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Randomly censored survival data are frequently encountered in applied sciences including biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to…

Methodology · Statistics 2019-01-08 Abhik Ghosh , Ayanendranath Basu , Leandro Pardo

As one of the most plausible convex optimization methods for sparse data reconstruction, $\ell_1$-minimization plays a fundamental role in the development of sparse optimization theory. The stability of this method has been addressed in the…

Information Theory · Computer Science 2017-11-09 Yun-Bin Zhao , Houyuan Jiang , Zhi-Quan Luo

Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…

Methodology · Statistics 2023-07-20 Tamara Broderick , Ryan Giordano , Rachael Meager

In this paper, we study the problem of compressed sensing using binary measurement matrices and $\ell_1$-norm minimization (basis pursuit) as the recovery algorithm. We derive new upper and lower bounds on the number of measurements to…

Machine Learning · Statistics 2020-04-28 Mahsa Lotfi , Mathukumalli Vidyasagar

Simulation-based inference (SBI) enables amortized Bayesian inference by first training a neural posterior estimator (NPE) on prior-simulator pairs, typically through low-dimensional summary statistics, which can then be cheaply reused for…

Machine Learning · Statistics 2026-02-11 Sherman Khoo , Dennis Prangle , Song Liu , Mark Beaumont

We consider semidefinite programs (SDPs) of size n with equality constraints. In order to overcome scalability issues, Burer and Monteiro proposed a factorized approach based on optimizing over a matrix Y of size $n$ by $k$ such that $X =…

Machine Learning · Statistics 2018-11-29 Thomas Pumir , Samy Jelassi , Nicolas Boumal

We give a new, very general, formulation of the compressed sensing problem in terms of coordinate projections of an analytic variety, and derive sufficient sampling rates for signal reconstruction. Our bounds are linear in the coherence of…

Machine Learning · Computer Science 2013-11-05 Franz J. Király , Louis Theran

Randomized Smoothing (RS), being one of few provable defenses, has been showing great effectiveness and scalability in terms of defending against $\ell_2$-norm adversarial perturbations. However, the cost of MC sampling needed in RS for…

Machine Learning · Computer Science 2021-08-03 Huimin Zeng , Jiahao Su , Furong Huang

In this manuscript, we consider a finite multivariate nonparametric mixture model where the dependence between the marginal densities is modeled using the copula device. Pseudo EM stochastic algorithms were recently proposed to estimate all…

Computation · Statistics 2022-12-14 Michael Levine , Gildas Mazo

We provide novel theoretical results regarding local optima of regularized $M$-estimators, allowing for nonconvexity in both loss and penalty functions. Under restricted strong convexity on the loss and suitable regularity conditions on the…

Statistics Theory · Mathematics 2015-01-05 Po-Ling Loh , Martin J. Wainwright

This paper establishes new restricted isometry conditions for compressed sensing and affine rank minimization. It is shown for compressed sensing that $\delta_{k}^A+\theta_{k,k}^A < 1$ guarantees the exact recovery of all $k$ sparse signals…

Information Theory · Computer Science 2016-11-17 T. Tony Cai , Anru Zhang

We observe a $N\times M$ matrix $Y_{ij}=s_{ij}+\xi_{ij}$ with $\xi_{ij}\sim {\mathcal {N}}(0,1)$ i.i.d. in $i,j$, and $s_{ij}\in \mathbb {R}$. We test the null hypothesis $s_{ij}=0$ for all $i,j$ against the alternative that there exists…

Statistics Theory · Mathematics 2013-12-20 Cristina Butucea , Yuri I. Ingster

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

Mendelian randomization (MR) is a method of exploiting genetic variation to unbiasedly estimate a causal effect in presence of unmeasured confounding. MR is being widely used in epidemiology and other related areas of population science. In…

Applications · Statistics 2019-01-03 Qingyuan Zhao , Jingshu Wang , Gibran Hemani , Jack Bowden , Dylan S. Small

In the context of the compressed sensing problem, we propose a new ensemble of sparse random matrices which allow one (i) to acquire and compress a {\rho}0-sparse signal of length N in a time linear in N and (ii) to perfectly recover the…

Information Theory · Computer Science 2013-04-15 Maria Chiara Angelini , Federico Ricci-Tersenghi , Yoshiyuki Kabashima

Consistent reconstruction is a method for producing an estimate $\widetilde{x} \in \mathbb{R}^d$ of a signal $x\in \mathbb{R}^d$ if one is given a collection of $N$ noisy linear measurements $q_n = \langle x, \varphi_n \rangle +…

Information Theory · Computer Science 2014-05-29 Alexander M. Powell , J. Tyler Whitehouse

Randomized smoothing is currently a state-of-the-art method to construct a certifiably robust classifier from neural networks against $\ell_2$-adversarial perturbations. Under the paradigm, the robustness of a classifier is aligned with the…

Machine Learning · Computer Science 2021-11-18 Jongheon Jeong , Sejun Park , Minkyu Kim , Heung-Chang Lee , Doguk Kim , Jinwoo Shin

Let $A$ be an $n\times n$ real matrix, and let $M$ be an $n\times n$ random matrix whose entries are i.i.d sub-Gaussian random variables with mean $0$ and variance $1$. We make two contributions to the study of $s_n(A+M)$, the smallest…

Probability · Mathematics 2020-09-04 Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

In this paper we give a generalization of the discrete complex-valued random variable defined and investigated in \cite{ssa} and \cite{m8}. We prove the statements concerning the expressions for the excepted value and the variance of this…

Signal Processing · Electrical Eng. & Systems 2018-07-05 Romeo Meštrović

We consider two theorems from the theory of compressive sensing. Mainly a theorem concerning uniform recovery of random sampling matrices, where the number of samples needed in order to recover an $s$-sparse signal from linear measurements…

Information Theory · Computer Science 2013-06-05 Joel Andersson , Jan-Olov Strömberg