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We consider the problem of finding the matching map between two sets of $d$ dimensional vectors from noisy observations, where the second set contains outliers. The matching map is then an injection, which can be consistently estimated only if the vectors of the second set are well separated. The main result shows that, in the high-dimensional setting, a detection region of unknown injection can be characterized by the sets of vectors for which the inlier-inlier distance is of order at least $d^{1/4}$ and the inlier-outlier distance is of order at least $d^{1/2}$. These rates are achieved using the estimated matching minimizing the sum of logarithms of distances between matched pairs of points. We also prove lower bounds establishing optimality of these rates. Finally, we report results of numerical experiments on both synthetic and real world data that illustrate our theoretical results and provide further insight into the properties of the estimators studied in this work.
We derive a formula for optimal hard thresholding of the singular value decomposition in the presence of correlated additive noise; although it nominally involves unobservables, we show how to apply it even where the noise covariance structure is not
We consider high-dimensional measurement errors with high-frequency data. Our focus is on recovering the covariance matrix of the random errors with optimality. In this problem, not all components of the random vector are observed at the same time an
We consider the problem of estimating the support size of a discrete distribution whose minimum non-zero mass is at least $ frac{1}{k}$. Under the independent sampling model, we show that the sample complexity, i.e., the minimal sample size to achiev
In this work, we abstract some key ingredients in previous LWE- and RLWE-based key exchange protocols, by introducing and formalizing the building tool, referred to as key consensus (KC) and its asymmetric variant AKC. KC and AKC allow two communicat
Matching methods are widely used for causal inference in observational studies. Among them, nearest neighbor matching is arguably the most popular. However, nearest neighbor matching does not generally yield an average treatment effect estimator that