimates of spatial autoregressive models with a large number of parameters are examined, in the sense that the parameter space grows slowly as a function of sample size. These have…

Econometrics · Economics 2021-05-25 Abhimanyu Gupta

Notions and limits from standard time series analysis must be modified when treating series which are measured irregularly and contain long gaps. Classical Nyquist criterion to estimate frequency range which is potentially recoverable must…

Instrumentation and Methods for Astrophysics · Physics 2009-04-27 Jaan Pelt

Bayesian computation of high dimensional linear regression models with a popular Gaussian scale mixture prior distribution using Markov Chain Monte Carlo (MCMC) or its variants can be extremely slow or completely prohibitive due to the…

Methodology · Statistics 2021-05-12 Rajarshi Guhaniyogi , Aaron Scheffler

We consider the problem of estimating the frequency components of a mixture of s complex sinusoids from a random subset of n regularly spaced samples. Unlike previous work in compressed sensing, the frequencies are not assumed to lie on a…

Information Theory · Computer Science 2013-07-12 Gongguo Tang , Badri Narayan Bhaskar , Parikshit Shah , Benjamin Recht

This work is concerned with the problem of recovering high-dimensional signals $\mathbf{x} \in \mathbb{R}^n$ which belong to a convex set of low-complexity from a small number of quantized measurements. We propose to estimate the signals…

Information Theory · Computer Science 2021-03-29 Hans Christian Jung , Johannes Maly , Lars Palzer , Alexander Stollenwerk

In this paper, we demonstrate that interleaved sampling techniques can be used to characterize the Hamiltonian of a qubit and its environmental decoherence rate. The technique offers a significant advantage in terms of the number of…

Quantum Physics · Physics 2015-03-13 Jason F. Ralph , Joshua Combes , Howard M. Wiseman

In analogy to compressed sensing, which allows sample-efficient signal reconstruction given prior knowledge of its sparsity in frequency domain, we propose to utilize policy simplicity (Occam's Razor) as a prior to enable sample-efficient…

Machine Learning · Computer Science 2020-09-25 Nathan Zhao , Beicheng Lou

Several researchers have experimentally shown that substantial improvements can be obtained in difficult pattern recognition problems by combining or integrating the outputs of multiple classifiers. This chapter provides an analytical…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Kagan Tumer , Joydeep Ghosh