Related papers: Retrieving Data Permutations from Noisy Observatio…
We study the problem of overcoming exponential sample complexity in differential entropy estimation under Gaussian convolutions. Specifically, we consider the estimation of the differential entropy $h(X+Z)$ via $n$ independently and…
We present a comparison between various algorithms of inference of covariance and precision matrices in small datasets of real vectors, of the typical length and dimension of human brain activity time series retrieved by functional Magnetic…
Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…
We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…
In recent years, there is a growing need for processing methods aimed at extracting useful information from large datasets. In many cases the challenge is to discover a low-dimensional structure in the data, often concealed by the existence…
We study the continuous multi-reference alignment model of estimating a periodic function on the circle from noisy and circularly-rotated observations. Motivated by analogous high-dimensional problems that arise in cryo-electron microscopy,…
Recent advances in quantized compressed sensing and high-dimensional estimation have shown that signal recovery is even feasible under strong non-linear distortions in the observation process. An important characteristic of associated…
We propose a rectangular rotational invariant estimator to recover a real matrix from noisy matrix observations coming from an arbitrary additive rotational invariant perturbation, in the large dimension limit. Using the Bayes-optimality of…
Consider a lossy compression system with $\ell$ distributed encoders and a centralized decoder. Each encoder compresses its observed source and forwards the compressed data to the decoder for joint reconstruction of the target signals under…
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…
Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…
In this paper, we analyze the finite sample complexity of stochastic system identification using modern tools from machine learning and statistics. An unknown discrete-time linear system evolves over time under Gaussian noise without…
The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…
We consider the problem of exact recovery of a $k$-sparse binary vector from generalized linear measurements (such as logistic regression). We analyze the linear estimation algorithm (Plan, Vershynin, Yudovina, 2017), and also show…
This manuscript makes two contributions to the field of change-point detection. In a generalchange-point setting, we provide a generic algorithm for aggregating local homogeneity testsinto an estimator of change-points in a time series.…
This paper discusses a methodology for determining a functional representation of a random process from a collection of scattered pointwise samples. The present work specifically focuses onto random quantities lying in a high dimensional…
This paper investigates theoretical properties of subsampling and hashing as tools for approximate Euclidean norm-preserving embeddings for vectors with (unknown) additive Gaussian noises. Such embeddings are sometimes called…
This work analyzes the RAID dataset to evaluate human responses to affine image distortions, including rotation, translation, scaling, and Gaussian noise. Using Mean Squared Error (MSE), the study establishes human detection thresholds for…
Consider a Gaussian memoryless multiple source with $m$ components with joint probability distribution known only to lie in a given class of distributions. A subset of $k \leq m$ components are sampled and compressed with the objective of…
We consider a high-dimensional mean estimation problem over a binary hidden Markov model, which illuminates the interplay between memory in data, sample size, dimension, and signal strength in statistical inference. In this model, an…