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The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…

Signal Processing · Electrical Eng. & Systems 2022-11-14 Changrong Liu , S. Suvorova , R. J. Evans , B. Moran , A. Melatos

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…

Information Theory · Computer Science 2015-03-19 Ramin Zahedi , Ali Pezeshki , Edwin K. P. Chong

We consider the high-dimensional inference problem where the signal is a low-rank symmetric matrix which is corrupted by an additive Gaussian noise. Given a probabilistic model for the low-rank matrix, we compute the limit in the large…

Probability · Mathematics 2017-03-31 Marc Lelarge , Léo Miolane

We study a hypothesis testing problem in the context of high-dimensional changepoint detection. Given a matrix $X \in \R^{p \times n}$ with independent Gaussian entries, the goal is to determine whether or not a sparse, non-null fraction of…

Statistics Theory · Mathematics 2025-03-27 Daniel Xiang , Chao Gao

We present a method for assigning a statistical significance to detection candidates in targeted searches for continuous gravitational waves from known pulsars, without assuming the detector noise is Gaussian and stationary. We take…

General Relativity and Quantum Cosmology · Physics 2021-01-04 Maximiliano Isi , Simone Mastrogiovanni , Matthew Pitkin , Ornella Juliana Piccinni

Motivated by multimodal estimation, we study a multi-view spiked Wigner model in which several noisy matrix observations contain correlated latent spikes. We derive a spectral estimator for the latent spikes by linearizing approximate…

Probability · Mathematics 2026-05-20 Xiaodong Yang , Subhabrata Sen , Yue M. Lu

Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…

Machine Learning · Statistics 2025-03-05 Syamantak Kumar , Purnamrita Sarkar , Kevin Tian , Yusong Zhu

We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…

Machine Learning · Statistics 2023-07-07 Gabriel Arpino , Ramji Venkataramanan

This paper investigates the signal detection problem in colored noise with an unknown covariance matrix. In particular, we focus on detecting a non-random signal by capitalizing on the leading eigenvalue (a.k.a. Roy's largest root) of the…

Signal Processing · Electrical Eng. & Systems 2024-12-10 Prathapasinghe Dharmawansa , Saman Atapattu , Jamie Evans , Merouane Debbah

Globally, Pulsar Timing Array (PTA) experiments have revealed evidence supporting an existing gravitational wave background (GWB) signal in the PTA data set. Apart from acquiring more observations, the sensitivity of PTA experiments can be…

Instrumentation and Methods for Astrophysics · Physics 2025-04-03 El Mehdi Zahraoui , Patricio Maturana-Russel , Willem van Straten , Renate Meyer , Sergei Gulyaev

Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mixture learning, one must estimate a low-rank signal from a…

Machine Learning · Statistics 2022-06-16 José Henrique de Morais Goulart , Romain Couillet , Pierre Comon

Existing cross-domain keypoint detection methods always require accessing the source data during adaptation, which may violate the data privacy law and pose serious security concerns. Instead, this paper considers a realistic problem…

Computer Vision and Pattern Recognition · Computer Science 2023-02-10 Yuhe Ding , Jian Liang , Bo Jiang , Aihua Zheng , Ran He

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…

Information Theory · Computer Science 2009-09-25 Walid Hachem , Eric Moulines , Francois Roueff

The generalized phase retrieval problem over compact groups aims to recover a set of matrices -- representing an unknown signal -- from their associated Gram matrices. This framework generalizes the classical phase retrieval problem, which…

Signal Processing · Electrical Eng. & Systems 2025-11-20 Tal Amir , Tamir Bendory , Nadav Dym , Dan Edidin

In many scenarios, the communication system suffers from both Gaussian white noise and non-Gaussian impulsive noise. In order to design optimal signal detection method, it is necessary to estimate the parameters of mixed Gaussian-impulsive…

Signal Processing · Electrical Eng. & Systems 2022-09-07 Tianfu Qi , Jun Wang , Xiaonan Chen , Wei Huang

Spectrum sensing, i.e., detecting the presence of primary users in a licensed spectrum, is a fundamental problem in cognitive radio. Since the statistical covariances of received signal and noise are usually different, they can be used to…

Information Theory · Computer Science 2016-09-08 Yonghong Zeng , Ying-Chang Liang

With the growing number of gravitational-wave detections, particularly from binary black hole mergers, there is increasing anticipation that an astrophysical background, formed by an ensemble of faint, high-redshift events, will be observed…

General Relativity and Quantum Cosmology · Physics 2026-01-16 Xiaolin Liu , Sachiko Kuroyanagi

Understanding and dealing with inference biases in gravitational-wave (GW) parameter estimation when a plethora of signals are present in the data is one of the key challenges for the analysis of data from future GW detectors. Working…

General Relativity and Quantum Cosmology · Physics 2021-08-25 Andrea Antonelli , Ollie Burke , Jonathan R. Gair

The proposed system consists of a two-stage cascade. The first stage performs a rough heartbeat detection while the second stage refines the previous one, improving the temporal localization and also classifying the heartbeats into types S1…

Audio and Speech Processing · Electrical Eng. & Systems 2024-11-06 J. Torre-Cruz , D. Martinez-Munoz , N. Ruiz-Reyes , A. J. Munoz-Montoro , M. Puentes-Chiachio , F. J. Canadas-Quesada

We present a simple algorithm for identifying and correcting real-valued noisy labels from a mixture of clean and corrupted sample points using Gaussian process regression. A heteroscedastic noise model is employed, in which additive…

Machine Learning · Computer Science 2021-03-30 Yu-Hang Tang , Yuanran Zhu , Wibe A. de Jong