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While Spectral Methods have long been used for Principal Component Analysis, this survey focusses on work over the last 15 years with three salient features: (i) Spectral methods are useful not only for numerical problems, but also discrete…

Data Structures and Algorithms · Computer Science 2010-04-09 Ravindran Kannan

We study the basic problem of robust subspace recovery. That is, we assume a data set that some of its points are sampled around a fixed subspace and the rest of them are spread in the whole ambient space, and we aim to recover the fixed…

Machine Learning · Statistics 2015-03-19 Teng Zhang , Gilad Lerman

We propose a second-order accurate method to estimate the eigenvectors of extremely large matrices thereby addressing a problem of relevance to statisticians working in the analysis of very large datasets. More specifically, we show that…

Numerical Analysis · Mathematics 2010-02-05 Noureddine El Karoui , Alexandre d'Aspremont

Spectral methods have emerged as a simple yet surprisingly effective approach for extracting information from massive, noisy and incomplete data. In a nutshell, spectral methods refer to a collection of algorithms built upon the eigenvalues…

Machine Learning · Statistics 2021-10-26 Yuxin Chen , Yuejie Chi , Jianqing Fan , Cong Ma

Recovery of support of a sparse vector from simple measurements is a widely-studied problem, considered under the frameworks of compressed sensing, 1-bit compressed sensing, and more general single index models. We consider generalizations…

Machine Learning · Statistics 2021-11-05 Venkata Gandikota , Arya Mazumdar , Soumyabrata Pal

We focus on an alignment-free method to estimate the underlying signal from a large number of noisy randomly shifted observations. Specifically, we estimate the mean, power spectrum, and bispectrum of the signal from the observations. Since…

Signal Processing · Electrical Eng. & Systems 2018-07-04 Hua Chen , Mona Zehni , Zhizhen Zhao

Line spectral estimation is the problem of recovering the frequencies and amplitudes of a mixture of a few sinusoids from equispaced samples. However, in a variety of signal processing problems arising in imaging, radar, and localization we…

Information Theory · Computer Science 2016-09-28 Reinhard Heckel , Mahdi Soltanolkotabi

The problem of recovering a structured signal from its linear measurements in the presence of speckle noise is studied. This problem appears in many imaging systems such as synthetic aperture radar and optical coherence tomography. The…

Information Theory · Computer Science 2021-08-03 Wenda Zhou , Shirin Jalali , Arian Maleki

Spectral variability is one of the major issue when conducting hyperspectral unmixing. Within a given image composed of some elementary materials (herein referred to as endmember classes), the spectral signature characterizing these classes…

Image and Video Processing · Electrical Eng. & Systems 2019-06-26 Tatsumi Uezato , Mathieu Fauvel , Nicolas Dobigeon

Extracting the spectral representations of the neural processes that underlie spiking activity is key to understanding how the brain rhythms mediate cognitive functions. While spectral estimation of continuous time-series is well studied,…

Information Theory · Computer Science 2020-12-02 Anuththara Rupasinghe , Behtash Babadi

In this work, we provide a sharp theory of scaling laws for two-layer neural networks trained on a class of hierarchical multi-index targets, in a genuinely representation-limited regime. We derive exact information-theoretic scaling laws…

Machine Learning · Statistics 2026-02-06 Leonardo Defilippis , Florent Krzakala , Bruno Loureiro , Antoine Maillard

We study information theoretic limits of recovering an unknown $n$ dimensional, complex signal vector $\mathbf{x}_\star$ with unit norm from $m$ magnitude-only measurements of the form $y_i = |(\mathbf{A} \mathbf{x}_\star)_i|^2, \; i = 1,2…

Statistics Theory · Mathematics 2020-08-05 Rishabh Dudeja , Junjie Ma , Arian Maleki

Method of moment estimators exhibit appealing statistical properties, such as asymptotic unbiasedness, for nonconvex problems. However, they typically require a large number of samples and are extremely sensitive to model misspecification.…

Computation · Statistics 2016-03-30 Dustin Tran , Minjae Kim , Finale Doshi-Velez

Neural integral equations are deep learning models based on the theory of integral equations, where the model consists of an integral operator and the corresponding equation (of the second kind) which is learned through an optimization…

Numerical Analysis · Mathematics 2025-11-14 Emanuele Zappala

In many applications, signals are measured according to a linear process, but the phases of these measurements are often unreliable or not available. To reconstruct the signal, one must perform a process known as phase retrieval. This paper…

Functional Analysis · Mathematics 2013-07-30 Matthew Fickus , Dustin G. Mixon , Aaron A. Nelson , Yang Wang

Pseudospectral analysis is fundamental for quantifying the sensitivity and transient behavior of nonnormal matrices, yet its computational cost scales cubically with dimension, rendering it prohibitive for large-scale systems. While…

Numerical Analysis · Mathematics 2026-02-03 Vladimir R. Kostic , Dragana Lj. Cvetkovic , Ljiljana Cvetkovic

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

We focus on the problem of manifold estimation: given a set of observations sampled close to some unknown submanifold $M$, one wants to recover information about the geometry of $M$. Minimax estimators which have been proposed so far all…

Statistics Theory · Mathematics 2021-10-27 Vincent Divol

The task of segmentation of multispectral images, which are images with numerous channels or bands, each capturing a specific range of wavelengths of electromagnetic radiation, has been previously explored in contexts with large amounts of…

Computer Vision and Pattern Recognition · Computer Science 2024-11-26 Dilith Jayakody , Thanuja Ambegoda

With active research in audio compression techniques yielding substantial breakthroughs, spectral reconstruction of low-quality audio waves remains a less indulged topic. In this paper, we propose a novel approach for reconstructing higher…

Sound · Computer Science 2021-08-10 Darshan Deshpande , Harshavardhan Abichandani