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Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional data set. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional knowledge on the principal vector? We study the case in which the principal vector is known to lie in the positive orthant. Similar constraints arise in a number of applications, ranging from the analysis of gene expression data to spike sorting in neural signal processing. In the unconstrained case, the estimation performances of PCA have been precisely characterized using the random matrix theory, under a statistical model known as the spiked model. It is known that the estimation error undergoes a phase transition as the signal-to-noise ratio crosses a certain threshold. Unfortunately, tools from the random matrix theory have no bearing on the constrained problem. Despite this challenge, we develop an analogous characterization in the constrained case, within a one-spike model. In particular: 1) we prove that the estimation error undergoes a similar phase transition, albeit at a different thresholds in signal-to-noise ratio that we determine exactly; 2) we prove that—unlike in the unconstrained case—the estimation error depends on the spike vector, and characterize the least favorable vectors; and 3) we show that a non-negative principal component can be approximately computed—under the spiked model—in nearly linear time. This despite the fact that the problem is non-convex and, in general, NP-hard to solve exactly. [ABSTRACT FROM AUTHOR]

We show that the rate regions achieved by linear-feedback coding schemes over dual multi-antenna Gaussian multi-access channels (MACs) and broadcast channels (BCs) with independent noises coincide. By dual here we mean: •

the channel matrices of the MAC and the BC are transposes of each other and [ABSTRACT FROM PUBLISHER]

This paper establishes a nearly optimal algorithm for denoising a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery problem with a continuous, infinite dictionary. We show how to compute the estimator via semidefinite programming and provide guarantees on its mean-squared error rate. We derive a complementary minimax lower bound on this estimation rate, demonstrating that our approach nearly achieves the best possible estimation error. Furthermore, we establish bounds on how well our estimator localizes the frequencies in the signal, showing that the localization error tends to zero as the number of samples grows. We verify our theoretical results in an array of numerical experiments, demonstrating that the semidefinite programming approach outperforms three classical spectral estimation techniques. [ABSTRACT FROM PUBLISHER]