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We consider the problem of stochastic convex optimization under convex constraints. We analyze the behavior of a natural variance reduced proximal gradient (VRPG) algorithm for this problem. Our main result is a non-asymptotic guarantee for…

Optimization and Control · Mathematics 2024-04-02 Koulik Khamaru

Consider a mobile robot tasked with localizing targets at unknown locations by obtaining relative measurements. The observations can be bearing or range measurements. How should the robot move so as to localize the targets and minimize the…

Robotics · Computer Science 2020-02-25 Selim Engin , Volkan Isler

We consider the problem of self-localization by a resource-constrained mobile node given perturbed anchor position information and distance estimates from the anchor nodes. We consider normally-distributed noise in anchor position…

Information Theory · Computer Science 2017-11-07 Vikram Kumar , Reza Arablouei , Raja Jurdak , Branislav Kusy , Neil W. Bergmann

Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $\theta$ in an individualized linear threshold $\theta^T Z$ for a continuous variable $X$, which minimizes the disagreement between…

Statistics Theory · Mathematics 2019-05-28 Huijie Feng , Yang Ning , Jiwei Zhao

We consider the problem of estimating smooth integrated functionals of a monotone nonincreasing density $f$ on $[0,\infty)$ using the nonparametric maximum likelihood based plug-in estimator. We find the exact asymptotic distribution of…

Statistics Theory · Mathematics 2019-04-16 Rajarshi Mukherjee , Bodhisattva Sen

This paper considers the problem of selecting a set of $k$ measurements from $n$ available sensor observations. The selected measurements should minimize a certain error function assessing the error in estimating a certain $m$ dimensional…

Information Theory · Computer Science 2016-12-15 Khalil Elkhalil , Abla Kammoun , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…

Methodology · Statistics 2024-10-29 Yuming Zhang , Stéphane Guerrier , Runze Li

The paper studies the problem of distributed parameter estimation in multi-agent networks with exponential family observation statistics. A certainty-equivalence type distributed estimator of the consensus + innovations form is proposed in…

Probability · Mathematics 2014-02-04 Soummya Kar , Jose Moura

In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…

Statistics Theory · Mathematics 2013-01-15 Felix Abramovich , Marianna Pensky , Yves Rozenholc

A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…

Methodology · Statistics 2012-07-04 Darren Homrighausen , Christopher R. Genovese

A sensor network is used for distributed joint mean and variance estimation, in a single time snapshot. Sensors observe a signal embedded in noise, which are phase modulated using a constant-modulus scheme and transmitted over a Gaussian…

Information Theory · Computer Science 2016-11-17 Mahesh K. Banavar , Cihan Tepedelenlioglu , Andreas Spanias

We investigate the problem of reconfigurable intelligent surface (RIS)-aided monostatic sensing of a mobile target under line-of-sight (LoS) blockage considering a single antenna, full-duplex, and dual-functional radar-communications base…

Signal Processing · Electrical Eng. & Systems 2024-01-15 Mahmut Kemal Ercan , Musa Furkan Keskin , Sinan Gezici , Henk Wymeersch

In array processing, a common problem is to estimate the angles of arrival of $K$ deterministic sources impinging on an array of $M$ antennas, from $N$ observations of the source signal, corrupted by gaussian noise. The problem reduces to…

Probability · Mathematics 2011-06-28 Walid Hachem , Philippe Loubaton , Xavier Mestre , Jamal Najim , Pascal Vallet

In this paper we study the asymptotics of linear regression in settings with non-Gaussian covariates where the covariates exhibit a linear dependency structure, departing from the standard assumption of independence. We model the covariates…

Machine Learning · Statistics 2024-12-10 Behrad Moniri , Hamed Hassani

A generalized multisensor sequential change detection problem is considered, in which a number of (possibly correlated) sensors monitor an environment in real time, the joint distribution of their observations is determined by a global…

Applications · Statistics 2016-01-12 Georgios Fellouris , Grigory Sokolov

We consider the least-squares regression problem and provide a detailed asymptotic analysis of the performance of averaged constant-step-size stochastic gradient descent (a.k.a. least-mean-squares). In the strongly-convex case, we provide…

Machine Learning · Computer Science 2014-12-02 Alexandre Défossez , Francis Bach

We study the inverse problem of estimating n locations $t_1, ..., t_n$ (up to global scale, translation and negation) in $R^d$ from noisy measurements of a subset of the (unsigned) pairwise lines that connect them, that is, from noisy…

Computer Vision and Pattern Recognition · Computer Science 2015-01-19 Onur Ozyesil , Amit Singer , Ronen Basri

Low-rank matrix estimation plays a central role in various applications across science and engineering. Recently, nonconvex formulations based on matrix factorization are provably solved by simple gradient descent algorithms with strong…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Cong Ma , Yuanxin Li , Yuejie Chi

We define the group-lasso estimator for the natural parameters of the exponential families of distributions representing hierarchical log-linear models under multinomial sampling scheme. Such estimator arises as the solution of a convex…

Statistics Theory · Mathematics 2012-07-31 Yuval Nardi , Alessandro Rinaldo

We consider the nonparametric regression estimation problem of recovering an unknown response function f on the basis of spatially inhomogeneous data when the design points follow a known compactly supported density g with a finite number…

Methodology · Statistics 2012-10-29 Anestis Antoniadis , Marianna Pensky , Theofanis Sapatinas