Spectral Estimators for High-Dimensional Matrix Inference
Related publications (197)
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast with most existin ...
In a turbid medium such as biological tissue, near-infrared optical tomography (NIROT) can image the oxygenation, a highly relevant clinical parameter. To be an efficient diagnostic tool, NIROT has to have high spatial resolution and depth sensitivity, fas ...
This thesis focuses on two kinds of statistical inference problems in signal processing and data science. The first problem is the estimation of a structured informative tensor from the observation of a noisy tensor in which it is buried. The structure com ...
In this paper we analyze the spectral level statistics of the one-dimensional ionic Hubbard model, the Hubbard model with an alternating on-site potential. In particular, we focus on the statistics of the gap ratios between consecutive energy levels. This ...
2022
Functional time series is a temporally ordered sequence of not necessarily independent random curves. While the statistical analysis of such data has been traditionally carried out under the assumption of completely observed functional data, it may well ha ...
Poor decisions and selfish behaviors give rise to seemingly intractable global problems, such as the lack of transparency in democratic processes, the spread of conspiracy theories, and the rise in greenhouse gas emissions. However, people are more predict ...
In this paper, we consider decentralized optimization problems where agents have individual cost functions to minimize subject to subspace constraints that require the minimizers across the network to lie in low-dimensional subspaces. This constrained form ...
IEEE2022
Network information theory studies the communication of information in a network and considers its fundamental limits. Motivating from the extensive presence of the networks in the daily life, the thesis studies the fundamental limits of particular network ...
Randomized trace estimation is a popular and well-studied technique that approximates the trace of a large-scale matrix B by computing the average of x(T) Bx for many samples of a random vector X. Often, B is symmetric positive definite (SPD) but a number ...
We propose a principled method for projecting an arbitrary square matrix to the non- convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an information-theoretic sense and ...