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In this paper, we consider the problem of identifying a linear map from measurements which are subject to intermittent and arbitarily large errors. This is a fundamental problem in many estimation-related applications such as fault…

Systems and Control · Computer Science 2016-08-09 Laurent Bako , Henrik Ohlsson

The goal of a denoising algorithm is to recover a signal from its noise-corrupted observations. Perfect recovery is seldom possible and performance is measured under a given single-letter fidelity criterion. For discrete signals corrupted…

Information Theory · Computer Science 2007-07-13 George Gemelos , Styrmir Sigurjonsson , Tsachy Weissman

We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…

Machine Learning · Computer Science 2016-10-31 Guang-He Lee , Shao-Wen Yang , Shou-De Lin

Overfitting is one of the most critical challenges in deep neural networks, and there are various types of regularization methods to improve generalization performance. Injecting noises to hidden units during training, e.g., dropout, is…

Machine Learning · Computer Science 2017-11-10 Hyeonwoo Noh , Tackgeun You , Jonghwan Mun , Bohyung Han

Regression discontinuity designs assess causal effects in settings where treatment is determined by whether an observed running variable crosses a pre-specified threshold. Here we propose a new approach to identification, estimation, and…

Methodology · Statistics 2025-04-01 Dean Eckles , Nikolaos Ignatiadis , Stefan Wager , Han Wu

Prior studies on covert communication with noise uncertainty adopted a worst-case approach from the warden's perspective. That is, the worst-case detection performance of the warden is used to assess covertness, which is overly optimistic.…

Information Theory · Computer Science 2016-12-30 Biao He , Shihao Yan , Xiangyun Zhou , Vincent K. N. Lau

We propose a novel Bayesian approach to solve stochastic optimization problems that involve finding extrema of noisy, nonlinear functions. Previous work has focused on representing possible functions explicitly, which leads to a two-step…

Machine Learning · Statistics 2012-11-13 Pedro A. Ortega , Jordi Grau-Moya , Tim Genewein , David Balduzzi , Daniel A. Braun

In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…

Methodology · Statistics 2021-12-14 Siegfried Hörmann , Fatima Jammoul

This paper concerns quantitative analysis of errors generated by incompletely known data in convex minimization problems. The problems are discussed in the mixed setting and the duality gap is used as the fundamental error measure. The…

Numerical Analysis · Mathematics 2015-06-17 Olli Mali

Given noisy data, function estimation is considered when the unknown function is known a priori to consist of a small number of regions where the function is either convex or concave. When the number of regions is unknown, the model…

Methodology · Statistics 2019-11-14 Kurt S. Riedel

We consider the problem of detecting a small subset of defective items from a large set via non-adaptive "random pooling" group tests. We consider both the case when the measurements are noiseless, and the case when the measurements are…

Information Theory · Computer Science 2011-07-25 Chun Lam Chan , Pak Hou Che , Sidharth Jaggi , Venkatesh Saligrama

The goal of a denoising algorithm is to reconstruct a signal from its noise-corrupted observations. Perfect reconstruction is seldom possible and performance is measured under a given fidelity criterion. In a recent work, the authors…

Information Theory · Computer Science 2009-11-11 George Gemelos , Styrmir Sigurjonsson , Tsachy Weissman

This work proposes a robust data-driven predictive control approach for unknown nonlinear systems in the presence of bounded process and measurement noise. Data-driven reachable sets are employed for the controller design instead of using…

Systems and Control · Electrical Eng. & Systems 2023-07-18 Mahsa Farjadnia , Amr Alanwar , Muhammad Umar B. Niazi , Marco Molinari , Karl Henrik Johansson

The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback…

Optimization and Control · Mathematics 2024-05-21 Jared Miller , Tianyu Dai , Mario Sznaier

This paper proposes a method for estimating a surface that contains a given set of points from noisy measurements. More precisely, by assuming that the surface is described by the zero set of a function in the span of a given set of…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Omar M. Sleem , Sahand Kiani , Constantino M. Lagoa

Bayesian optimization is a methodology for global optimization of unknown and expensive objectives. It combines a surrogate Bayesian regression model with an acquisition function to decide where to evaluate the objective. Typical regression…

Machine Learning · Computer Science 2023-04-04 Afonso Eduardo , Michael U. Gutmann

Constructing confidence intervals for the value of an (unknown) optimal treatment policy is a fundamental problem in causal inference. Insight into the optimal policy value can guide the development of reward-maximizing, individualized…

Econometrics · Economics 2026-04-01 Justin Whitehouse , Qizhao Chen , Morgane Austern , Vasilis Syrgkanis

Absolute value linear programming problems is quite a new area of optimization problems, involving linear functions and absolute values in the description of the model. In this paper, we consider interval uncertainty of the input…

Optimization and Control · Mathematics 2025-10-07 Milan Hladík

Achieving quantum-enhanced performances when measuring unknown quantities requires developing suitable methodologies for practical scenarios, that include noise and the availability of a limited amount of resources. Here, we report on the…

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