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We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA. We develop novel and simple optimization formulations for these problems such that any approximate stationary point of the associated optimization problem yields a near-optimal solution for the underlying robust estimation task. As a corollary, we obtain that any first-order method that efficiently converges to stationarity yields an efficient algorithm for these tasks. The obtained algorithms are simple, practical, and succeed under broader distributional assumptions compared to prior work.

Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank matrix completion (LRMC). It solves the LRMA problem when some observations are missing and is especially useful for recommender systems. In this paper, we consider an element-wise weighted generalization of LRMA. The resulting weighted low-rank matrix approximation technique therefore covers LRMC as a special case with binary weights. WLRMA has many applications. For example, it is an essential component of GLM optimization algorithms, where an exponential family is used to model the entries of a matrix, and the matrix of natural parameters admits a low-rank structure. We propose an algorithm for solving the weighted problem, as well as two acceleration techniques. Further, we develop a non-SVD modification of the proposed algorithm that is able to handle extremely high-dimensional data. We compare the performance of all the methods on a small simulation example as well as a real-data application.

Three robust methods for clustering multivariate time series from the point of view of generating processes are proposed. The procedures are robust versions of a fuzzy C-means model based on: (i) estimates of the quantile cross-spectral density and (ii) the classical principal component analysis. Robustness to the presence of outliers is achieved by using the so-called metric, noise and trimmed approaches. The metric approach incorporates in the objective function a distance measure aimed at neutralizing the effect of the outliers, the noise approach builds an artificial cluster expected to contain the outlying series and the trimmed approach eliminates the most atypical series in the dataset. All the proposed techniques inherit the nice properties of the quantile cross-spectral density, as being able to uncover general types of dependence. Results from a broad simulation study including multivariate linear, nonlinear and GARCH processes indicate that the algorithms are substantially effective in coping with the presence of outlying series (i.e., series exhibiting a dependence structure different from that of the majority), clearly poutperforming alternative procedures. The usefulness of the suggested methods is highlighted by means of two specific applications regarding financial and environmental series.

We study estimation of the conditional tail average treatment effect (CTATE), defined as a difference between conditional tail expectations of potential outcomes. The CTATE can capture heterogeneity and deliver aggregated local information of treatment effects over different quantile levels, and is closely related to the notion of second order stochastic dominance and the Lorenz curve. These properties render it a valuable tool for policy evaluations. We consider a semiparametric treatment effect framework under endogeneity for the CTATE estimation using a newly introduced class of consistent loss functions jointly for the conditioanl tail expectation and quantile. We establish asymptotic theory of our proposed CTATE estimator and provide an efficient algorithm for its implementation. We then apply the method to the evaluation of effects from participating in programs of the Job Training Partnership Act in the US.

We investigate the age-limited capacity of the Gaussian many channel with total $N$ users, out of which a random subset of $K_{a}$ users are active in any transmission period and a large-scale antenna array at the base station (BS). In an uplink scenario where the transmission power is fixed among the users, we consider the setting in which both the number of users, $N$, and the number of antennas at the BS, $M$, are allowed to grow large at a fixed ratio $\zeta = \frac{M}{N}$. Assuming perfect channel state information (CSI) at the receiver, we derive the achievability bound under maximal ratio combining. As the number of active users, $K_{a}$, increases, the achievable spectral efficiency is found to increase monotonically to a limit $\log_2\left(1+\frac{M}{K_{a}}\right)$. Using the age of information (AoI) metric, first coined in \cite{kaul2011minimizing}, as our measure of data timeliness or freshness, we investigate the trade-offs between the AoI and spectral efficiency in the context massive connectivity with large-scale receiving antenna arrays. Based on our large system analysis, we provide an accurate characterization of the asymptotic spectral efficiency as a function of the number of antennas and the number of users, the attempt probability, and the AoI. It is found that while the spectral efficiency can be made large, the penalty is an increase in the minimum AoI obtainable. The proposed achievability bound is further compared against recent massive MIMO-based massive unsourced random access (URA) schemes.

This paper studies distributed binary test of statistical independence under communication (information bits) constraints. While testing independence is very relevant in various applications, distributed independence test is particularly useful for event detection in sensor networks where data correlation often occurs among observations of devices in the presence of a signal of interest. By focusing on the case of two devices because of their tractability, we begin by investigating conditions on Type I error probability restrictions under which the minimum Type II error admits an exponential behavior with the sample size. Then, we study the finite sample-size regime of this problem. We derive new upper and lower bounds for the gap between the minimum Type II error and its exponential approximation under different setups, including restrictions imposed on the vanishing Type I error probability. Our theoretical results shed light on the sample-size regimes at which approximations of the Type II error probability via error exponents became informative enough in the sense of predicting well the actual error probability. We finally discuss an application of our results where the gap is evaluated numerically, and we show that exponential approximations are not only tractable but also a valuable proxy for the Type II probability of error in the finite-length regime.

