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We study the multivariate nonparametric change point detection problem, where the data are a sequence of independent $p$-dimensional random vectors whose distributions are piecewise-constant with Lipschitz densities changing at unknown…

Statistics Theory · Mathematics 2020-06-26 Oscar Hernan Madrid Padilla , Yi Yu , Daren Wang , Alessandro Rinaldo

This paper considers the problem of recovering the permutation of an n-dimensional random vector X observed in Gaussian noise. First, a general expression for the probability of error is derived when a linear decoder (i.e., linear estimator…

Information Theory · Computer Science 2021-05-10 Minoh Jeong , Alex Dytso , Martina Cardone

Estimation of a deterministic quantity observed in non-Gaussian additive noise is explored via order statistics approach. More specifically, we study the estimation problem when measurement noises either have positive supports or follow a…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Kamiar Radnosrati , Gustaf Hendeby , Fredrik Gustafsson

Data observed at high sampling frequency are typically assumed to be an additive composite of a relatively slow-varying continuous-time component, a latent stochastic process or a smooth random function, and measurement error. Supposing…

Statistics Theory · Mathematics 2018-12-21 Jinyuan Chang , Aurore Delaigle , Peter Hall , Cheng Yong Tang

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

We consider inverse problems consisting of the reconstruction of an unknown signal $f$ from noisy measurements $y=Ff+\text{noise}$, where $Ff$ is a function on a Riemannian manifold without boundary $\mathcal M$. We consider the case when…

Functional Analysis · Mathematics 2026-04-24 Giovanni S. Alberti , Ernesto De Vito , Bianca Gariboldi , Giacomo Gigante

We develop $M$-estimation and deconvolution methodology with the goal of making well-founded statistical inference on an individual's blood alcohol level based on noisy measurements of their skin alcohol content. We first apply our results…

Applications · Statistics 2023-02-24 Maria Allayioti , Jay Bartroff , Haoxing Liu , Larry Goldstein , Susan Luczak , Gary Rosen

The authors consider the problem of estimating the density $g$ of independent and identically distributed variables $X\_i$, from a sample $Z\_1, ..., Z\_n$ where $Z\_i=X\_i+\sigma\epsilon\_i$, $i=1, ..., n$, $\epsilon$ is a noise…

Statistics Theory · Mathematics 2008-02-11 Fabienne Comte , Yves Rozenholc , Marie-Luce Taupin

This paper considers the estimation of Shannon entropy for discrete distributions with countably infinite support. While minimax rates for finite-support distributions are established, infinite-support distributions present distinct…

Statistics Theory · Mathematics 2025-12-03 Octavio César Mesner

Accurate noise modelling is important for training of deep learning reconstruction algorithms. While noise models are well known for traditional imaging techniques, the noise distribution of a novel sensor may be difficult to determine a…

Machine Learning · Computer Science 2018-07-11 Felix Horger , Tobias Würfl , Vincent Christlein , Andreas Maier

We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching…

Machine Learning · Statistics 2018-11-01 Ruilin Li , Xiaojing Ye , Haomin Zhou , Hongyuan Zha

We consider a space structured population model generated by two point clouds: a homogeneous Poisson process $M$ with intensity $n\to\infty$ as a model for a parent generation together with a Cox point process $N$ as offspring generation,…

Statistics Theory · Mathematics 2023-05-16 Marc Hoffmann , Mathias Trabs

Generative modeling aims to produce new random examples from an unknown target distribution, given access to a finite collection of examples. Among the leading approaches, denoising diffusion probabilistic models (DDPMs) construct such…

Machine Learning · Statistics 2025-06-12 Vahan Arsenyan , Elen Vardanyan , Arnak Dalalyan

Diffusion models have demonstrated remarkable empirical success in the recent years and are considered one of the state-of-the-art generative models in modern AI. These models consist of a forward process, which gradually diffuses the data…

Machine Learning · Computer Science 2026-01-07 Xingyu Xu , Ziyi Zhang , Yorie Nakahira , Guannan Qu , Yuejie Chi

In this work, we study the problem of reconstructing a sparse signal from a limited number of linear 'incoherent' noisy measurements, when a part of its support is known. The known part of the support may be available from prior knowledge…

Information Theory · Computer Science 2009-10-12 Wei Lu , Namrata Vaswani

We consider a class of hypothesis testing problems where the null hypothesis postulates $M$ distributions for the observed data, and there is only one possible distribution under the alternative. We show that one can use a stochastic mirror…

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

Optimization and Control · Mathematics 2024-05-15 Joshua Cutler , Mateo Díaz , Dmitriy Drusvyatskiy

Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get large, free probability theory is an invaluable tool for describing…

Information Theory · Computer Science 2007-07-13 O. Ryan , M. Debbah

Several issues in machine learning and inverse problems require to generate discrete data, as if sampled from a model probability distribution. A common way to do so relies on the construction of a uniform probability distribution over a…

Optimization and Control · Mathematics 2021-06-16 Quentin Merigot , Filippo Santambrogio , Clément Sarrazin

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