Related papers: Exact Minimax Estimation for Phase Synchronization
In this thesis I consider the general problem of how to make the best possible phase measurements using feedback. Both the optimum input state and optimum feedback are considered for both single-mode dyne measurements and two-mode…
Scheme for optimal spin state estimation is considered in analogy with phase detection in interferometry. Recently reported coherent measurements yielding the average fidelity (N+1)/(N+2) for N particle system corresponds to the standard…
Given an unknown signal $\mathbf{x}_0\in\mathbb{R}^n$ and linear noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\sigma\mathbf{v}\in\mathbb{R}^m$, the generalized $\ell_2^2$-LASSO solves…
In this paper, we study meta learning for support (i.e., the set of non-zero entries) recovery in high-dimensional precision matrix estimation where we reduce the sufficient sample complexity in a novel task with the information learned…
Maximum likelihood estimation problems are, in general, intractable optimization problems. As a result, it is common to approximate the maximum likelihood estimator (MLE) using convex relaxations. In some cases, the relaxation is tight: it…
This paper considers a wireless communication system with low-resolution quantizers, in which transmitted signals are corrupted by fading and additive noise. For such wireless systems, a universal lower bound on the average symbol error…
Driven by a wide range of applications, many principal subspace estimation problems have been studied individually under different structural constraints. This paper presents a unified framework for the statistical analysis of a general…
We investigate minimax testing for detecting local signals or linear combinations of such signals when only indirect data is available. Naturally, in the presence of noise, signals that are too small cannot be reliably detected. In a…
This letter establishes the asymptotic optimality of equal power allocation for measurements of a continuous wide-sense stationary (WSS) random process with a square-integrable autocorrelation function when linear estimation is used on…
We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…
We consider directed graphs where each edge is labeled with an integer weight and study the fundamental algorithmic question of computing the value of a cycle with minimum mean weight. Our contributions are twofold: (1) First we show that…
We study alternating minimization for matrix completion in the simplest possible setting: completing a rank-one matrix from a revealed subset of the entries. We bound the asymptotic convergence rate by the variational characterization of…
We analyse the interpolator with minimal $\ell_2$-norm $\hat{\beta}$ in a general high dimensional linear regression framework where $\mathbb Y=\mathbb X\beta^*+\xi$ where $\mathbb X$ is a random $n\times p$ matrix with independent…
We study nonconvex optimization for phase retrieval and the more general problem of semidefinite low-rank matrix sensing; in particular, we focus on the global nonconvex landscape of overparametrized versions of the nonsmooth amplitude…
High data rates require vast bandwidths, that can be found in the sub-THz band, and high sampling frequencies, which are predicted to lead to a problematically high analog-to-digital converter (ADC) power consumption. It was proposed to use…
This paper examines the problem of state estimation in power distribution systems under low-observability conditions. The recently proposed constrained matrix completion method which combines the standard matrix completion method and power…
Two-time-scale stochastic approximation (SA) is an algorithm with coupled iterations which has found broad applications in reinforcement learning, optimization and game control. In this work, we derive mean squared error bounds for…
We study the finite-temperature effective potential of the Minimal Supersymmetric Standard Model, in the limit of only one light Higgs boson. Because of the large top Yukawa coupling, there can be significant differences with respect to the…
We study the detection of a sparse change in a high-dimensional mean vector as a minimax testing problem. Our first main contribution is to derive the exact minimax testing rate across all parameter regimes for $n$ independent, $p$-variate…
In this paper we find the optimal error bound (smallest possible estimate, independent of the starting point) for the linear convergence rate of the simultaneous projection method applied to closed linear subspaces in a real Hilbert space.…