相关论文: Phase transition and higher order analysis of $L_q…
In Bayesian statistics, horseshoe prior has attracted increasing attention as an approach to the sparse estimation. The estimation accuracy of compressed sensing with the horseshoe prior is evaluated by statistical mechanical method. It is…
A nonnegative latent factorization of tensors (NLFT) model can well model the temporal pattern hidden in nonnegative quality-of-service (QoS) data for predicting the unobserved ones with high accuracy. However, existing NLFT models'…
A fundamental problem in machine learning is understanding the effect of early stopping on the parameters obtained and the generalization capabilities of the model. Even for linear models, the effect is not fully understood for arbitrary…
We study a family of sparse estimators defined as minimizers of some empirical Lipschitz loss function -- which include the hinge loss, the logistic loss and the quantile regression loss -- with a convex, sparse or group-sparse…
Multi-reference alignment entails estimating a signal in $\mathbb{R}^L$ from its circularly-shifted and noisy copies. This problem has been studied thoroughly in recent years, focusing on the finite-dimensional setting (fixed $L$).…
A state-of-the-art strategy for digitally representing a bandlimited signal $f$ is $\Sigma\Delta$ quantization. $\Sigma\Delta$ quantization schemes choose a bit sequence $(q_n)$ representing the samples $(y_n)$ of $f$ sequentially based on…
We consider the classic stochastic linear quadratic regulator (LQR) problem under an infinite horizon average stage cost. By leveraging recent policy gradient methods from reinforcement learning, we obtain a first-order method that finds a…
The minimax sample complexity of group distributionally robust optimization (GDRO) has been determined up to a $\log(K)$ factor, where $K$ is the number of groups. In this work, we venture beyond the minimax perspective via a novel notion…
We consider the problem of detecting signals in the rank-one signal-plus-noise data matrix models that generalize the spiked Wishart matrices. We show that the principal component analysis can be improved by pre-transforming the matrix…
Order statistics of periodic, Gaussian noise with 1/f^{\alpha} power spectrum is investigated. Using simulations and phenomenological arguments, we find three scaling regimes for the average gap d_k=<x_k-x_{k+1}> between the k-th and…
Phase estimation is a quantum algorithm for measuring the eigenvalues of a Hamiltonian. We propose and rigorously analyse a randomized phase estimation algorithm with two distinctive features. First, our algorithm has complexity independent…
We propose a new risk-constrained reformulation of the standard Linear Quadratic Regulator (LQR) problem. Our framework is motivated by the fact that the classical (risk-neutral) LQR controller, although optimal in expectation, might be…
We introduce Lindblad-like quantum tomography (L$\ell$QT) as a quantum characterization technique of time-correlated noise in quantum information processors. This approach enables the estimation of time-local master equations, including…
In this paper, we are concerned with the stochastic process \begin{equation} \beta_{n}(q_{t},t)=\beta_{n}(t)=\frac{1}{\sqrt{n}}\sum_{j=1}^{n}\left\{G_{t,n}(Y(t))-G_{t}(Y_{j}(t))\right\} q_{t}(Y_{j}(t)), \tag{A} \end{equation} where for…
Consider a two-class classification problem where we observe samples $(X_i, Y_i)$ for i = 1, ..., n, $X_i \in R^p$ and $Y_i$ in {0, 1}. Given $Y_i = k$, $X_i$ is assumed to follow a multivariate normal distribution with mean $\mu_k \in R^k$…
We consider the statistical inverse problem to recover $f$ from noisy measurements $Y = Tf + \sigma \xi$ where $\xi$ is Gaussian white noise and $T$ a compact operator between Hilbert spaces. Considering general reconstruction methods of…
We revisit the problem of simultaneously testing the means of $n$ independent normal observations under sparsity. We take a Bayesian approach to this problem by introducing a scale-mixture prior known as the normal-beta prime (NBP) prior.…
Consider estimating a structured signal $\mathbf{x}_0$ from linear, underdetermined and noisy measurements $\mathbf{y}=\mathbf{A}\mathbf{x}_0+\mathbf{z}$, via solving a variant of the lasso algorithm: $\hat{\mathbf{x}}=\arg\min_\mathbf{x}\{…
Given $n$ noisy samples with $p$ dimensions, where $n \ll p$, we show that the multi-step thresholding procedure based on the Lasso -- we call it the {\it Thresholded Lasso}, can accurately estimate a sparse vector $\beta \in \R^p$ in a…
In many compressed sensing applications, linear programming (LP) has been used to reconstruct a sparse signal. When observation is noisy, the LP formulation is extended to allow an inequality constraint and the solution is dependent on a…