相关论文: Detecting sparse cone alternatives for Gaussian ra…
Consider the communication-constrained problem of nonparametric function estimation, in which each distributed terminal holds multiple i.i.d. samples. Under certain regularity assumptions, we characterize the minimax optimal rates for all…
We compute exact asymptotic results for the probability of the occurrence of large deviations of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we…
Objective: Sparse Bayesian learning provides an effective scheme to solve the high-dimensional problem in brain signal decoding. However, traditional assumptions regarding data distributions such as Gaussian and binomial are potentially…
In recent years, Bayesian statistics methods in neuroscience have been showing important advances. In particular, detection of brain signals for studying the complexity of the brain is an active area of research. Functional magnetic…
We revisit the problem of searching for gravitational waves from inspiralling compact binaries in Gaussian coloured noise. For binaries with quasicircular orbits and non-precessing component spins, considering dominant mode emission only,…
Understanding the stochastic behavior of random projections of geometric sets constitutes a fundamental problem in high dimension probability that finds wide applications in diverse fields. This paper provides a kinematic description for…
Expand-and-sparsify representations are a class of theoretical models that capture sparse representation phenomena observed in the sensory systems of many animals. At a high level, these representations map an input $x \in \mathbb{R}^d$ to…
In this thesis, we study three physically relevant models of strongly correlated random variables: trapped fermions, random matrices and random walks. In the first part, we show several exact mappings between the ground state of a trapped…
Probability distributions and densities are derived for the excess and deficiency of the intensity or instantaneous energy (quasi-static power) associated with a $p$-dimensional random vector field. Explicit expressions for the exact…
This paper considers the problem of detecting equal-shaped non-overlapping unimodal peaks in the presence of Gaussian ergodic stationary noise, where the number, location and heights of the peaks are unknown. A multiple testing approach is…
Recently, a general method for analyzing the statistical accuracy of the EM algorithm has been developed and applied to some simple latent variable models [Balakrishnan et al. 2016]. In that method, the basin of attraction for valid…
This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…
Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this…
We consider the problem of sparse coding, where each sample consists of a sparse linear combination of a set of dictionary atoms, and the task is to learn both the dictionary elements and the mixing coefficients. Alternating minimization is…
A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which the sample covariance achieves optimal estimation error.…
The Gaussian graphical model, a popular paradigm for studying relationship among variables in a wide range of applications, has attracted great attention in recent years. This paper considers a fundamental question: When is it possible to…
Given a heterogeneous Gaussian sequence model with unknown mean $\theta \in \mathbb R^d$ and known covariance matrix $\Sigma = \operatorname{diag}(\sigma_1^2,\dots, \sigma_d^2)$, we study the signal detection problem against sparse…
This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…
Many practical applications such as gene expression analysis, multi-task learning, image recognition, signal processing, and medical data analysis pursue a sparse solution for the feature selection purpose and particularly favor the…
Neuroradiologists and neurosurgeons increasingly opt to use functional magnetic resonance imaging (fMRI) to map functionally relevant brain regions for noninvasive presurgical planning and intraoperative neuronavigation. This application…