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This paper studies early-stopped mirror descent applied to noisy sparse phase retrieval, which is the problem of recovering a $k$-sparse signal $\mathbf{x}^\star\in\mathbb{R}^n$ from a set of quadratic Gaussian measurements corrupted by…

Signal Processing · Electrical Eng. & Systems 2021-05-11 Fan Wu , Patrick Rebeschini

The multi-reference alignment (MRA) problem involves reconstructing a signal from multiple noisy observations, each transformed by a random group element. In this paper, we focus on the group \(\mathrm{SO}(2)\) of in-plane rotations and…

Numerical Analysis · Mathematics 2025-05-07 Gil Drozatz , Tamir Bendory , Nir Sharon

Orthogonal group synchronization aims to recover orthogonal group elements from their noisy pairwise measurements. It has found numerous applications including computer vision, imaging science, and community detection. Due to the orthogonal…

Statistics Theory · Mathematics 2025-02-21 Ziliang Samuel Zhong , Shuyang Ling

We consider the problem of estimating a signal from noisy circularly-translated versions of itself, called multireference alignment (MRA). One natural approach to MRA could be to estimate the shifts of the observations first, and infer the…

Information Theory · Computer Science 2018-02-14 Tamir Bendory , Nicolas Boumal , Chao Ma , Zhizhen Zhao , Amit Singer

We study the continuous multi-reference alignment model of estimating a periodic function on the circle from noisy and circularly-rotated observations. Motivated by analogous high-dimensional problems that arise in cryo-electron microscopy,…

Statistics Theory · Mathematics 2023-08-29 Zehao Dou , Zhou Fan , Harrison Zhou

Nonparametric estimation of nonlocal interaction kernels is crucial in various applications involving interacting particle systems. The inference challenge, situated at the nexus of statistical learning and inverse problems, arises from the…

Statistics Theory · Mathematics 2025-04-24 Xiong Wang , Inbar Seroussi , Fei Lu

The effect of measurement errors in discriminant analysis is investigated. Given observations $Z=X+\epsilon$, where $\epsilon$ denotes a random noise, the goal is to predict the density of $X$ among two possible candidates $f$ and $g$. We…

Statistics Theory · Mathematics 2015-05-13 Sébastien Loustau , Clément Marteau

Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…

Statistics Theory · Mathematics 2025-08-04 Jelena Bradic , Victor Chernozhukov , Whitney K. Newey , Yinchu Zhu

We present estimators for a well studied statistical estimation problem: the estimation for the linear regression model with soft sparsity constraints ($\ell_q$ constraint with $0<q\leq1$) in the high-dimensional setting. We first present a…

Statistics Theory · Mathematics 2013-11-11 Li Zhang

In the context of Independent Component Analysis (ICA), noisy mixtures pose a dilemma regarding the desired objective. On one hand, a "maximally separating" solution, providing the minimal attainable Interference-to-Source-Ratio (ISR),…

Applications · Statistics 2019-10-02 Amir Weiss , Arie Yeredor

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

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…

Statistics Theory · Mathematics 2016-11-17 D. Motamedvaziri , M. H. Rohban , V. Saligrama

We study maximum likelihood estimation (MLE) in the generalized group orbit recovery model, where each observation is generated by applying a random group action and a known, fixed linear operator to an unknown signal, followed by additive…

Statistics Theory · Mathematics 2025-09-30 Sheng Xu , Anderson Ye Zhang , Amit Singer

A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…

Machine Learning · Statistics 2012-10-03 Rodolphe Jenatton , Rémi Gribonval , Francis Bach

We study nonasymptotic minimax estimation of the linear functional $L(\theta)=\eta^\top \theta$ for a high-dimensional $s$-sparse mean vector with an arbitrary loading vector $\eta$. For symmetric noise with exponentially decaying tails, we…

Statistics Theory · Mathematics 2026-04-29 Jie Xie , Dongming Huang

Multi-reference alignment entails estimating a signal in $\mathbb{R}^L$ from its circularly-shifted and noisy copies. This problem has been studied thoroughly in recent years, focusing on the finite-dimensional setting (fixed $L$).…

Information Theory · Computer Science 2021-10-01 Elad Romanov , Tamir Bendory , Or Ordentlich

Reduced-rank approach has been used for decades in robust linear estimation of both deterministic and random vector of parameters in linear model y=Hx+\sqrt{epsilon}n. In practical settings, estimation is frequently performed under…

Optimization and Control · Mathematics 2024-08-05 Tomasz Piotrowski , Isao Yamada

The goal of this paper is to characterize the best achievable performance for the problem of estimating an unknown parameter having a sparse representation. Specifically, we consider the setting in which a sparsely representable…

Statistics Theory · Mathematics 2009-09-29 Zvika Ben-Haim , Yonina C. Eldar

We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…

Information Theory · Computer Science 2015-03-19 Ramin Zahedi , Ali Pezeshki , Edwin K. P. Chong

A fundamental problem in statistics and machine learning is to estimate a function $f$ from possibly noisy observations of its point samples. The goal is to design a numerical algorithm to construct an approximation $\hat f$ to $f$ in a…

Statistics Theory · Mathematics 2025-05-30 Ronald DeVore , Robert D. Nowak , Rahul Parhi , Guergana Petrova , Jonathan W. Siegel