Related papers: A Parameter-Free Two-Bit Covariance Estimator with…
We explore the impact of coarse quantization on low-rank matrix sensing in the extreme scenario of dithered one-bit sampling, where the high-resolution measurements are compared with random time-varying threshold levels. To recover the…
We study the estimation of high-dimensional covariance matrices under elliptical factor models with 2 + {\epsilon}th moment. For such heavy-tailed data, robust estimators like the Huber-type estimator in Fan, Liu and Wang (2018) can not…
Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…
We investigate the bias and error in estimates of the cosmological parameter covariance matrix, due to sampling or modelling the data covariance matrix, for likelihood width and peak scatter estimators. We show that these estimators do not…
We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…
Covariance matrix estimation is one of the most important problems in statistics. To accommodate the complexity of modern datasets, it is desired to have estimation procedures that not only can incorporate the structural assumptions of…
Estimating covariance matrices is a problem of fundamental importance in multivariate statistics. In practice it is increasingly frequent to work with data matrices $X$ of dimension $n\times p$, where $p$ and $n$ are both large. Results…
This paper introduces a novel low-complexity memoryless linearizer for suppression of distortion in analog frontends. It is based on our recently introduced linearizer which is inspired by neural networks, but with orders-of-magnitude lower…
We consider estimation of a sparse parameter vector that determines the covariance matrix of a Gaussian random vector via a sparse expansion into known "basis matrices". Using the theory of reproducing kernel Hilbert spaces, we derive lower…
Quantizing weights and activations of deep neural networks results in significant improvement in inference efficiency at the cost of lower accuracy. A source of the accuracy gap between full precision and quantized models is the…
We propose the first near-optimal quantum algorithm for estimating in Euclidean norm the mean of a vector-valued random variable with finite mean and covariance. Our result aims at extending the theory of multivariate sub-Gaussian…
We give three new algorithms for efficient in-place estimation, without using ancilla qubits, of average fidelity of a quantum logic gate acting on a d-dimensional system using much fewer random bits than what was known so far. Previous…
We propose a two-sample test for covariance matrices in the high-dimensional regime, where the dimension diverges proportionally to the sample size. Our hybrid test combines a Frobenius-norm-based statistic as considered in Li and Chen…
When inferring parameters from a Gaussian-distributed data set by computing a likelihood, a covariance matrix is needed that describes the data errors and their correlations. If the covariance matrix is not known a priori, it may be…
This paper provides a framework for estimating the mean and variance of a high-dimensional normal density. The main setting considered is a fixed number of vector following a high-dimensional normal distribution with unknown mean and…
Networked sensing, where the goal is to perform complex inference using a large number of inexpensive and decentralized sensors, has become an increasingly attractive research topic due to its applications in wireless sensor networks and…
Randomized (dithered) quantization is a method capable of achieving white reconstruction error independent of the source. Dithered quantizers have traditionally been considered within their natural setting of uniform quantization. In this…
We introduce a simple, widely applicable formalism for designing "error-divisible" two qubit gates: a quantum gate set where fractional rotations have proportionally reduced error compared to the full entangling gate. In current noisy…
Covariance matrix plays a central role in multivariate statistical analysis. Significant advances have been made recently on developing both theory and methodology for estimating large covariance matrices. However, a minimax theory has yet…
We provide an estimator of the covariance matrix that achieves the optimal rate of convergence (up to constant factors) in the operator norm under two standard notions of data contamination: We allow the adversary to corrupt an…