In this paper, we study the problem of user activity detection and large-scale fading coefficient estimation in a random access wireless uplink with a massive MIMO base station with a large number $M$ of antennas and a large number of wireless single-antenna devices (users). We consider a block fading channel model where the $M$-dimensional channel vector of each user remains constant over a coherence block containing $L$ signal dimensions in time-frequency. In the considered setting, the number of potential users $K_\text{tot}$ is much larger than $L$ but at each time slot only $K_a<<K_\text{tot}$ of them are active. Previous results, based on compressed sensing, require that $K_a\leq L$, which is a bottleneck in massive deployment scenarios such as Internet-of-Things and unsourced random access. In this work we show that such limitation can be overcome when the number of base station antennas $M$ is sufficiently large. We also provide two algorithms. One is based on Non-Negative Least-Squares, for which the above scaling result can be rigorously proved. The other consists of a low-complexity iterative componentwise minimization of the likelihood function of the underlying problem. Finally, we use the discussed approximated ML algorithm as the decoder for the inner code in a concatenated coding scheme for unsourced random access, a grant-free uncoordinated multiple access scheme where all users make use of the same codebook, and the massive MIMO base station must come up with the list of transmitted messages irrespectively of the identity of the transmitters. We show that reliable communication is possible at any $E_b/N_0$ provided that a sufficiently large number of base station antennas is used, and that a sum spectral efficiency in the order of $\mathcal{O}(L\log(L))$ is achievable.

To achieve the joint active and passive beamforming gains in the reconfigurable intelligent surface assisted millimeter wave system, the reflected cascade channel needs to be accurately estimated. Many strategies have been proposed in the literature to solve this issue. However, whether the Cram\'er-Rao lower bound (CRLB) of such estimation is achievable still remains uncertain. To fill this gap, we first convert the channel estimation problem into a sparse signal recovery problem by utilizing the properties of discrete Fourier transform matrix and Kronecker product. Then, a joint typicality based estimator is utilized to carry out the signal recovery task. We show that, through both mathematical proofs and numerical simulations, the solution proposed in this letter can in fact asymptotically achieve the CRLB.

The impacts of channel estimation errors, inter-cell interference, phase adjustment cost, and computation cost on an intelligent reflecting surface (IRS)-assisted system are severe in practice but have been ignored for simplicity in most existing works. In this paper, we investigate a multi-antenna base station (BS) serving a single-antenna user with the help of a multi-element IRS in a multi-cell network with inter-cell interference. We consider imperfect channel state information (CSI) at the BS, i.e., imperfect CSIT, and focus on the robust optimization of the BS's instantaneous CSI-adaptive beamforming and the IRS's quasi-static phase shifts in two scenarios. In the scenario of coding over many slots, we formulate a robust optimization problem to maximize the user's ergodic rate. In the scenario of coding within each slot, we formulate a robust optimization problem to maximize the user's average goodput under the successful transmission probability constraints. The robust optimization problems are challenging two-timescale stochastic non-convex problems. In both scenarios, we obtain closed-form robust beamforming designs for any given phase shifts and more tractable stochastic non-convex approximate problems only for the phase shifts. Besides, we propose an iterative algorithm to obtain a Karush-Kuhn-Tucker (KKT) point of each of the stochastic problems for the phase shifts. It is worth noting that the proposed methods offer closed-form robust instantaneous CSI-adaptive beamforming designs which can promptly adapt to rapid CSI changes over slots and robust quasi-static phase shift designs of low computation and phase adjustment costs in the presence of imperfect CSIT and inter-cell interference. Numerical results further demonstrate the notable gains of the proposed robust joint designs over existing ones and reveal the practical values of the proposed solutions.

In this work, we consider the distributed optimization of non-smooth convex functions using a network of computing units. We investigate this problem under two regularity assumptions: (1) the Lipschitz continuity of the global objective function, and (2) the Lipschitz continuity of local individual functions. Under the local regularity assumption, we provide the first optimal first-order decentralized algorithm called multi-step primal-dual (MSPD) and its corresponding optimal convergence rate. A notable aspect of this result is that, for non-smooth functions, while the dominant term of the error is in $O(1/\sqrt{t})$, the structure of the communication network only impacts a second-order term in $O(1/t)$, where $t$ is time. In other words, the error due to limits in communication resources decreases at a fast rate even in the case of non-strongly-convex objective functions. Under the global regularity assumption, we provide a simple yet efficient algorithm called distributed randomized smoothing (DRS) based on a local smoothing of the objective function, and show that DRS is within a $d^{1/4}$ multiplicative factor of the optimal convergence rate, where $d$ is the underlying dimension.