Related papers: Provable algorithms for multi-reference alignment …
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…
Fitting autoregressive moving average (ARMA) time series models requires model identification before parameter estimation. Model identification involves determining the order of the autoregressive and moving average components which is…
We consider the reconstruction of the shape and the impedance function of an obstacle from measurements of the scattered field at receivers outside the object. The data is assumed to be generated by plane waves impinging on the obstacle…
We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…
We develop in this paper a novel intrinsic classification algorithm -- multi-frequency class averaging (MFCA) -- for classifying noisy projection images obtained from three-dimensional cryo-electron microscopy (cryo-EM) by the similarity…
The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…
This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…
The inference of a large symmetric signal-matrix $\mathbf{S} \in \mathbb{R}^{N\times N}$ corrupted by additive Gaussian noise, is considered for two regimes of growth of the rank $M$ as a function of $N$. For sub-linear ranks…
Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…
The low-rank matrix optimization with affine set (rank-MOA) is to minimize a continuously differentiable function over a low-rank set intersecting with an affine set. Under some suitable assumptions, the intersection rule of the Fr\'{e}chet…
The multireference alignment problem consists of estimating a signal from multiple noisy shifted observations. Inspired by existing Unique-Games approximation algorithms, we provide a semidefinite program (SDP) based relaxation which…
We propose a new fast algorithm for simultaneous recovery of the coil sensitivities and of the magnetization image from incomplete Fourier measurements in parallel MRI. Our approach is based on a parameter model for the coil sensitivities…
Group synchronization asks to recover group elements from their pairwise measurements. It has found numerous applications across various scientific disciplines. In this work, we focus on orthogonal and permutation group synchronization…
Direction of Arrival (DOA) estimation of multiple narrow-band coherent or partially coherent sources is a major challenge in array signal processing. Though many subspace- based algorithms are available in literature, none of them tackle…
We consider the problem of estimating the covariance matrix of a random signal observed through unknown translations (modeled by cyclic shifts) and corrupted by noise. Solving this problem allows to discover low-rank structures masked by…
In this paper, we develop a new technique to obtain nearly optimal estimates of the computational resolution limits introduced in Appl. Comput. Harmon. Anal. 56 (2022) 402-446; IEEE Trans. Inf. Theory 67(7) (2021) 4812-4827; Inverse Probl.…
Many machine learning and optimization algorithms can be cast as instances of stochastic approximation (SA). The convergence rate of these algorithms is known to be slow, with the optimal mean squared error (MSE) of order $O(n^{-1})$. In…
The reliability redundancy allocation problem (RRAP) is a well-known tool in system design, development, and management. The RRAP is always modeled as a nonlinear mixed-integer non-deterministic polynomial-time hardness (NP-hard) problem.…
Suppose x is any exactly k-sparse vector in R^n. We present a class of sparse matrices A, and a corresponding algorithm that we call SHO-FA (for Short and Fast) that, with high probability over A, can reconstruct x from Ax. The SHO-FA…
Multivariate analysis of fMRI data has benefited substantially from advances in machine learning. Most recently, a range of probabilistic latent variable models applied to fMRI data have been successful in a variety of tasks, including…