Proposes a new signal model for high-dimensional, small-sample-size data.
problem Signal detection in high-dimensional, small-sample-size datasets.
method Intrinsic signal model based on dynamical system assumption.
result Taguchi method effectively detects signals in the proposed model.
Javanmard and Montanari propose a debiased estimator for high-dimensional regression.
problem Bias in high-dimensional regression models.
method Debiased LASSO estimator.
result Debiased LASSO yields asymptotically normal estimators and valid hypothesis tests.
SLOE speeds up logistic regression in high dimensions with accurate signal strength estimation.
problem Poor performance of logistic regression in high-dimensional settings.
method SLOE reparameterizes the signal strength for faster and more accurate estimation.
result SLOE provides a fast and accurate method for dimensionality correction in logistic regression.
New AMP algorithm detects change points in high-dimensional GLMs.
problem Detecting change points in high-dimensional GLMs.
method Approximate Message Passing (AMP) algorithm for estimating signals and change points.
result Characterization of AMP algorithm's performance in high-dimensional limit.
New algorithm resists contamination in high-dimensional regression with optimal performance.
problem Adversarial and measurement errors in high-dimensional data.
method Adversarial Contamination-resistant Iterative Hard Thresholding (AC-IHT) algorithm.
result Achieves minimax near-optimal estimation and signal-adaptive support recovery.
EigenBayes: A fast, adaptive Bayesian shrinkage approach for high-dimensional matrix factorization
problem Choosing the latent dimension k in factor models method Adaptive spectral shrinkage and empirical Bayes calibration
result Adapts to signal-to-noise ratio and shrinks superfluous components
Study of Langevin dynamics for tensor PCA recovery in high dimensions.
problem Recovering hidden signal vectors (spikes) from noisy Gaussian tensor observations.
method Langevin dynamics approach for nonconvex optimization.
result Sample complexity matches the single-spike case but degrades for all spikes.
The paper develops a method to model high-dimensional data with many variables and weak signals.
problem Modeling high-dimensional dependent data with many explanatory variables and low signal-to-noise ratio.
method Penalized regression for high-dimensional data, factor modeling of residuals, high-dimensional white noise testing, projected Principal Component Analysis.
result Established asymptotic properties of the proposed method for high-dimensional data.
We study a spectral initialization method that serves a key role in recent work on estimating signals in nonconvex settings. Previous analysis of this method focuses on the phase retrieval problem and provides only performance bounds. In this paper, we consider arbitrary generalized linear sensing models and present a …
Paper proposes AMP with spectral initialization for robust signal estimation.
problem Signal estimation from generalized linear model measurements with correlated initialization.
method Approximate message passing (AMP) with spectral initialization.
result Characterization of AMP with spectral initialization in high-dimensional limit.
When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special case of regularized M-estimation, as a surrogate. However, MAP is suboptimal in…
The paper improves classification accuracy by leveraging a shared signal across domains in high-dimensional classification.
problem Improving classification accuracy in high-dimensional data with shared signals across domains.
method Transfer learning for linear discriminant analysis, decomposing mean differences into common and domain-specific components.
result Deterministic limits for transfer performance, leading to optimal weights and corrections for bias.
New AMP algorithms for rotationally invariant models with reduced complexity.
problem Signal estimation in generalized linear models with arbitrary spectral design matrices.
method Rotationally invariant approximate message passing (AMP) algorithms.
result Performance close to Vector AMP with significantly lower complexity.
Method detects new physics signals without prior knowledge.
problem Selecting signal regions for novel particles.
method Model-agnostic approach using low-pass filtering and density estimation.
result Efficiently identifies data-driven signal regions in high-dimensional feature space.
Study connects compressed signal to AWGN model for risk estimation.
problem Estimating high-dimensional signals under compression constraints.
method Utilizes Gaussian approximation and Wasserstein distance to relate compressed and noisy signals.
result Establishes a connection between estimator risks under different conditions.
Study on estimating signals from shifted and noisy copies in high dimensions, revealing a phase transition.
problem Estimating a signal in high-dimensional space from its circularly-shifted and noisy copies.
method Analysis of sample complexity in the high-dimensional regime, focusing on the parameter α.
result A phase transition phenomenon governed by α, with different sample complexities based on α values.
