no code implementations • 13 Nov 2021 • Stanislav Minsker, Mohamed Ndaoud, Yiqiu Shen
Our analysis also shows that interpolation can be robust to corruption in the covariance of the noise when the signal is aligned with the "clean" part of the covariance, for the properly defined notion of alignment.
1 code implementation • 4 Dec 2020 • Dmitrii M. Ostrovskii, Mohamed Ndaoud, Adel Javanmard, Meisam Razaviyayn
Here we provide matching upper and lower bounds on the sample complexity as given by $\min\{1/\Delta^2,\sqrt{r}/\Delta\}$ up to a constant factor; here $\Delta$ is a measure of separation between $\mathbb{P}_0$ and $\mathbb{P}_1$ and $r$ is the rank of the design covariance matrix.