Related papers: On the Success Probability of Three Detectors for …
Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…
We consider models of Bayesian inference of signals with vectorial components of finite dimensionality. We show that, under a proper perturbation, these models are replica symmetric in the sense that the overlap matrix concentrates. The…
In this paper, we investigate the problem of classifying feature vectors with mutually independent but non-identically distributed elements. First, we show the importance of this problem. Next, we propose a classifier and derive an…
We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…
Complex classifiers may exhibit "embarassing" failures in cases where humans can easily provide a justified classification. Avoiding such failures is obviously of key importance. In this work, we focus on one such setting, where a label is…
There exist multiple methods to detect outliers in multivariate data in the literature, but most of them require to estimate the covariance matrix. The higher the dimension, the more complex the estimation of the matrix becoming impossible…
We introduce a novel metric for stochastic geometry based analysis of automotive radar networks called target {\it tracking probability}. Unlike the well-investigated detection probability (often termed as the success or coverage…
In statistical learning theory, determining the sample complexity of realizable binary classification for VC classes was a long-standing open problem. The results of Simon and Hanneke established sharp upper bounds in this setting. However,…
A numerically efficient inverse method for parametric model uncertainty identification using maximum likelihood estimation is presented. The goal is to identify a probability model for a fixed number of model parameters based on a set of…
In this paper we develop a theory of matrix completion for the extreme case of noisy 1-bit observations. Instead of observing a subset of the real-valued entries of a matrix M, we obtain a small number of binary (1-bit) measurements…
In this paper we establish a general first-order statistical framework for the detection of a common signal impinging on spatially distributed receivers. We consider three types of channel models: 1) the propagation channel is completely…
We consider a two sensor distributed detection system transmitting a binary non-uniform source over a Gaussian multiple access channel (MAC). We model the network via binary sensors whose outputs are generated by binary symmetric channels…
Consider the following social choice problem. Suppose we have a set of $n$ voters and $m$ candidates that lie in a metric space. The goal is to design a mechanism to choose a candidate whose average distance to the voters is as small as…
We revisit the classic Pandora's Box (PB) problem under correlated distributions on the box values. Recent work of arXiv:1911.01632 obtained constant approximate algorithms for a restricted class of policies for the problem that visit boxes…
We are interested in the problem of robust parametric estimation of a density from $n$ i.i.d. observations. By using a practice-oriented procedure based on robust tests, we build an estimator for which we establish non-asymptotic risk…
This work treats the recovery of sparse, binary signals through box-constrained basis pursuit using biased measurement matrices. Using a probabilistic model, we provide conditions under which the recovery of both sparse and saturated binary…
This paper introduces a framework for Chance-Constrained Optimization with Complex Variables, addressing complex linear programming for both individual and joint probabilistic constraints in the complex domain. We first analyze the 3CP…
Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…
In this paper, we present several estimators of the diagonal elements of the inverse of the covariance matrix, called precision matrix, of a sample of iid random vectors. The focus is on high dimensional vectors having a sparse precision…
This paper provides an overview of results and concepts in minimax robust hypothesis testing for two and multiple hypotheses. It starts with an introduction to the subject, highlighting its connection to other areas of robust statistics and…