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Spectral estimators are fundamental in lowrank matrix models and arise throughout machine learning and statistics, with applications including network analysis, matrix completion and PCA. These estimators aim to recover the leading…
Drawing statistical inferences from large datasets in a model-robust way is an important problem in statistics and data science. In this paper, we propose methods that are robust to large and unequal noise in different observational units…
We give an overview of recent developments in the problem of reconstructing a band-limited signal from non-uniform sampling from a numerical analysis view point. It is shown that the appropriate design of the finite-dimensional model plays…
We investigate the nonparametric estimation for regression in a fixed-design setting when the errors are given by a field of dependent random variables. Sufficient conditions for kernel estimators to converge uniformly are obtained. These…
We propose a new optimization framework for aleatoric uncertainty estimation in regression problems. Existing methods can quantify the error in the target estimation, but they tend to underestimate it. To obtain the predictive uncertainty…
We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…
This paper concerns the problem of recovering an unknown but structured signal $x \in R^n$ from $m$ quadratic measurements of the form $y_r=|<a_r,x>|^2$ for $r=1,2,...,m$. We focus on the under-determined setting where the number of…
We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…
In this paper, we study a new notion of scaled minimaxity for sparse estimation in high-dimensional linear regression model. We present more optimistic lower bounds than the one given by the classical minimax theory and hence improve on…
A recent line of research termed unlabeled sensing and shuffled linear regression has been exploring under great generality the recovery of signals from subsampled and permuted measurements; a challenging problem in diverse fields of data…
We consider the estimation of the global mode of a density under some decay rate condition around the global mode. We show that the maximum of a histogram, with proper choice of bandwidth, achieves the minimax rate that we establish for the…
We consider the problem of recovering linear image of unknown signal belonging to a given convex compact signal set from noisy observation of another linear image of the signal. We develop a simple generic efficiently computable nonlinear…
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…
The linear regression models are widely used statistical techniques in numerous practical applications. The standard regression model requires several assumptions about the regres- sors and the error term. The regression parameters are…
We consider the problem of estimating confidence intervals for the mean of a random variable, where the goal is to produce the smallest possible interval for a given number of samples. While minimax optimal algorithms are known for this…
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…
A common goal in statistics and machine learning is to learn models that can perform well against distributional shifts, such as latent heterogeneous subpopulations, unknown covariate shifts, or unmodeled temporal effects. We develop and…
In numerous graph signal processing applications, data is often missing for a variety of reasons, and predicting the missing data is essential. In this paper, we consider data on graphs modeled as bandlimited graph signals. Predicting or…
The objective of the present paper is to introduce the concept of a spatially inhomogeneous linear inverse problem where the degree of ill-posedness of operator $Q$ depends not only on the scale but also on location. In this case, the rates…
Given a random sample of points from some unknown density, we propose a data-driven method for estimating density level sets under the r-convexity assumption. This shape condition generalizes the convexity property. However, the main…