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In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by noise. A proper data fidelity term (log-likelihood) is introduced to reflect the statistics of the noise (e.g. Gaussian,…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Gravitational wave detectors will need optimal signal-processing algorithms to extract weak signals from the detector noise. Most algorithms designed to date are based on the unrealistic assumption that the detector noise may be modeled as…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Bruce Allen , Jolien D. E. Creighton , Eanna E. Flanagan , Joseph D. Romano

The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…

Machine Learning · Statistics 2017-04-26 Ashwin Pananjady , Martin J. Wainwright , Thomas A. Courtade

Here we consider the problem of denoising features associated to complex data, modeled as signals on a graph, via a smoothness prior. This is motivated in part by settings such as single-cell RNA where the data is very high-dimensional, but…

Machine Learning · Computer Science 2023-12-12 Sam Leone , Xingzhi Sun , Michael Perlmutter , Smita Krishnaswamy

We consider the problem of estimating a cloud of points from numerous noisy observations of that cloud after unknown rotations, and possibly reflections. This is an instance of the general problem of estimation under group action,…

Statistics Theory · Mathematics 2021-05-25 Thomas Pumir , Amit Singer , Nicolas Boumal

In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…

Numerical Analysis · Mathematics 2025-06-05 Dakang Cen , Wenlong Zhang , Junbin Zhong

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

In this paper, we present an algorithm for identifying a parametrically described destructive unknown system based on a non-gaussianity measure. It is known that under certain conditions the output of a linear system is more gaussian than…

Computer Vision and Pattern Recognition · Computer Science 2013-09-20 Deborah Pereg , Doron Benzvi

Previous work regarding low-rank matrix recovery has concentrated on the scenarios in which the matrix is noise-free and the measurements are corrupted by noise. However, in practical application, the matrix itself is usually perturbed by…

Information Theory · Computer Science 2020-03-09 Jianwen Huang , Jianjun Wang , Feng Zhang , Hailin Wang , Wendong Wang

Diffusion models are a popular class of generative models trained to reverse a noising process starting from a target data distribution. Training a diffusion model consists of learning how to denoise noisy samples at different noise levels.…

Machine Learning · Computer Science 2025-10-07 Ameya Daigavane , YuQing Xie , Bodhi P. Vani , Saeed Saremi , Joseph Kleinhenz , Tess Smidt

We consider the factorization of a rectangular matrix $X $ into a positive linear combination of rank-one factors of the form $u v^\top$, where $u$ and $v$ belongs to certain sets $\mathcal{U}$ and $\mathcal{V}$, that may encode specific…

Machine Learning · Computer Science 2013-09-13 Francis Bach

Bayesian methods for low-rank matrix completion with noise have been shown to be very efficient computationally. While the behaviour of penalized minimization methods is well understood both from the theoretical and computational points of…

Statistics Theory · Mathematics 2015-04-08 The Tien Mai , Pierre Alquier

We consider the problem of approximate joint triangularization of a set of noisy jointly diagonalizable real matrices. Approximate joint triangularizers are commonly used in the estimation of the joint eigenstructure of a set of matrices,…

Numerical Analysis · Computer Science 2016-07-05 Nicolo Colombo , Nikos Vlassis

Deep neural networks provide state-of-the-art performance for image denoising, where the goal is to recover a near noise-free image from a noisy observation. The underlying principle is that neural networks trained on large datasets have…

Information Theory · Computer Science 2019-04-09 Reinhard Heckel , Wen Huang , Paul Hand , Vladislav Voroninski

It is well known that the problem of computing the feedback capacity of a stationary Gaussian channel can be recast as an infinite-dimensional optimization problem; moreover, necessary and sufficient conditions for the optimality of a…

Information Theory · Computer Science 2018-01-10 Tao Liu , Guangyue Han

An unknown $m$ by $n$ matrix $X_0$ is to be estimated from noisy measurements $Y=X_0+Z$, where the noise matrix $Z$ has i.i.d. Gaussian entries. A popular matrix denoising scheme solves the nuclear norm penalization problem $\operatorname…

Statistics Theory · Mathematics 2014-11-05 David Donoho , Matan Gavish

We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…

Statistics Theory · Mathematics 2008-06-04 Wei Wang , Martin J. Wainwright , Kannan Ramchandran

When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…

Machine Learning · Statistics 2016-09-23 Madhu Advani , Surya Ganguli

This paper proposes a new multi-linear projection method for denoising and estimation of high-dimensional matrix-variate factor time series. It assumes that a $p_1\times p_2$ matrix-variate time series consists of a dynamically dependent,…

Methodology · Statistics 2025-08-04 Zhaoxing Gao , Ruey S. Tsay

This paper studies the achievable rate region of the K-user Gaussian multiple-input single-output interference channel (MISO-IC) with the interference treated as noise, when improper or circularly asymmetric complex Gaussian signaling is…

Information Theory · Computer Science 2013-10-10 Yong Zeng , Rui Zhang , Erry Gunawan , Yong Liang Guan