Related papers: Theoretical Guarantees for the Subspace-Constraine…
We propose a novel targeted maximum likelihood estimator (TMLE) for quantiles in semiparametric missing data models. Our proposed estimator is locally efficient, $\sqrt{n}$-consistent, asymptotically normal, and doubly robust, under…
We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…
In this paper, we present an algorithm for effectively reconstructing an object from a set of its tomographic projections without any knowledge of the viewing directions or any prior structural information, in the presence of pathological…
In this paper, we present an algorithm for effectively reconstructing an object from a set of its tomographic projections without any knowledge of the viewing directions or any prior structural information, in the presence of pathological…
We consider the problems of classification and intrinsic dimension estimation on image data. A new subspace based classifier is proposed for supervised classification or intrinsic dimension estimation. The distribution of the data in each…
A new modification of the minimum-contrast estimator (the weighted MCE) of drift parameter in a linear stochastic evolution equation with additive fractional noise is introduced in the setting of the spectral approach (Fourier coordinates…
We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…
The subspace method is one of the mainstream system identification method of linear systems, and its basic idea is to estimate the system parameter matrices by projecting them into a subspace related to input and output. However, most of…
This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…
We consider the problem of subspace clustering: given points that lie on or near the union of many low-dimensional linear subspaces, recover the subspaces. To this end, one first identifies sets of points close to the same subspace and uses…
We propose a probabilistic framework for interpreting and developing hard thresholding sparse signal reconstruction methods and present several new algorithms based on this framework. The measurements follow an underdetermined linear model,…
This paper introduces a subspace method for the estimation of an array covariance matrix. It is shown that when the received signals are uncorrelated, the true array covariance matrices lie in a specific subspace whose dimension is…
Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is…
We consider the problem of learning an unknown $f$ with a sparse Fourier spectrum in the presence of outlier noise. In particular, the algorithm has access to a noisy oracle for (an unknown) $f$ such that (i) the Fourier spectrum of $f$ is…
Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…
In this work, we study the robust subspace tracking (RST) problem and obtain one of the first two provable guarantees for it. The goal of RST is to track sequentially arriving data vectors that lie in a slowly changing low-dimensional…
Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…
Nonlinear state-space identification for dynamical systems is most often performed by minimizing the simulation error to reduce the effect of model errors. This optimization problem becomes computationally expensive for large datasets.…
This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…
This paper proposes a nonlinear estimator for the robust reconstruction of process and sensor faults for a class of uncertain nonlinear systems. The proposed fault estimation method augments the system dynamics with an ultra-local (in time)…