Paper proposes efficient methods for clustering and signal recovery in high-dimensional data with block structures.
problem High-dimensional clustering and signal recovery under block signal structures.
method CFA-PCA and MA-PCA methods for sparse and dense block signals.
result Proposed methods achieve computational minimax optimality for clustering and signal recovery.
New bounds prevent degradation in high-dimensional signal estimation.
problem Statistical learning bounds degradation with increasing dimensionality.
method Investigates linear prediction rules under structural assumptions.
result Derives upper and lower bounds on generalization error.
New algorithms improve rank one signal estimation from noisy data.
problem Estimating a rank one signal matrix from corrupted data with rotationally invariant noise.
method Developed approximate message-passing algorithms exploiting eigenvalues and iterates denoisers.
result Achieves optimal asymptotic estimation error among iterative algorithms.
Develops a method for learning sparse generalized linear models in high-dimensional data.
problem Feature selection in high-dimensional data with many variables.
method GSDAR method based on KKT conditions for ℓ0-penalized maximum likelihood estimations. result The errors of the proposed estimate decay exponentially to the optimal order under certain conditions.
Paper develops methods for estimating GLMs and SNR under proportional asymptotics.
problem Estimation of regression coefficients and SNR in high-dimensional GLMs.
method Method-of-Moments type estimators that bypass nuisance function estimation.
result Consistent and asymptotically normal estimators derived for targets of inference.
Demand response is designed to motivate electricity customers to modify their loads at critical time periods. The accurate estimation of impact of demand response signals to customers' consumption is central to any successful program. In practice, learning these response is nontrivial because operators can only send a …
SPPCSO addresses multicollinearity in high-dimensional data, improving model stability and predictive accuracy.
problem Multicollinearity in high-dimensional data leads to unstable estimation and reduced predictive accuracy.
method SPPCSO integrates principal component regression and L1 regularization to adaptively adjust shrinkage factors.
result SPPCSO achieves stable and reliable estimation in high-noise settings, distinguishing signal variables from noise.
The paper develops a cross-validation method for improving signal denoising techniques.
problem Improving signal denoising methods for nonparametric regression.
method Develops a general cross-validation framework for signal denoising and applies it to Trend Filtering and Dyadic CART.
result Cross validated versions of Trend Filtering and Dyadic CART achieve nearly optimal convergence rates.
A field known as Compressive Sensing (CS) has recently emerged to help address the growing challenges of capturing and processing high-dimensional signals and data sets. CS exploits the surprising fact that the information contained in a sparse signal can be preserved in a small number of compressive (or random) linear…
We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine learning and statistics. Our estimators leverage the score function based first and…
New algorithm for signal estimation in noisy matrix models.
problem Signal estimation in rectangular spiked matrix models with rotationally invariant noise.
method Orthogonal Approximate Message Passing (OAMP) algorithm for signal estimation.
result Optimal OAMP algorithm minimizes mean-squared error and achieves Bayes-optimal performance.
New AMP algorithm estimates signals and latent variables in mixed regression models.
problem Estimating signals and latent variables in mixed regression models.
method Approximate Message Passing (AMP) algorithm for matrix GLM.
result State evolution recursion and optimal denoising functions for precise error minimization.
Many statistical estimators for high-dimensional linear regression are M-estimators, formed through minimizing a data-dependent square loss function plus a regularizer. This work considers a new class of estimators implicitly defined through a discretized gradient dynamic system under overparameterization. We show that…
New method uses machine learning to estimate sensitivity without binning.
problem Estimating sensitivity of high-dimensional data sets without binning.
method Combines machine-learning classification with likelihood-based inference tests using Kernel Density Estimators.
result Significance estimation is not sensitive to non-smooth probability distributions.
LDA-GO improves LDA for high-dimensional data via gradient optimization.
problem LDA struggles in high-dimensional settings due to unreliable covariance matrix estimation.
method LDA-GO learns a low-rank precision matrix via gradient optimization, automatically selecting between Gaussian likelihood and cross-entropy loss.
result LDA-GO outperforms other LDA variants in sparse-signal high-dimensional regimes.
In emerging Internet-of-Nano-Thing (IoNT), information will be embedded and conveyed in the form of molecules through complex and diffusive medias. One main challenge lies in the long-tail nature of the channel response causing inter-symbol-interference (ISI), which deteriorates the detection performance. If the channe…
Study improves understanding of non-differentiable penalties in high-dimensional settings.
problem Theoretical understanding of non-differentiable penalties like generalized LASSO and nuclear norm in high-dimensional settings.
method Proportional high-dimensional regime analysis with finite sample upper bounds on expected squared error.
result LO provides accurate estimation of out-of-sample risk in high-dimensional settings.
