相关论文: A Parameter-Free Two-Bit Covariance Estimator with…

We consider the problem of detecting (testing) Gaussian stochastic sequences (signals) with imprecisely known means and covariance matrices. The alternative is independent identically distributed zero-mean Gaussian random variables with…

Spectral estimators are fundamental in lowrank matrix models and arise throughout machine learning and statistics, with applications including network analysis, matrix completion and PCA. These estimators aim to recover the leading…

We consider the statistical inference for noisy incomplete binary (or 1-bit) matrix. Despite the importance of uncertainty quantification to matrix completion, most of the categorical matrix completion literature focuses on point estimation…

We consider high-dimensional multivariate linear regression models, where the joint distribution of covariates and response variables is a multivariate normal distribution with a bandable covariance matrix. The main goal of this paper is to…

In this paper we analyze the covariance kernel of the Gaussian process that arises as the limit of fluctuations of linear spectral statistics for Wigner matrices with a few moments. More precisely, the process we study here corresponds to…

This paper studies non-asymptotic model selection for the general case of arbitrary design matrices and arbitrary nonzero entries of the signal. In this regard, it generalizes the notion of incoherence in the existing literature on model…

Let $\mathcal{Z} = \{Z_1, \dots, Z_n\} \stackrel{\mathrm{i.i.d.}}{\sim} P \subset \mathbb{R}^d$ from a distribution $P$ with mean zero and covariance $\Sigma$. Given a dataset $\mathcal{X}$ such that $d_{\mathrm{ham}}(\mathcal{X},…

Spectral methods are widely used to estimate eigenvectors of a low-rank signal matrix subject to noise. These methods use the leading eigenspace of an observed matrix to estimate this low-rank signal. Typically, the entrywise estimation…

This paper is concerned with the phase estimation algorithm in quantum computing algorithms, especially the scenarios where (1) the input vector is not an eigenvector; (2) the unitary operator is not exactly implemented; (3) random…

Covariance estimation becomes challenging in the regime where the number p of variables outstrips the number n of samples available to construct the estimate. One way to circumvent this problem is to assume that the covariance matrix is…

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an…

A number of engineering and scientific problems require representing and manipulating probability distributions over large alphabets, which we may think of as long vectors of reals summing to $1$. In some cases it is required to represent…

We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…

This paper studies the problem of estimating a covariance matrix from correlated sub-Gaussian samples. We consider using the correlated sample covariance matrix estimator to approximate the true covariance matrix. We establish…

Multivariate Gaussian is often used as a first approximation to the distribution of high-dimensional data. Determining the parameters of this distribution under various constraints is a widely studied problem in statistics, and is often…

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…

Estimation of large covariance matrices has drawn considerable recent attention, and the theoretical focus so far has mainly been on developing a minimax theory over a fixed parameter space. In this paper, we consider adaptive covariance…

In the framework of noisy quantum homodyne tomography with efficiency parameter $0 < \eta \leq 1$, we propose two estimators of a quantum state whose density matrix elements $\rho_{m,n}$ decrease like $e^{-B(m+n)^{r/ 2}}$, for fixed known…

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

We study the detection of a change in the covariance matrix of $n$ independent sub-Gaussian random variables of dimension $p$. Our first contribution is to show that $\log\log(8n)$ is the exact minimax testing rate for a change in variance…