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

We develop a minimax theory for operator learning, where the goal is to estimate an unknown operator between separable Hilbert spaces from finitely many noisy input-output samples. For uniformly bounded Lipschitz operators, we prove…

In this paper, we propose a new class of bit flipping algorithms for low-density parity-check (LDPC) codes over the binary symmetric channel (BSC). Compared to the regular (parallel or serial) bit flipping algorithms, the proposed…

This paper presents a novel three-dimensional (3D) 8-ary noise modulation scheme that introduces a new dimension: the mixture probability of a Mixture of Gaussian (MoG) distribution. This proposed approach utilizes the dimensions of mean…

This paper studies the achievable rates of Gaussian interference channels with additive white Gaussian noise (AWGN), when improper or circularly asymmetric complex Gaussian signaling is applied. For the Gaussian multiple-input…

In this paper, we introduce a class of improved estimators for the mean parameter matrix of a multivariate normal distribution with an unknown variance-covariance matrix. In particular, the main results of [D.Ch\'etelat and M. T.…

To probe cosmological fields beyond the Gaussian level, three-point statistics can be used, all of which are related to the bispectrum. Hence, measurements of CMB anisotropies, galaxy clustering, and weak gravitational lensing alike have to…

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

In this paper, we present several estimators of the diagonal elements of the inverse of the covariance matrix, called precision matrix, of a sample of iid random vectors. The focus is on high dimensional vectors having a sparse precision…

In the paper, a new method of blind estimation of noise variance in a single highly textured image is proposed. An input image is divided into 8x8 blocks and discrete cosine transform (DCT) is performed for each block. A part of 64 DCT…

We propose a method for estimating a covariance matrix that can be represented as a sum of a low-rank matrix and a diagonal matrix. The proposed method compresses high-dimensional data, computes the sample covariance in the compressed…

In this paper we propose a semi-parametric Bayesian Generalized Least Squares estimator. In a generic setting where each error is a vector, the parametric Generalized Least Square estimator maintains the assumption that each error vector…

Two decoder structures for coded modulation over the Gaussian and flat fading channels are studied: the maximum likelihood symbol-wise decoder, and the (suboptimal) bit-wise decoder based on the bit-interleaved coded modulation paradigm. We…

An effective two-stage method for an estimation of parameters of the linear regression is considered. For this purpose we introduce a certain quasi-estimator that, in contrast to usual estimator, produces two alternative estimates. It is…

This paper presents a simple yet efficient method for statistical inference of tensor linear forms using incomplete and noisy observations. Under the Tucker low-rank tensor model and the missing-at-random assumption, we utilize an…

Contemporary data assimilation often involves millions of prediction variables. The classical Kalman filter is no longer computationally feasible in such a high dimensional context. This problem can often be resolved by exploiting the…

We study the performance of estimators of a sparse nonrandom vector based on an observation which is linearly transformed and corrupted by additive white Gaussian noise. Using the reproducing kernel Hilbert space framework, we derive a new…

This letter presents the sparse vector signal detection from one bit compressed sensing measurements, in contrast to the previous works which deal with scalar signal detection. In this letter, available results are extended to the vector…

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…