Related papers: A note on spike localization for line spectrum est…
Consider a spiked random tensor obtained as a mixture of two components: noise in the form of a symmetric Gaussian $p$-tensor for $p\geq 3$ and signal in the form of a symmetric low-rank random tensor. The latter is defined as a linear…
We study the dynamics of gradient flow in high dimensions for the multi-spiked tensor problem, where the goal is to estimate $r$ unknown signal vectors (spikes) from noisy Gaussian tensor observations. Specifically, we analyze the maximum…
We present a sparse and invariant representation with low asymptotic complexity for robust unsupervised transient and onset zone detection in noisy environments. This unsupervised approach is based on wavelet transforms and leverages the…
This paper considers the problem of recovering a one or two dimensional discrete signal which is approximately sparse in its discrete gradient from an incomplete subset of its discrete Fourier coefficients which have been corrupted with…
In this paper we study random matrix models where the matrices in question contain infinitely many spikes. Recent work has characterized the possible outliers in the spectrum of large deformed unitarily invariant models when the number of…
In this paper we approximate high-dimensional functions $f\colon\mathbb T^d\to\mathbb C$ by sparse trigonometric polynomials based on function evaluations. Recently it was shown that a dimension-incremental sparse Fourier transform (SFT)…
We explore a fundamental problem of super-resolving a signal of interest from a few measurements of its low-pass magnitudes. We propose a 2-stage tractable algorithm that, in the absence of noise, admits perfect super-resolution of an…
The problem of recovering acoustic sources, more specifically monopoles, from point-wise measurements of the corresponding acoustic pressure at a limited number of frequencies is addressed. To this purpose, a family of sparse optimization…
We consider parameter estimation of stochastic differential equations driven by a Wiener process and a compound Poisson process as small noises. The goal is to give a threshold-type quasi-likelihood estimator and show its consistency and…
The problem of estimating a spiked covariance matrix in high dimensions under Frobenius loss, and the parallel problem of estimating the noise in spiked PCA is investigated. We propose an estimator of the noise parameter by minimizing an…
We propose a scalable method for forward stochastic reachability analysis for uncontrolled linear systems with affine disturbance. Our method uses Fourier transforms to efficiently compute the forward stochastic reach probability measure…
The estimation of the signal location and intensity of a peak in a pulse height spectrum is important for x-ray and $\gamma$-ray spectroscopy, charged-particle spectrometry, liquid chromatography, and many other subfields. However, both the…
We consider the problem of estimating a Fourier-sparse signal from noisy samples, where the sampling is done over some interval $[0, T]$ and the frequencies can be "off-grid". Previous methods for this problem required the gap between…
In this work we analyze a convex-programming method for estimating superpositions of point sources or spikes from nonuniform samples of their convolution with a known kernel. We consider a one-dimensional model where the kernel is either a…
The problem of estimating the frequencies of an exponential sum has been studied extensively over the last years. It can be understood as a sparse estimation problem, as it strives to identify the sparse representation of a signal using…
We present stacking polarized intensity as a means to study the polarization of sources that are too faint to be detected individually in surveys of polarized radio sources. Stacking offers not only high sensitivity to the median signal of…
Fitting B-splines to discrete data is especially challenging when the given data contain noise, jumps, or corners. Here, we describe how periodic data sets with these features can be efficiently and robustly approximated with B-splines by…
Weak lensing convergence maps - upon which higher order statistics can be calculated - can be recovered from observations of the shear field by solving the lensing inverse problem. For typical surveys this inverse problem is ill-posed…
The aim of this Lecture Note is to introduce the Signal Processing (SP) community to a powerful yet still under-utilised tool: the semiparametric statistics. In short, the semiparametric framework allows us to estimate or perform hypothesis…
Spectral characterization of noise environments that lead to the decoherence of qubits is critical to developing robust quantum technologies. While dynamical decoupling offers one of the most successful approaches to characterize noise…