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We examine a fundamental problem that models various active sampling setups, such as network tomography. We analyze sampling of a multivariate normal distribution with an unknown expectation that needs to be estimated: in our setup it is…

Machine Learning · Statistics 2012-08-14 Assaf Hallak , Shie Mannor

The study of sampling signals on graphs, with the goal of building an analog of sampling for standard signals in the time and spatial domains, has attracted considerable attention recently. Beyond adding to the growing theory on graph…

Signal Processing · Electrical Eng. & Systems 2020-12-02 Yuichi Tanaka , Yonina C. Eldar , Antonio Ortega , Gene Cheung

Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration, and signal processing, etc. We propose an adaptive…

Optimization and Control · Mathematics 2017-08-08 Jiang Hu , Andre Milzarek , Zaiwen Wen , Yaxiang Yuan

We approach the theoretical problem of compressing a signal dominated by Gaussian noise. We present expressions for the compression ratio which can be reached, under the light of Shannon's noiseless coding theorem, for a linearly quantized…

Data Analysis, Statistics and Probability · Physics 2009-10-31 August Romeo , Enrique Gaztanaga , Jose Barriga , Emilio Elizalde

We consider the recovery of real-valued bandlimited functions from the absolute values of their samples, possibly spaced nonuniformly. We show that such a reconstruction is always possible if the function is sampled at more than twice its…

Numerical Analysis · Mathematics 2012-01-17 Gaurav Thakur

Compressed Counting (CC), based on maximally skewed stable random projections, was recently proposed for estimating the p-th frequency moments of data streams. The case p->1 is extremely useful for estimating Shannon entropy of data…

Data Structures and Algorithms · Computer Science 2009-10-09 Ping Li

We study linear function approximation in a finite basis under finite-precision arithmetic. In a highly non-orthogonal basis, certain directions are only weakly represented, so that rounding errors can significantly distort the effectively…

Numerical Analysis · Mathematics 2026-03-17 Astrid Herremans , Daan Huybrechs

We derive fundamental sample complexity bounds for recovering sparse and structured signals for linear and nonlinear observation models including sparse regression, group testing, multivariate regression and problems with missing features.…

Information Theory · Computer Science 2017-02-17 Cem Aksoylar , George Atia , Venkatesh Saligrama

We establish a general theory for subsampling network data generated by the sparse graphon model. In contrast to previous work for networks, we demonstrate validity under minimal assumptions; the main requirement is weak convergence of the…

Statistics Theory · Mathematics 2019-08-27 Robert Lunde , Purnamrita Sarkar

Using proof-theoretic methods in the style of proof mining, we give novel computationally effective limit theorems for the convergence of the Cesaro-means of certain sequences of random variables. These results are intimately related to…

Probability · Mathematics 2024-06-28 Morenikeji Neri

With the availability of thousands of type Ia supernovae in the near future the magnitude scatter induced by lensing will become a major issue as it affects parameter estimation. Current N-body simulations are too time consuming to be…

Cosmology and Nongalactic Astrophysics · Physics 2013-09-10 Valerio Marra , Miguel Quartin , Luca Amendola

In classical statistics and distribution testing, it is often assumed that elements can be sampled from some distribution $P$, and that when an element $x$ is sampled, the probability $P$ of sampling $x$ is also known. Recent work in…

Data Structures and Algorithms · Computer Science 2022-08-03 Talya Eden , Jakob Bæk Tejs Houen , Shyam Narayanan , Will Rosenbaum , Jakub Tětek

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

Numerical Analysis · Mathematics 2020-05-27 Ben Adcock , Daan Huybrechs

The creation of optimal samplers can be a challenging task, especially in the presence of constraints on the support of parameters. One way of mitigating the severity of this challenge is to work with transformed variables, where the…

Methodology · Statistics 2021-10-22 Sharang Chaudhry , Daniel Lautzenheiser , Kaushik Ghosh

Data compression capability of "Compressed sensing (sampling)" in signal discretization is numerically evaluated and found to be far from the theoretical upper bound defined by signal sparsity. It is shown that, for the cases when ordinary…

Optics · Physics 2015-02-10 L. Yaroslavsky

We study the hardness of classically simulating Gaussian boson sampling at nonzero photon distinguishability. We find that similar to regular boson sampling, distinguishability causes exponential attenuation of the many-photon interference…

Quantum Physics · Physics 2020-07-08 Jelmer J. Renema

Quantum dynamical simulations of statistical ensembles pose a significant computational challenge due to the fact that mixed states need to be represented. If the underlying dynamics is fully unitary, for example in ultrafast coherent…

Quantum Physics · Physics 2019-11-07 Marec W. Heger , Christiane P. Koch , Daniel M. Reich

The Compressive Sensing (CS) as a novel acquisition approach that finds its usage in image processing. The hypothesis like this one assures signal recovery with high quality from decreased number of samples compared with the number required…

Signal Processing · Electrical Eng. & Systems 2019-03-06 Drazen Jelic , Ana Scekic , Melvudin Hot , Nemanja Sevaljevic

Boson sampling, a computational problem conjectured to be hard to simulate on a classical machine, is a promising candidate for an experimental demonstration of quantum advantage using bosons. However, inevitable experimental noise and…

Quantum Physics · Physics 2022-10-12 Gabriele Bressanini , Hyukjoon Kwon , M. S. Kim

The paper investigates possibility of recovery of sequences from their decimated subsequences. It is shown that this recoverability is associated with certain spectrum degeneracy of a new kind, and that a sequences of a general kind can be…

Information Theory · Computer Science 2017-10-31 Nikolai Dokuchaev
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