Related papers: The microlocal irregularity of Gaussian noise
The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…
This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix…
For a class of Riemannian manifolds that include products of arbitrary compact manifolds with manifolds of nonpositive sectional curvature on the one hand, or with certain positive-curvature examples such as spheres of dimension at least 3…
This paper investigates an inverse random source problem for the stochastic fractional Helmholtz equation. The source is modeled as a centered, complex-valued, microlocally isotropic generalized Gaussian random field whose covariance and…
We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…
We propose the use of low bit-depth Sigma-Delta and distributed noise-shaping methods for quantizing the Random Fourier features (RFFs) associated with shift-invariant kernels. We prove that our quantized RFFs -- even in the case of $1$-bit…
We investigate the problem of estimating the structure of a weighted network from repeated measurements of a Gaussian Graphical Model (GGM) on the network. In this vein, we consider GGMs whose covariance structures align with the geometry…
We consider the convolution model where i.i.d. random variables $X_i$ having unknown density $f$ are observed with additive i.i.d. noise, independent of the $X$'s. We assume that the density $f$ belongs to either a Sobolev class or a class…
Let G be a compact connected Lie group which is equipped with a bi-invariant Riemannian metric. Let m(x,y)=xy be the multiplication operator. We show the associated fibration m mapping GxG to G is a Riemannian submersion with totally…
Uncertainty quantification for large-scale inverse problems remains a challenging task. For linear inverse problems with additive Gaussian noise and Gaussian priors, the posterior is Gaussian but sampling can be challenging, especially for…
A compact Riemannian manifold may be immersed into Euclidean space by using high frequency Laplace eigenfunctions. We study the geometry of the manifold viewed as a metric space endowed with the distance function from the ambient Euclidean…
Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…
Advancements in gravitational-wave interferometers, particularly the next generation, are poised to profoundly impact gravitational wave astronomy and multimessenger astrophysics. A hybrid quantum algorithm is proposed to carry out quantum…
In this paper, we attempt to shed light on a new class of nonstationary random fields which exhibit, what we call, local invariant nonstationarity. We argue that the local invariant property has a special interaction with a new generalized…
Motivated by small bandwidth asymptotics for kernel-based semiparametric estimators in econometrics, this paper establishes Gaussian approximation results for high-dimensional fixed-order $U$-statistics whose kernels depend on the sample…
We introduce and analyze a nonlocal generalization of Whittle--Mat\'ern Gaussian fields in which the smoothness parameter varies in space through the fractional order, $s=s(x)\in[\underline{s}\,,\bar{s}]\subset(0,1)$. The model is defined…
We study global fluctuations for singular values of $M$-fold products of several right-unitarily invariant $N \times N$ random matrix ensembles. As $N \to \infty$, we show the fluctuations of their height functions converge to an explicit…
We analyze the structure of the \emph{frequency space} $Q(F)$ of a nonabelian free group $F=F(a_1,...,a_k)$ consisting of all shift-invariant Borel probability measures on $\partial F$ and construct a natural action of $Out(F)$ on $Q(F)$.…
A theory of position of massive bodies is proposed that results in an observable quantum behavior of geometry at the Planck scale, $t_P$. Departures from classical world lines in flat spacetime are described by Planckian noncommuting…
We investigate the high-dimensional linear regression problem in the presence of noise correlated with Gaussian covariates. This correlation, known as endogeneity in regression models, often arises from unobserved variables and other…