Related papers: The ESPRIT algorithm under high noise: Optimal err…
Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present a theoretical analysis of the iterative hard thresholding…
This is an unabridged version of a journal manuscript that has been submitted for publication [1]. (Due to length restrictions, we were forced to remove substantial amounts of content from the version that was submitted to the journal,…
The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…
This paper studies two spectrum estimation methods for the case that the samples are obtained at a rate lower than the Nyquist rate. The first method is the correlogram method for undersampled data. The algorithm partitions the spectrum…
Parameter estimation is of fundamental importance in areas from atomic spectroscopy and atomic clocks to gravitational wave detection. Entangled probes provide a significant precision gain over classical strategies in the absence of noise.…
We present a new method for complex frequency estimation in several variables, extending the classical (1d) ESPRIT-algorithm. We also consider how to work with data sampled on non-standard domains (i.e going beyond multi-rectangles).
We develop a data-driven optimal shrinkage algorithm for matrix denoising in the presence of high-dimensional noise with a separable covariance structure; that is, the noise is colored and dependent across samples. The algorithm, coined…
In 1-bit compressed sensing, the aim is to estimate a $k$-sparse unit vector $x\in S^{n-1}$ within an $\epsilon$ error (in $\ell_2$) from minimal number of linear measurements that are quantized to just their signs, i.e., from measurements…
The estimation of the frequencies of multiple superimposed exponentials in noise is an important research problem due to its various applications from engineering to chemistry. In this paper, we propose an efficient and accurate algorithm…
Quantum algorithms face significant challenges due to qubit susceptibility to environmental noise, and quantum error correction typically requires prohibitive resource overhead. This paper proposes that quantum algorithms may possess…
In this paper, we develop two high-resolution channel estimation schemes based on the estimating signal parameters via the rotational invariance techniques (ESPRIT) method for frequency-selective millimeter wave (mmWave) massive MIMO…
Ellipse and ellipsoid fitting has been extensively researched and widely applied. Although traditional fitting methods provide accurate estimation of ellipse parameters in the low-noise case, their performance is compromised when the noise…
Noise in existing quantum processors only enables an approximation to ideal quantum computation. However, these approximations can be vastly improved by error mitigation, for the computation of expectation values, as shown by small-scale…
Sampling a signal below the Shannon-Nyquist rate causes aliasing, meaning different frequencies to become indistinguishable. It is also well-known that recovering spectral information from a signal using a parametric method can be ill-posed…
System identification is a fundamental problem in control and learning, particularly in high-stakes applications where data efficiency is critical. Classical approaches, such as the ordinary least squares estimator (OLS), achieve an…
Many quantum algorithms contain an important subroutine, the quantum amplitude estimation. As the name implies, this is essentially the parameter estimation problem and thus can be handled via the established statistical estimation theory.…
This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…
This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…
A universal fault-tolerant quantum computer holds the promise to speed up computational problems that are otherwise intractable on classical computers; however, for the next decade or so, our access is restricted to noisy intermediate-scale…
We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…