相关论文: Estimation of Shortest Path Covariance Matrices
The covariance matrix of a $p$-dimensional random variable is a fundamental quantity in data analysis. Given $n$ i.i.d. observations, it is typically estimated by the sample covariance matrix, at a computational cost of $O(np^{2})$…
The major sources of abundant data are constantly expanding with the available data collection methodologies in various applications - medical, insurance, scientific, bio-informatics and business. These data sets may be distributed…
We propose the use of non-parametric, graph-based tests to assess the distributional balance of covariates in observational studies with multi-valued treatments. Our tests utilize graph structures ranging from Hamiltonian paths that connect…
In massive multiple-input multiple-output (MIMO) systems, the knowledge of the users' channel covariance matrix is crucial for minimum mean square error (MMSE) channel estimation in the uplink as well as it plays an important role in…
We develop a method for estimating well-conditioned and sparse covariance and inverse covariance matrices from a sample of vectors drawn from a sub-gaussian distribution in high dimensional setting. The proposed estimators are obtained by…
Cosine similarity is an established similarity metric for computing associations on vectors, and it is commonly used to identify related samples from biological perturbational data. The distribution of cosine similarity changes with the…
The estimation of a covariance matrix from an insufficient amount of data is one of the most common problems in fields as diverse as multivariate statistics, wireless communications, signal processing, biology, learning theory and finance.…
Estimation of the mean vector and covariance matrix is of central importance in the analysis of multivariate data. In the framework of generalized linear models, usually the variances are certain functions of the means with the normal…
We consider the detection problem of correlations in a $p$-dimensional Gaussian vector, when we observe $n$ independent, identically distributed random vectors, for $n$ and $p$ large. We assume that the covariance matrix varies in some…
Sparse array arrangement has been widely used in vector-sensor arrays because of increased degree-of-freedoms for identifying more sources than sensors. For large-size sparse vector-sensor arrays, one-bit measurements can further reduce the…
We study smoothed analysis of distributed graph algorithms, focusing on the fundamental minimum spanning tree (MST) problem. With the goal of studying the time complexity of distributed MST as a function of the "perturbation" of the input…
Pocock and Simon's minimization method is a popular approach for covariate-adaptive randomization in clinical trials. Valid statistical inference with data collected under the minimization method requires the knowledge of the limiting…
This paper studies the problem of estimating the covariance of a collection of vectors using only highly compressed measurements of each vector. An estimator based on back-projections of these compressive samples is proposed and analyzed. A…
In this paper the focus is on subsampling as well as reconstructing the second-order statistics of signals residing on nodes of arbitrary undirected graphs. Second-order stationary graph signals may be obtained by graph filtering zero-mean…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…
Recent transportation network studies on uncertainty and reliability call for modeling the probabilistic O-D demand and probabilistic network flow. Making the best use of day-to-day traffic data collected over many years, this paper…
Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural…
We study how to estimate a nearly low-rank Toeplitz covariance matrix $T$ from compressed measurements. Recent work of Qiao and Pal addresses this problem by combining sparse rulers (sparse linear arrays) with frequency finding (sparse…
This paper considers sparse spiked covariance matrix models in the high-dimensional setting and studies the minimax estimation of the covariance matrix and the principal subspace as well as the minimax rank detection. The optimal rate of…