In this paper, we introduce and analyze a high-order quadrature rule for evaluating the two-dimensional singular integrals of the forms \[ I = \int_{R^2}\phi(x)\frac{x_1^2}{|x|^{2+\alpha}} dx, \quad 0< \alpha < 2 \] where $\phi\in C_c^N$ for $N\geq 2$. This type of singular integrals and its quadrature rule appear in the numerical discretization of Fractional Laplacian in the non-local Fokker-Planck Equations in 2D by Ha \cite{HansenHa}. The quadrature rule is adapted from \cite{MarinTornberg2014}, they are trapezoidal rules equipped with correction weights for points around singularity. We prove the order of convergence is $2p+4-\alpha$, where $p\in\mathbb{N}_{0}$ is associated with total number of correction weights. Although we work in 2D setting, we mainly formulate definitions and theorems in $n\in\mathbb{N}$ dimensions for the sake of clarity and generality.
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Blind super-resolution can be cast as a low rank matrix recovery problem by exploiting the inherent simplicity of the signal and the low dimensional structure of point spread functions. In this paper, we develop a simple yet efficient non-convex projected gradient descent method for this problem based on the low rank structure of the vectorized Hankel matrix associated with the target matrix. Theoretical analysis indicates that the proposed method exactly converges to the target matrix with a linear convergence rate under the similar conditions as convex approaches. Numerical results show that our approach is competitive with existing convex approaches in terms of recovery ability and efficiency.
Although there is an extensive literature on the maxima of Gaussian processes, there are relatively few non-asymptotic bounds on their lower-tail probabilities. The aim of this paper is to develop such a bound, while also allowing for many types of dependence. Let $(\xi_1,\dots,\xi_N)$ be a centered Gaussian vector with standardized entries, whose correlation matrix $R$ satisfies $\max_{i\neq j} R_{ij}\leq \rho_0$ for some constant $\rho_0\in (0,1)$. Then, for any $\epsilon_0\in(0,\sqrt{1-\rho_0})$, we establish an upper bound on the probability $\mathbb{P}(\max_{1\leq j\leq N} \xi_j\leq \epsilon_0\sqrt{2\log(N)})$ in terms of $(\rho_0,\epsilon_0,N)$. The bound is also sharp, in the sense that it is attained up to a constant, independent of $N$. Next, we apply this result in the context of high-dimensional statistics, where we simplify and weaken conditions that have recently been used to establish near-parametric rates of bootstrap approximation. Lastly, an interesting aspect of this application is that it makes use of recent refinements of Bourgain and Tzafriri's "restricted invertibility principle".
Defining multivariate generalizations of the classical univariate ranks has been a long-standing open problem in statistics. Optimal transport has been shown to offer a solution by transporting data points to grid approximating a reference measure (Chernozhukov et al., 2017; Hallin, 2017; Hallin et al., 2021a). We take up this new perspective to develop and study multivariate analogues of popular correlations measures including the sign covariance, Kendall's tau and Spearman's rho. Our tests are genuinely distribution-free, hence valid irrespective of the actual (absolutely continuous) distributions of the observations. We present asymptotic distribution theory for these new statistics, providing asymptotic approximations to critical values to be used for testing independence as well as an analysis of power of the resulting tests. Interestingly, we are able to establish a multivariate elliptical Chernoff-Savage property, which guarantees that, under ellipticity, our nonparametric tests of independence when compared to Gaussian procedures enjoy an asymptotic relative efficiency of one or larger. Hence, the nonparametric tests constitute a safe replacement for procedures based on multivariate Gaussianity.
The asymptotic behaviour of Linear Spectral Statistics (LSS) of the smoothed periodogram estimator of the spectral coherency matrix of a complex Gaussian high-dimensional time series $(\y_n)_{n \in \mathbb{Z}}$ with independent components is studied under the asymptotic regime where the sample size $N$ converges towards $+\infty$ while the dimension $M$ of $\y$ and the smoothing span of the estimator grow to infinity at the same rate in such a way that $\frac{M}{N} \rightarrow 0$. It is established that, at each frequency, the estimated spectral coherency matrix is close from the sample covariance matrix of an independent identically $\mathcal{N}_{\mathbb{C}}(0,\I_M)$ distributed sequence, and that its empirical eigenvalue distribution converges towards the Marcenko-Pastur distribution. This allows to conclude that each LSS has a deterministic behaviour that can be evaluated explicitly. Using concentration inequalities, it is shown that the order of magnitude of the supremum over the frequencies of the deviation of each LSS from its deterministic approximation is of the order of $\frac{1}{M} + \frac{\sqrt{M}}{N}+ (\frac{M}{N})^{3}$ where $N$ is the sample size. Numerical simulations supports our results.
