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We propose and implement an approach to inference in linear instrumental variables models which is simultaneously robust and computationally tractable. Inference is based on self-normalization of sample moment conditions, and allows for…

计量经济学 · 经济学 2022-11-29 Eric Gautier , Christiern Rose

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

信息论 · 计算机科学 2015-07-24 Yuanxin Li , Yuejie Chi

With the unprecedented growth of signal processing and machine learning application domains, there has been a tremendous expansion of interest in distributed optimization methods to cope with the underlying large-scale problems.…

最优化与控制 · 数学 2022-10-25 Hansi Abeynanda , Chathuranga Weeraddana , G. H. J. Lanel , Carlo Fischione

We develop a multidimensional version of Gradient-MUSIC for estimating the frequencies of a nonharmonic signal from noisy samples. The guiding principle is that frequency recovery should be based only on the signal subspace determined by…

最优化与控制 · 数学 2026-03-31 Albert Fannjiang , Weilin Li

We study fundamental limits of first-order stochastic optimization in a range of nonconvex settings, including L-smooth functions satisfying Quasar-Convexity (QC), Quadratic Growth (QG), and Restricted Secant Inequalities (RSI). While the…

机器学习 · 统计学 2025-06-03 El Mehdi Saad , Wei-Cheng Lee , Francesco Orabona

We ask whether the optimal probe is entangled, and if so, what is its character and amount, for estimating the noise parameter of a large class of local quantum encoding processes that we refer to as vector encoding, examples of which…

量子物理 · 物理学 2026-04-23 Shuva Mondal , Priya Ghosh , Ujjwal Sen

This note addresses the question of optimally estimating a linear functional of an object acquired through linear observations corrupted by random noise, where optimality pertains to a worst-case setting tied to a symmetric, convex, and…

统计理论 · 数学 2023-08-01 Simon Foucart , Grigoris Paouris

Label noise widely exists in large-scale datasets and significantly degenerates the performances of deep learning algorithms. Due to the non-identifiability of the instance-dependent noise transition matrix, most existing algorithms address…

机器学习 · 计算机科学 2023-05-16 Hanwen Deng , Weijia Zhang , Min-Ling Zhang

Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…

量子物理 · 物理学 2008-04-01 Robert L. Kosut

This paper studies the problem of fault detection and estimation (FDE) for linear time-invariant (LTI) systems with a particular focus on frequency content information of faults, possibly as multiple disjoint continuum ranges, and under…

系统与控制 · 电气工程与系统科学 2024-10-02 Jingwei Dong , Kaikai Pan , Sergio Pequito , Peyman Mohajerin Esfahani

We investigate input-conditioned hypernetworks for multi-tasking in NLP, generating parameter-efficient adaptations for a decoder using a hypernetwork conditioned on the output of an encoder. This approach produces a unique decoder…

计算与语言 · 计算机科学 2022-10-19 Hamish Ivison , Matthew E. Peters

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

机器学习 · 统计学 2020-03-04 Michael Celentano , Andrea Montanari , Yuchen Wu

The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task.…

机器学习 · 计算机科学 2012-10-09 Nishant A. Mehta , Alexander G. Gray

Compressed sensing has demonstrated that a general signal $\boldsymbol{x} \in \mathbb{F}^n$ ($\mathbb{F}\in \{\mathbb{R},\mathbb{C}\}$) can be estimated from few linear measurements with an error {proportional to} the best $k$-term…

泛函分析 · 数学 2025-10-28 Yu Xia , Zhiqiang Xu

The resolution of resonant sensors is fundamentally limited by the presence of noise. Thermomechanical noise, intrinsic to the resonator, sets the ultimate sensor performance when all other noise sources have been eliminated. For linear…

Learning from temporally-correlated data is a core facet of modern machine learning. Yet our understanding of sequential learning remains incomplete, particularly in the multi-trajectory setting where data consists of many independent…

机器学习 · 计算机科学 2025-10-09 Eliot Shekhtman , Yichen Zhou , Ingvar Ziemann , Nikolai Matni , Stephen Tu

We consider the problem of designing an optimal quantum detector to minimize the probability of a detection error when distinguishing between a collection of quantum states, represented by a set of density operators. We show that the design…

量子物理 · 物理学 2016-11-18 Yonina C. Eldar , Alexandre Megretski , George C. Verghese

The ability to resolve detail in the object that is being imaged, named by resolution, is the core parameter of an imaging system. Super-resolution is a class of techniques that can enhance the resolution of an imaging system and even…

数据结构与算法 · 计算机科学 2022-10-13 Yaonan Jin , Daogao Liu , Zhao Song

We consider the discrete-time filtering problem in scenarios where the observation noise is low or degenerate. We focus on the case where the observation equation is a linear function of the state and the data involve additive noise.…

统计计算 · 统计学 2026-04-01 Abylay Zhumekenov , Alexandros Beskos , Dan Crisan , Ajay Jasra , Nikolas Kantas

Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed…

应用统计 · 统计学 2014-12-18 Yasin Yilmaz , George V. Moustakides , Xiaodong Wang