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We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…

Machine Learning · Statistics 2014-05-09 Dimitris S. Papailiopoulos , Alexandros G. Dimakis , Stavros Korokythakis

Current quantum computers suffer from a level of noise that prohibits extracting useful results directly from longer computations. The figure of merit in many near-term quantum algorithms is an expectation value measured at the end of the…

A common computational problem in multiple change-point models is to recover the segmentations with $1$ to $K_{max}$ change-points of minimal cost with respect to some loss function. Here we present an algorithm to prune the set of…

Computation · Statistics 2016-05-19 Guillem Rigaill

There is a folkloric belief that a depth-$\Theta(m)$ quantum circuit is needed to estimate the trace of the product of $m$ density matrices (i.e., a multivariate trace), a subroutine crucial to applications in condensed matter and quantum…

Quantum Physics · Physics 2024-01-10 Yihui Quek , Eneet Kaur , Mark M. Wilde

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We consider the problem of signal reconstruction for a system under sparse signal corruption by a malicious agent. The reconstruction problem follows the standard error coding problem that has been studied extensively in the literature. We…

Optimization and Control · Mathematics 2023-04-28 Yu Zheng , Olugbenga Moses Anubi , Lalit Mestha , Hema Achanta

The observations in many applications consist of counts of discrete events, such as photons hitting a dector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model.…

Optimization and Control · Mathematics 2016-11-17 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

Noisy $k$-XOR is a basic average-case inference problem in which one observes random noisy $k$-ary parity constraints and seeks to recover, or more weakly, detect, a hidden Boolean assignment. A central question is to characterize the…

Computational Complexity · Computer Science 2026-04-14 Songtao Mao

In this work, an efficient numerical scheme is presented for seismic blind deconvolution in a multichannel scenario. The proposed method iterate with wo steps: first, wavelet estimation across all channels and second, refinement of the…

Computational Physics · Physics 2020-10-20 Naveed Iqbal , Entao Liu , James H. McClellan , Abdullatif A. Al-Shuhail

Common problem in signal processing is reconstruction of the missing signal samples. Missing samples can occur by intentionally omitting signal coefficients to reduce memory requirements, or to speed up the transmission process. Also, noisy…

Information Theory · Computer Science 2015-03-02 Slavoljub Jokić , Ljindita Niković , Jelena Kadović

One fundamental goal of high-dimensional statistics is to detect or recover planted structure (such as a low-rank matrix) hidden in noisy data. A growing body of work studies low-degree polynomials as a restricted model of computation for…

Statistics Theory · Mathematics 2022-06-22 Tselil Schramm , Alexander S. Wein

Network reconstruction is the task of inferring the unseen interactions between elements of a system, based only on their behavior or dynamics. This inverse problem is in general ill-posed, and admits many solutions for the same…

Machine Learning · Statistics 2025-03-12 Tiago P. Peixoto

Scalable characterization of quantum processors is crucial for mitigating noise and imperfections. While randomized measurement protocols enable efficient access to local observables, inferring a globally consistent description of…

Quantum Physics · Physics 2026-03-10 Zidu Liu , Dominik S. Wild

We consider the problem of recovering a $K$-sparse complex signal $x$ from $m$ intensity measurements. We propose the PhaseCode algorithm, and show that in the noiseless case, PhaseCode can recover an arbitrarily-close-to-one fraction of…

Information Theory · Computer Science 2017-04-03 Ramtin Pedarsani , Dong Yin , Kangwook Lee , Kannan Ramchandran

In this paper, we expand the theory of depth-unbiased source localization to unbiased parameter estimation and signal reconstruction of an arbitrary number of non-zero parameters to be recovered. The topic touches on the concept of exact…

Information Theory · Computer Science 2026-05-08 Joonas Lahtinen

In recent years, large high-dimensional data sets have become commonplace in a wide range of applications in science and commerce. Techniques for dimension reduction are of primary concern in statistical analysis. Projection methods play an…

Computation · Statistics 2008-01-24 Peter Clifford , Ioana A. Cosma

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

We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…

Information Theory · Computer Science 2015-09-16 Alyson K. Fletcher , Sundeep Rangan

Based on unique decoding of the polynomial residue code with non-pairwise coprime moduli, a polynomial with degree less than that of the least common multiple (lcm) of all the moduli can be accurately reconstructed when the number of…

Information Theory · Computer Science 2017-03-24 Li Xiao , Xiang-Gen Xia

Given the vast reservoirs of data stored worldwide, efficient mining of data from a large information store has emerged as a great challenge. Many databases like that of intrusion detection systems, web-click records, player statistics,…

Databases · Computer Science 2010-03-09 Sourav Dutta , Arnab Bhattacharya
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