相关论文: Global testing against sparse alternatives in time…

We study a statistical procedure based on higher criticism (HC) to address the sparse multi-stream quickest change-point detection problem. Namely, we aim to detect a potential change in the distribution of multiple data streams at some…

We propose a successive one-sided Hodrick-Prescott (SOHP) filter from multiple time scale decomposition perspective to derive trend estimate for a time series. The idea is to apply the one-sided HP (OHP) filter recursively on the updated…

Structured sparsity is an important modeling tool that expands the applicability of convex formulations for data analysis, however it also creates significant challenges for efficient algorithm design. In this paper we investigate the…

In the problem of compressive phase retrieval, one wants to recover an approximately $k$-sparse signal $x \in \mathbb{C}^n$, given the magnitudes of the entries of $\Phi x$, where $\Phi \in \mathbb{C}^{m \times n}$. This problem has…

For the additive white Gaussian noise channel with average codeword power constraint, sparse superposition codes are developed. These codes are based on the statistical high-dimensional regression framework. The paper [IEEE Trans. Inform.…

The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…

Consider the problem on sequential change-point detection on multiple data streams. We provide the asymptotic lower bounds of the detection delays at all levels of change-point sparsity and we derive a smaller asymptotic lower bound of the…

We consider the problem of sampling and approximately counting an arbitrary given motif $H$ in a graph $G$, where access to $G$ is given via queries: degree, neighbor, and pair, as well as uniform edge sample queries. Previous algorithms…

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

In this paper, we study the hypothesis testing problem of, among $n$ random variables, determining $k$ random variables which have different probability distributions from the rest $(n-k)$ random variables. Instead of using separate…

This work presents a new variation of the commonly used Least Mean Squares Algorithm (LMS) for the identification of sparse signals with an a-priori known sparsity using a hard threshold operator in every iteration. It examines some useful…

Time-frequency analysis has been applied successfully in many fields. However, the traditional methods, like short time Fourier transform and Cohen distribution, suffer from the low resolution or the interference of the cross terms. To…

We observe a $N\times M$ matrix $Y_{ij}=s_{ij}+\xi_{ij}$ with $\xi_{ij}\sim {\mathcal {N}}(0,1)$ i.i.d. in $i,j$, and $s_{ij}\in \mathbb {R}$. We test the null hypothesis $s_{ij}=0$ for all $i,j$ against the alternative that there exists…

We develop a unified $L$-statistic testing framework for high-dimensional regression coefficients that adapts to unknown sparsity. The proposed statistics rank coordinate-wise evidence measures and aggregate the top $k$ signals, bridging…

The detection of nanoHertz gravitational waves through pulsar timing arrays hinges on identifying a common stochastic process affecting all pulsars in a correlated way across the sky. In the presence of other deterministic and stochastic…

Recently, a new precoding technique called orthogonal time-frequency signaling (OTFS) has been proposed for time- and frequency-selective communication channels. OTFS precodes a data frame with a complete set of spreading sequences and…

We develop differential measurement protocols that circumvent the laser noise limit in the stability of optical clock comparisons by synchronous probing of two clocks using phase-locked local oscillators. This allows for probe times longer…

Pulsar timing array (PTA) is expected to detect gravitational wave background (GWB) in the nanohertz band within the next decade. This provides an opportunity to test the gravity theory and cosmology. A typical data analysis method to…

We consider the fine-grained complexity of sparse graph problems that currently have $\tilde{O}(mn)$ time algorithms, where m is the number of edges and n is the number of vertices in the input graph. This class includes several important…

Recent advances in audio declipping have substantially improved the state of the art.% in certain saturation regimes. Yet, practitioners need guidelines to choose a method, and while existing benchmarks have been instrumental in advancing…