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11/02/2022
Matrix Denoising with Partial Noise Statistics: Optimal Singular Value Shrinkage of Spiked F-Matrices
We study the problem of estimating a large, low-rank matrix corrupted by...
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08/28/2021
Asymptotic Frame Theory for Analog Coding
Over-complete systems of vectors, or in short, frames, play the role of ...
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09/25/2020
ScreeNOT: Exact MSE-Optimal Singular Value Thresholding in Correlated Noise
We derive a formula for optimal hard thresholding of the singular value ...
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04/15/2020
LOCA: LOcal Conformal Autoencoder for standardized data coordinates
We propose a deep-learning based method for obtaining standardized data ...
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04/19/2019
Optimal Recovery of Mahalanobis Distance in High Dimension
In this paper, we study the problem of Mahalanobis distance (MD) estimat...
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03/08/2018
The Noise-Sensitivity Phase Transition in Spectral Group Synchronization Over Compact Groups
In Group Synchronization, one attempts to find a collection of unknown g...
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01/30/2018
Multidimensional Scaling of Noisy High Dimensional Data
Multidimensional Scaling (MDS) is a classical technique for embedding da...
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01/14/2018
Frame Moments and Welch Bound with Erasures
The Welch Bound is a lower bound on the root mean square cross correlati...
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10/26/2017
Optimal Shrinkage of Singular Values Under Random Data Contamination
A low rank matrix X has been contaminated by uniformly distributed noise...
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05/22/2017