Related papers: Phase transition and higher order analysis of $L_q…

Improving the efficiency of inference in Large Language Models (LLMs) is a critical area of research. Post-training Quantization (PTQ) is a popular technique, but it often faces challenges at low-bit levels, particularly in downstream…

This article introduces a robust hypothesis testing procedure: the Lq-likelihood-ratio-type test (LqRT). By deriving the asymptotic distribution of this test statistic, the authors demonstrate its robustness both analytically and…

In many application areas we are faced with the following question: Can we recover a sparse vector $x_o \in \mathbb{R}^N$ from its undersampled set of noisy observations $y \in \mathbb{R}^n$, $y=A x_o+w$. The last decade has witnessed a…

We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Globally convergent variants of the Gauss-Newton algorithm are often the methods of choice to tackle nonlinear least-squares problems. Among such frameworks, Levenberg-Marquardt and trust-region methods are two well-established, similar…

We consider a distributed detection problem within a wireless sensor network (WSN), where a substantial number of sensors cooperate to detect the existence of sparse stochastic signals. To achieve a trade-off between detection performance…

We develop a Levenberg-Marquardt method for minimizing the sum of a smooth nonlinear least-squar es term $f(x) = \tfrac{1}{2} \|F(x)\|_2^2$ and a nonsmooth term $h$. Both $f$ and $h$ may be nonconvex. Steps are computed by minimizing the…

In this paper, we are concerned with regularized regression problems where the prior regularizer is a proper lower semicontinuous and convex function which is also partly smooth relative to a Riemannian submanifold. This encompasses as…

We consider an on-line least squares regression problem with optimal solution $\theta^*$ and Hessian matrix H, and study a time-average stochastic gradient descent estimator of $\theta^*$. For $k\ge2$, we provide an unbiased estimator of…

This paper investigates the theoretical guarantees of L1-analysis regularization when solving linear inverse problems. Most of previous works in the literature have mainly focused on the sparse synthesis prior where the sparsity is measured…

$L_p$-norm regularization schemes such as $L_0$, $L_1$, and $L_2$-norm regularization and $L_p$-norm-based regularization techniques such as weight decay, LASSO, and elastic net compute a quantity which depends on model weights considered…

We consider the fundamental problem of estimating the mean of a vector $y=X\beta+z$, where $X$ is an $n\times p$ design matrix in which one can have far more variables than observations, and $z$ is a stochastic error term--the so-called…

Consider the use of $\ell_{1}/\ell_{\infty}$-regularized regression for joint estimation of a $\pdim \times \numreg$ matrix of regression coefficients. We analyze the high-dimensional scaling of $\ell_1/\ell_\infty$-regularized quadratic…

High data rates require vast bandwidths, that can be found in the sub-THz band, and high sampling frequencies, which are predicted to lead to a problematically high analog-to-digital converter (ADC) power consumption. It was proposed to use…

This paper concerns quasi-stochastic approximation (QSA) to solve root finding problems commonly found in applications to optimization and reinforcement learning. The general constant gain algorithm may be expressed as the…

We develop an error mitigation method for the control-free phase estimation. We prove a theorem that under the first-order correction, the noise channels with only Hermitian Kraus operators do not change the phases of a unitary operator,…

We introduce a novel method for sparse regression and variable selection, which is inspired by modern ideas in multiple testing. Imagine we have observations from the linear model y = X beta + z, then we suggest estimating the regression…

We study the problem of recovering the common $k$-sized support of a set of $n$ samples of dimension $d$, using $m$ noisy linear measurements per sample. Most prior work has focused on the case when $m$ exceeds $k$, in which case $n$ of the…

Axelrod's model with $F=2$ cultural features, where each feature can assume $k$ states drawn from a Poisson distribution of parameter $q$, exhibits a continuous nonequilibrium phase transition in the square lattice. Here we use extensive…

We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…