With the rapid popularization of big data, the dichotomy between tractable and intractable problems in big data computing has been shifted. Sublinear time, rather than polynomial time, has recently been regarded as the new standard of tractability in big data computing. This change brings the demand for new methodologies in computational complexity theory in the context of big data. Based on the prior work for sublinear-time complexity classes \cite{DBLP:journals/tcs/GaoLML20}, this paper focuses on sublinear-time reductions specialized for problems in big data computing. First, the pseudo-sublinear-time reduction is proposed and the complexity classes \Pproblem and \PsT are proved to be closed under it. To establish \PsT-intractability for certain problems in \Pproblem, we find the first problem in $\Pproblem \setminus \PsT$. Using the pseudo-sublinear-time reduction, we prove that the nearest edge query is in \PsT but the algebraic equation root problem is not. Then, the pseudo-polylog-time reduction is introduced and the complexity class \PsPL is proved to be closed under it. The \PsT-completeness under it is regarded as an evidence that some problems can not be solved in polylogarithmic time after a polynomial-time preprocessing, unless \PsT = \PsPL. We prove that all \PsT-complete problems are also \Pproblem-complete, which gives a further direction for identifying \PsT-complete problems.
A $k$-submodular function is a pairwise monotone function that given $k$ disjoint subsets outputs a value that is submodular in every orthant. In this paper, we provide a new framework for $k$-submodular maximization problems, by relaxing the optimization to the continuous space with the multilinear extension of $k$-submodular functions and rounding the fractional solution to recover the discrete solution. The multilinear extension introduces new techniques to analyze and optimize $k$-submodular functions. When the variables are unconstrained, we propose simple algorithms that achieve almost $\frac{1}{2}$-approximation, which is asymptotically optimal. For finite $k$, the factors could be improved to almost as good as any combinatorial algorithm based on Iwata, Tanigawa, and Yoshida's meta-framework ($\frac{k}{2k-1}$-approximation for the monotone case and $\frac{k^2+1}{2k^2+1}$-approximation for the non-monotone case). For monotone functions, almost $\frac{1}{2}$-approximation are obtained under total size and knapsack constraints.
The Minkowski functionals, including the Euler characteristic statistics, are standard tools for morphological analysis in cosmology. Motivated by cosmological research, we examine the Minkowski functional of the excursion set for an isotropic central limit random field, the $k$-point correlation functions ($k$th order cumulants) of which have the same structure as that assumed in cosmic research. We derive the asymptotic expansions of the expected Euler characteristic density incorporating skewness and kurtosis, which is a building block of the Minkowski functional. The resulting formula reveals the types of non-Gaussianity that cannot be captured by the Minkowski functionals. As an example, we consider an isotropic chi-square random field, and confirm that the asymptotic expansion precisely approximates the true Euler characteristic density.
A full performance analysis of the widely linear (WL) minimum variance distortionless response (MVDR) beamformer is introduced. While the WL MVDR is known to outperform its strictly linear counterpart, the Capon beamformer, for noncircular complex signals, the existing approaches provide limited physical insights, since they explicitly or implicitly omit the complementary second-order (SO) statistics of the output interferences and noise (IN). To this end, we exploit the full SO statistics of the output IN to introduce a full SO performance analysis framework for the WL MVDR beamformer. This makes it possible to separate the overall signal-to-interference plus noise ratio (SINR) gain of the WL MVDR beamformer w.r.t. the Capon one into the individual contributions along the in-phase (I) and quadrature (Q) channels. Next, by considering the reception of the unknown signal of interest (SOI) corrupted by an arbitrary number of orthogonal noncircular interferences, we further unveil the distribution of SINR gains in both the I and Q channels, and show that in almost all the spatial cases, these performance advantages are more pronounced when the SO noncircularity rate of the interferences increases. Illustrative numerical simulations are provided to support the theoretical results.
Although the widely linear least mean square error (WLMMSE) receiver has been an appealing option for multiple-input-multiple-output (MIMO) wireless systems, a statistical understanding on its pose-detection signal-to-interference-plus-noise ratio (SINR) in detail is still missing. To this end, we consider a WLMMSE MIMO transmission system with rectilinear or quasi-rectilinear (QR) signals over the uncorrelated Rayleigh fading channel and investigate the statistical properties of its SINR for an arbitrary antenna configuration with $N_t$ transmit antennas and $N_r$ receive ones. We first derive an analytic probability density function (PDF) of the SINR in terms of the confluent hypergeometric function of the second kind, for WLMMSE MIMO systems with an arbitrary $N_r$ and $N_t=2, 3$. For a more general case in practice, i.e., $N_t>3$, we resort to the moment generating function to obtain an approximate but closed form PDF under some mild conditions, which, as expected, is more Gaussian-like as $2N_r-N_t$ increases. The so-derived PDFs are able to provide key insights into the WLMMSE MIMO receiver in terms of the outage probability, the symbol error rate, and the diversity gain, all presented in closed form. In particular, its diversity gain and the gain improvement over the conventional LMMSE one are explicitly quantified as $N_r-(N_t-1)/2$ and $(N_t-1)/2$, respectively. Finally, Monte Carlo simulations support the analysis.
We study the non-parametric estimation of the value ${\theta}(f )$ of a linear functional evaluated at an unknown density function f with support on $R_+$ based on an i.i.d. sample with multiplicative measurement errors. The proposed estimation procedure combines the estimation of the Mellin transform of the density $f$ and a regularisation of the inverse of the Mellin transform by a spectral cut-off. In order to bound the mean squared error we distinguish several scenarios characterised through different decays of the upcoming Mellin transforms and the smoothnes of the linear functional. In fact, we identify scenarios, where a non-trivial choice of the upcoming tuning parameter is necessary and propose a data-driven choice based on a Goldenshluger-Lepski method. Additionally, we show minimax-optimality over Mellin-Sobolev spaces of the estimator.
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