Related papers: Data-Driven Matrix Recovery via Optimal Shrinkage …
A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample…
The present paper implements a complex analytic method to recover the spectrum of a matrix perturbed by either the addition or the multiplication of a random matrix noise, under the assumption that the distribution of the noise is unitarily…
A new wave of work on covariance cleaning and nonlinear shrinkage has delivered asymptotically optimal analytical solutions for large covariance matrices. The same framework has been generalized to empirical cross-covariance matrices, whose…
We focus on the high-dimensional linear regression problem, where the algorithmic goal is to efficiently infer an unknown feature vector $\beta^*\in\mathbb{R}^p$ from its linear measurements, using a small number $n$ of samples. Unlike most…
The problem of recovering a matrix of low rank from an incomplete and possibly noisy set of linear measurements arises in a number of areas. In order to derive rigorous recovery results, the measurement map is usually modeled…
Hyperspectral (HS) unmixing is the process of decomposing an HS image into material-specific spectra (endmembers) and their spatial distributions (abundance maps). Existing unmixing methods have two limitations with respect to noise…
Dantzig Selector (DS) is widely used in compressed sensing and sparse learning for feature selection and sparse signal recovery. Since the DS formulation is essentially a linear programming optimization, many existing linear programming…
To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…
Recently, mapping a signal/image into a low rank Hankel/Toeplitz matrix has become an emerging alternative to the traditional sparse regularization, due to its ability to alleviate the basis mismatch between the true support in the…
We analyze the Schr\"odingerization method for quantum simulation of a general class of non-unitary dynamics with inhomogeneous source terms. The Schr\"odingerization technique, introduced in [31], transforms any linear ordinary and partial…
We introduce a learning-based algorithm to obtain a measurement matrix for compressive sensing related recovery problems. The focus lies on matrices with a constant modulus constraint which typically represent a network of analog phase…
Asymptotic behavior of the singular value decomposition (SVD) of blown up matrices and normalized blown up contingency tables exposed to Wigner-noise is investigated.It is proved that such an m\times n matrix almost surely has a constant…
This paper considers the regularized estimation of covariance matrices (CM) of high-dimensional (compound) Gaussian data for minimum variance distortionless response (MVDR) beamforming. Linear shrinkage is applied to improve the accuracy…
We study the denoising of low-rank matrices by singular value shrinkage. Recent work of Gavish and Donoho constructs a framework for finding optimal singular value shrinkers for a wide class of loss functions. We use this framework to…
Reconstruction of signals from undersampled and noisy measurements is a topic of considerable interest. Sharpness conditions directly control the recovery performance of restart schemes for first-order methods without the need for…
The wavelet shrinkage denoising approach is able to maintain local regularity of a signal while suppressing noise. However, the conventional wavelet shrinkage based methods are not time-scale adaptive to track the local time-scale…
As in standard linear regression, in truncated linear regression, we are given access to observations $(A_i, y_i)_i$ whose dependent variable equals $y_i= A_i^{\rm T} \cdot x^* + \eta_i$, where $x^*$ is some fixed unknown vector of interest…
We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation $\mathfrak{X}$ of the sum of an approximately) low…