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We consider the observations of an unknown $s$-sparse vector ${\boldsymbol \theta}$ corrupted by Gaussian noise with zero mean and unknown covariance matrix ${\boldsymbol \Sigma}$. We propose minimax optimal methods of estimating the…

Statistics Theory · Mathematics 2026-03-17 Yuhao Wang , Pengkun Yang , Alexandre B. Tsybakov

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

We consider the equivalent problems of estimating the residual variance, the proportion of explained variance $\eta$ and the signal strength in a high-dimensional linear regression model with Gaussian random design. Our aim is to understand…

Methodology · Statistics 2017-03-17 Nicolas Verzelen , Elisabeth Gassiat

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed…

Optimization and Control · Mathematics 2011-11-18 Adam S. Charles , Pierre Garrigues , Christopher J. Rozell

Broadband frequency-selective fading channels usually have the inherent sparse nature. By exploiting the sparsity, adaptive sparse channel estimation (ASCE) algorithms, e.g., least mean square with reweighted L1-norm constraint (LMS-RL1)…

Information Theory · Computer Science 2015-04-29 Guan Gui , Li Xu

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

In this paper, we address the problem of detecting multiple Noise-Like Jammers (NLJs) through a radar system equipped with an array of sensors. To this end, we develop an elegant and systematic framework wherein two architectures are…

Signal Processing · Electrical Eng. & Systems 2020-04-28 Linjie Yan , Pia Addabbo , Yuxuan Zhang , Chengpeng Hao , Jun Liu , Jian Li , Danilo Orlando

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

Statistics Theory · Mathematics 2022-01-24 Qiyang Han

In this report, a novel efficient algorithm for recovery of jointly sparse signals (sparse matrix) from multiple incomplete measurements has been presented, in particular, the NESTA-based MMV optimization method. In a nutshell, the jointly…

Information Theory · Computer Science 2009-05-21 Lianlin Li , Fang Li

Traditional machine learning methods usually minimize a simple loss function to learn a predictive model, and then use a complex performance measure to measure the prediction performance. However, minimizing a simple loss function cannot…

Machine Learning · Computer Science 2015-11-19 Ning Zhang , Prathamesh Chandrasekar

Motivated by the structure reconstruction problem in single-particle cryo-electron microscopy, we consider the multi-target detection model, where multiple copies of a target signal occur at unknown locations in a long measurement, further…

Information Theory · Computer Science 2020-04-22 Ti-Yen Lan , Tamir Bendory , Nicolas Boumal , Amit Singer

In this paper we revisit the sparse multiple measurement vector (MMV) problem where the aim is to recover a set of jointly sparse multichannel vectors from incomplete measurements. This problem has received increasing interest as an…

Information Theory · Computer Science 2015-03-14 Mike E. Davies , Yonina C. Eldar

Learning a Gaussian Mixture Model (GMM) is hard when the number of parameters is too large given the amount of available data. As a remedy, we propose restricting the GMM to a Gaussian Markov Random Field Mixture Model (GMRF-MM), as well as…

Machine Learning · Computer Science 2022-01-25 Shahaf E. Finder , Eran Treister , Oren Freifeld

We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…

Machine Learning · Statistics 2023-07-07 Gabriel Arpino , Ramji Venkataramanan

This paper proposes Mutual Information Regularized Assignment (MIRA), a pseudo-labeling algorithm for unsupervised representation learning inspired by information maximization. We formulate online pseudo-labeling as an optimization problem…

Computer Vision and Pattern Recognition · Computer Science 2022-11-07 Dong Hoon Lee , Sungik Choi , Hyunwoo Kim , Sae-Young Chung

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

The performance of near-field sensing (NISE) in a legacy wideband multiple-input multiple-output (MIMO) orthogonal frequency-division multiplexing (OFDM) communication system is analyzed. The maximum likelihood estimates (MLE) for the…

Information Theory · Computer Science 2025-06-13 Zhaolin Wang , Xidong Mu , Yuanwei Liu

Learning with label dependent label noise has been extensively explored in both theory and practice; however, dealing with instance (i.e., feature) and label dependent label noise continues to be a challenging task. The difficulty arises…

Machine Learning · Statistics 2023-06-07 Hyungki Im , Paul Grigas

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections. A few examples where this problem is relevant are compressed sensing, sparse superposition codes, and code division multiple access.…

Information Theory · Computer Science 2020-08-31 Jean Barbier , Nicolas Macris , Mohamad Dia , Florent Krzakala