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The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…

概率论 · 数学 2017-02-17 Julien Fageot , Virginie Uhlmann , Michael Unser

Group synchronization refers to estimating a collection of group elements from the noisy pairwise measurements. Such a nonconvex problem has received much attention from numerous scientific fields including computer vision, robotics, and…

最优化与控制 · 数学 2021-12-14 Linglingzhi Zhu , Jinxin Wang , Anthony Man-Cho So

Statistical power is often a concern for clustered RCTs due to variance inflation from design effects and the high cost of adding study clusters (such as hospitals, schools, or communities). While covariate pre-specification is the…

统计方法学 · 统计学 2020-05-07 Peter Z. Schochet

In multivariate regression, a $K$-dimensional response vector is regressed upon a common set of $p$ covariates, with a matrix $B^*\in\mathbb{R}^{p\times K}$ of regression coefficients. We study the behavior of the multivariate group Lasso,…

机器学习 · 统计学 2011-03-08 Guillaume Obozinski , Martin J. Wainwright , Michael I. Jordan

Neural models for NLP typically use large numbers of parameters to reach state-of-the-art performance, which can lead to excessive memory usage and increased runtime. We present a structure learning method for learning sparse,…

计算与语言 · 计算机科学 2019-09-09 Jesse Dodge , Roy Schwartz , Hao Peng , Noah A. Smith

We consider linear regression in the high-dimensional regime where the number of observations $n$ is smaller than the number of parameters $p$. A very successful approach in this setting uses $\ell_1$-penalized least squares (a.k.a. the…

统计方法学 · 统计学 2014-02-05 Adel Javanmard , Andrea Montanari

The Lasso is a method for high-dimensional regression, which is now commonly used when the number of covariates $p$ is of the same order or larger than the number of observations $n$. Classical asymptotic normality theory does not apply to…

统计理论 · 数学 2023-09-20 Michael Celentano , Andrea Montanari , Yuting Wei

Machine learning in the context of noise is a challenging but practical setting to plenty of real-world applications. Most of the previous approaches in this area focus on the pairwise relation (casual or correlational relationship) with…

机器学习 · 计算机科学 2021-03-18 Qizhou Wang , Jiangchao Yao , Chen Gong , Tongliang Liu , Mingming Gong , Hongxia Yang , Bo Han

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

机器学习 · 统计学 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

The quality of the speech communication systems, which include noise suppression algorithms, are typically evaluated in laboratory experiments according to the ITU-T Rec. P.835, in which participants rate background noise, speech signal,…

音频与语音处理 · 电气工程与系统科学 2021-04-19 Babak Naderi , Ross Cutler

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

数据分析、统计与概率 · 物理学 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal

This paper proposes a simple adaptive sensing and group testing algorithm for sparse signal recovery. The algorithm, termed Compressive Adaptive Sense and Search (CASS), is shown to be near-optimal in that it succeeds at the lowest possible…

信息论 · 计算机科学 2014-04-30 Matthew L. Malloy , Robert D. Nowak

Group testing has recently attracted significant attention from the research community due to its applications in diagnostic virology. An instance of the group testing problem includes a ground set of individuals which includes a small…

信息论 · 计算机科学 2022-02-25 Esmaeil Karimi , Anoosheh Heidarzadeh , Krishna R. Narayanan , Alex Sprintson

In this paper, we derive non-asymptotic error bounds for the Lasso estimator when the penalty parameter for the estimator is chosen using $K$-fold cross-validation. Our bounds imply that the cross-validated Lasso estimator has nearly…

统计理论 · 数学 2020-02-07 Denis Chetverikov , Zhipeng Liao , Victor Chernozhukov

In this paper, we consider the Group Lasso estimator of the covariance matrix of a stochastic process corrupted by an additive noise. We propose to estimate the covariance matrix in a high-dimensional setting under the assumption that the…

统计理论 · 数学 2011-10-26 Jérémie Bigot , Rolando Biscay , Jean-Michel Loubes , Lilian Muniz Alvarez

In compressed sensing, in order to recover a sparse or nearly sparse vector from possibly noisy measurements, the most popular approach is $\ell_1$-norm minimization. Upper bounds for the $\ell_2$- norm of the error between the true and…

机器学习 · 统计学 2015-12-31 M. Eren Ahsen , M. Vidyasagar

Super-resolution of pointwise sources is of utmost importance in various areas of imaging sciences. Specific instances of this problem arise in single molecule fluorescence, spike sorting in neuroscience, astrophysical imaging, radar…

最优化与控制 · 数学 2023-11-17 Clarice Poon , Gabriel Peyré

In applications ranging from communications to genetics, signals can be modeled as lying in a union of subspaces. Under this model, signal coefficients that lie in certain subspaces are active or inactive together. The potential subspaces…

机器学习 · 统计学 2012-09-17 Nikhil Rao , Benjamin Recht , Robert Nowak

In group testing, the goal is to identify a subset of defective items within a larger set of items based on tests whose outcomes indicate whether any defective item is present. This problem is relevant in areas such as medical testing, data…

信息论 · 计算机科学 2020-11-11 Nelvin Tan , Jonathan Scarlett

Compressive sensing (CS) allows for acquisition of sparse signals at sampling rates significantly lower than the Nyquist rate required for bandlimited signals. Recovery guarantees for CS are generally derived based on the assumption that…

信息论 · 计算机科学 2014-10-22 Adam C. Polak , Marco F. Duarte , Dennis L. Goeckel