Many traditional signal recovery approaches can behave well basing on the penalized likelihood. However, they have to meet with the difficulty in the selection of hyperparameters or tuning parameters in the penalties. In this article, we propose a global adaptive generative adjustment (GAGA) algorithm for signal recove…
We propose a novel class of time-varying nonparanormal graphical models, which allows us to model high dimensional heavy-tailed systems and the evolution of their latent network structures. Under this model, we develop statistical tests for presence of edges both locally at a fixed index value and globally over a range…
A nonlinear channel estimator using complex Least Square Support Vector Machines (LS-SVM) is proposed for pilot-aided OFDM system and applied to Long Term Evolution (LTE) downlink under high mobility conditions. The estimation algorithm makes use of the reference signals to estimate the total frequency response of the …
Develops a dynamic latent-factor model for high-dimensional asset characteristics.
problem Estimating asset pricing tests with high-dimensional data.
method Dynamic latent-factor model with Double Selection Lasso regularization.
result The inflation-mimicking portfolio in the crypto asset class has positive risk compensation.
Proposes a method to compare noisy high-dimensional datasets with low-dimensional manifolds.
problem Comparing distributions on manifolds in noisy high-dimensional datasets.
method Linking low-rank structure to manifold geometry, developing a scale-invariant distance measure.
result Superior robustness and statistical power compared to existing methods.
DGFS improves sampling from complex densities by optimizing partial trajectories.
problem Sampling from intractable high-dimensional density functions.
method DGFS uses a flow function to break down the training process into short partial trajectory segments, leveraging intermediate learning signals.
result DGFS achieves more accurate estimates of the normalization constant.
PCA++ improves robustness to background noise in contrastive learning.
problem Recovering shared signal subspaces from positive pairs in high-dimensional data with structured background noise.
method PCA++ uses hard uniformity-constrained contrastive learning to enforce identity covariance on projected features.
result PCA++ outperforms standard PCA and alignment-only PCA+ in simulations and real-world datasets.
Estimates system parameters from a single observation using kernel-based score.
problem Estimating parameters of a dynamical system from a high-dimensional signal.
method Kernel-based score to compare temporal dependencies between signal and model.
result Accuracy and efficiency demonstrated on chaotic systems.
The paper introduces a method for interpretable principal component analysis of high-dimensional time series.
problem Inconsistent and difficult-to-interpret principal component estimates in high-dimensional regimes.
method Localized sparse principal component analysis of spectral density matrices in frequency domain.
result Efficient algorithm for sparse-localized estimates of principal subspaces.
Sharp-SSL uses random projections to identify important variables for semi-supervised learning.
problem High-dimensional semi-supervised learning problems.
method Careful aggregation of low-dimensional results from many axis-aligned random projections.
result Sharp-SSL algorithm can recover signal coordinates with high probability.
The paper develops methods for causal function estimation and inference with multiway clustered data.
problem Estimation and inference for causal functions under multiway clustering.
method Two-step procedure using machine learning for nuisance parameters and projection onto basis functions.
result Rejects the null hypothesis of uniformly zero effects and reveals heterogeneous treatment effects.
Study shows how much information can be learned from sparse signals with limited data.
problem Understanding information limits in learning sparse signals with sublinear data.
method Proved variational formula for mutual information, derived MMSE expressions, analyzed phase transitions.
result Nonincreasing piecewise constant MMSE with all-or-nothing phase transitions for certain conditions.
Study on signal detection in sparse additive models with nonasymptotic minimax rates.
problem Signal detection in sparse additive models.
method Nonasymptotic minimax analysis of signal detection in sparse additive models.
result Established minimax separation rate for signal detection.
Combines PCA and AMP for better signal estimation in noisy data.
problem Estimating a rank-1 signal in rotationally invariant noise.
method Combines PCA and AMP, with PCA initialization at the start of AMP.
result Rigorous asymptotic characterization of the new estimator's performance.
AdaTrans adapts to feature and sample transfer in high-dimensional regression.
problem High-dimensional linear regression with more features than samples.
method F-AdaTrans and S-AdaTrans methods using fused-penalties and adaptive weights.
result AdaTrans achieves convergence rates close to oracle estimators and near-minimax optimal rates.