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We propose a flexible yet interpretable model for high-dimensional data with time-varying second order statistics, motivated and applied to functional neuroimaging data. Motivated by the neuroscience literature, we factorize the covariances…

Machine Learning · Statistics 2021-07-20 Katherine Tsai , Mladen Kolar , Oluwasanmi Koyejo

It is well known the sample covariance has a consistent bias in the spectrum, for example spectrum of Wishart matrix follows the Marchenko-Pastur law. We in this work introduce an iterative algorithm 'Concent' that actively eliminate this…

Machine Learning · Statistics 2022-01-04 Juntao Duan , Ionel Popescu , Heinrich Matzinger

In imaging modalities recording diffraction data, the original image can be reconstructed assuming known phases. When phases are unknown, oversampling and a constraint on the support region in the original object can be used to solve a…

Signal Processing · Electrical Eng. & Systems 2018-10-17 Alberto Pietrini , Carl Nettelblad

The support recovery problem consists of determining a sparse subset of variables that is relevant in generating a set of observations. In this paper, we study the support recovery problem in the phase retrieval model consisting of noisy…

Information Theory · Computer Science 2020-09-29 Lan V. Truong , Jonathan Scarlett

Quantum correlation, such as entanglement and squeezing have shown to improve phase estimation in interferometric setups on one side, and non-interferometric imaging scheme of amplitude object on the other. In the last case, quantum…

The spectral density matrix is a fundamental object of interest in time series analysis, and it encodes both contemporary and dynamic linear relationships between component processes of the multivariate system. In this paper we develop…

Statistics Theory · Mathematics 2025-02-04 Jinyuan Chang , Qing Jiang , Tucker S. McElroy , Xiaofeng Shao

Gradient descent is commonly used to find minima in rough landscapes, particularly in recent machine learning applications. However, a theoretical understanding of why good solutions are found remains elusive, especially in strongly…

Machine Learning · Computer Science 2025-07-25 Tony Bonnaire , Giulio Biroli , Chiara Cammarota

We study the problem of change point detection for covariance matrices in high dimensions. We assume that we observe a sequence {X_i}_{i=1,...,n} of independent and centered p-dimensional sub-Gaussian random vectors whose covariance…

Statistics Theory · Mathematics 2018-08-22 Daren Wang , Yi Yu , Alessandro Rinaldo

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

Extensive research on Reconfigurable Intelligent Surfaces (RIS) has primarily focused on optimizing reflective coefficients for passive beamforming in specific target directions. This optimization typically assumes prior knowledge of the…

Signal Processing · Electrical Eng. & Systems 2025-12-05 Xiao Cai , Hei Victor Cheng , Daniel E. Lucani

We study the convolutional phase retrieval problem, of recovering an unknown signal $\mathbf x \in \mathbb C^n $ from $m$ measurements consisting of the magnitude of its cyclic convolution with a given kernel $\mathbf a \in \mathbb C^m $.…

Computation · Statistics 2019-10-08 Qing Qu , Yuqian Zhang , Yonina C. Eldar , John Wright

Phase retrieval is the nonlinear inverse problem of recovering a true signal from its Fourier magnitude measurements. It arises in many applications such as astronomical imaging, X-Ray crystallography, microscopy, and more. The problem is…

Computer Vision and Pattern Recognition · Computer Science 2023-05-11 Rohun Agrawal , Oscar Leong

A recent class of hyperspectral anomaly detection methods can be trained once on background datasets and then deployed universally without per-scene retraining or parameter tuning, showing strong efficiency and robustness. Building upon…

Computer Vision and Pattern Recognition · Computer Science 2026-02-10 Wenping Jin , Li Zhu , Fei Guo

Recovering a signal from its Fourier intensity underlies many important applications, including lensless imaging and imaging through scattering media. Conventional algorithms for retrieving the phase suffer when noise is present but display…

Image and Video Processing · Electrical Eng. & Systems 2020-03-05 Yaotian Wang , Xiaohang Sun , Jason W. Fleischer

Phase retrieval, a nonlinear problem prevalent in imaging applications, has been extensively studied using random models, some of which with i.i.d. sensing matrix components. While these models offer robust reconstruction guarantees, they…

Optics · Physics 2024-09-10 Zhiyuan Hu , Julián Tachella , Michael Unser , Jonathan Dong

We propose a kernel-spectral embedding algorithm for learning low-dimensional nonlinear structures from high-dimensional and noisy observations, where the datasets are assumed to be sampled from an intrinsically low-dimensional manifold and…

Machine Learning · Statistics 2023-07-07 Xiucai Ding , Rong Ma

Many high-dimensional data sets suffer from hidden confounding which affects both the predictors and the response of interest. In such situations, standard regression methods or algorithms lead to biased estimates. This paper substantially…

Methodology · Statistics 2024-12-17 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

The recently introduced Spatial Spectral Compressive Spectral Imager (SSCSI) has been proposed as an alternative to carry out spatial and spectral coding using a binary on-off coded aperture. In SSCSI, the pixel pitch size of the coded…

Image and Video Processing · Electrical Eng. & Systems 2019-01-16 Edgar Salazar , Alejandro Parada-Mayorga , Gonzalo R. Arce

This work gives a blind beamforming strategy for intelligent reflecting surface (IRS), aiming to boost the received signal-to-noise ratio (SNR) by coordinating phase shifts across reflective elements in the absence of channel information.…

Information Theory · Computer Science 2022-11-04 Shuyi Ren , Kaiming Shen , Yaowen Zhang , Xin Li , Xin Chen , Zhi-Quan Luo

Phase is a fundamental resource for optical imaging but cannot be directly observed with intensity measurements. The existing methods to quantify a phase distribution rely on complex devices and structures. Here we experimentally…

Optics · Physics 2020-03-25 Tengfeng Zhu , Junyi Huang , Zhichao Ruan