{"id":"https://openalex.org/W2052228280","doi":"https://doi.org/10.1109/tit.2014.2317178","title":"Support Recovery for the Drift Coefficient of High-Dimensional Diffusions","display_name":"Support Recovery for the Drift Coefficient of High-Dimensional Diffusions","publication_year":2014,"publication_date":"2014-04-14","ids":{"openalex":"https://openalex.org/W2052228280","doi":"https://doi.org/10.1109/tit.2014.2317178","mag":"2052228280"},"language":"en","primary_location":{"id":"doi:10.1109/tit.2014.2317178","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2014.2317178","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5073512052","display_name":"Jose Bento Ayres Periera","orcid":null},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Jose Bento Ayres Periera","raw_affiliation_strings":["Stanford University, Stanford, CA, USA","Stanford University Stanford, CA, USA"],"affiliations":[{"raw_affiliation_string":"Stanford University, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]},{"raw_affiliation_string":"Stanford University Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5027959626","display_name":"Morteza Ibrahimi","orcid":null},"institutions":[{"id":"https://openalex.org/I97018004","display_name":"Stanford University","ror":"https://ror.org/00f54p054","country_code":"US","type":"education","lineage":["https://openalex.org/I97018004"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Morteza Ibrahimi","raw_affiliation_strings":["Stanford University, Stanford, CA, USA","Stanford University Stanford, CA, USA"],"affiliations":[{"raw_affiliation_string":"Stanford University, Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]},{"raw_affiliation_string":"Stanford University Stanford, CA, USA","institution_ids":["https://openalex.org/I97018004"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5073512052"],"corresponding_institution_ids":["https://openalex.org/I97018004"],"apc_list":null,"apc_paid":null,"fwci":0.3256,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.63526395,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"60","issue":"7","first_page":"4026","last_page":"4049"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11716","display_name":"Random Matrices and Applications","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11716","display_name":"Random Matrices and Applications","score":0.9980999827384949,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9955000281333923,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/upper-and-lower-bounds","display_name":"Upper and lower bounds","score":0.6985487937927246},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6957429647445679},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6221634149551392},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.5423300266265869},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4721054136753082},{"id":"https://openalex.org/keywords/sample-complexity","display_name":"Sample complexity","score":0.45283907651901245},{"id":"https://openalex.org/keywords/path","display_name":"Path (computing)","score":0.42644381523132324},{"id":"https://openalex.org/keywords/fisher-information","display_name":"Fisher information","score":0.4262068271636963},{"id":"https://openalex.org/keywords/matrix","display_name":"Matrix (chemical analysis)","score":0.4121703505516052},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.3981413245201111},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.3679879605770111},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2842402458190918},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2090214192867279},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1718115210533142}],"concepts":[{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.6985487937927246},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6957429647445679},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6221634149551392},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.5423300266265869},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4721054136753082},{"id":"https://openalex.org/C2778445095","wikidata":"https://www.wikidata.org/wiki/Q18354077","display_name":"Sample complexity","level":2,"score":0.45283907651901245},{"id":"https://openalex.org/C2777735758","wikidata":"https://www.wikidata.org/wiki/Q817765","display_name":"Path (computing)","level":2,"score":0.42644381523132324},{"id":"https://openalex.org/C29406490","wikidata":"https://www.wikidata.org/wiki/Q1420659","display_name":"Fisher information","level":2,"score":0.4262068271636963},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.4121703505516052},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.3981413245201111},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.3679879605770111},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2842402458190918},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2090214192867279},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1718115210533142},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/tit.2014.2317178","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tit.2014.2317178","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","score":0.6899999976158142,"id":"https://metadata.un.org/sdg/16"}],"awards":[{"id":"https://openalex.org/G6331703163","display_name":null,"funder_award_id":"FA9550-10-1-0360","funder_id":"https://openalex.org/F4320338279","funder_display_name":"Air Force Office of Scientific Research"}],"funders":[{"id":"https://openalex.org/F4320338279","display_name":"Air Force Office of Scientific Research","ror":"https://ror.org/011e9bt93"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":93,"referenced_works":["https://openalex.org/W653925602","https://openalex.org/W1500735010","https://openalex.org/W1601255843","https://openalex.org/W1635218549","https://openalex.org/W1735349781","https://openalex.org/W1779951586","https://openalex.org/W1897619428","https://openalex.org/W1967351845","https://openalex.org/W1973376127","https://openalex.org/W1981596332","https://openalex.org/W1985911638","https://openalex.org/W1993418693","https://openalex.org/W1994473607","https://openalex.org/W1997251884","https://openalex.org/W2001040001","https://openalex.org/W2010824638","https://openalex.org/W2020436612","https://openalex.org/W2021971437","https://openalex.org/W2024318216","https://openalex.org/W2030765885","https://openalex.org/W2033079303","https://openalex.org/W2049025443","https://openalex.org/W2050834445","https://openalex.org/W2056875635","https://openalex.org/W2064437806","https://openalex.org/W2065313971","https://openalex.org/W2068000292","https://openalex.org/W2073644805","https://openalex.org/W2073926352","https://openalex.org/W2077791698","https://openalex.org/W2098754649","https://openalex.org/W2099210013","https://openalex.org/W2112856361","https://openalex.org/W2113687945","https://openalex.org/W2114147096","https://openalex.org/W2118994458","https://openalex.org/W2127300249","https://openalex.org/W2128208871","https://openalex.org/W2130342952","https://openalex.org/W2131766020","https://openalex.org/W2132555912","https://openalex.org/W2135046866","https://openalex.org/W2135346828","https://openalex.org/W2136106655","https://openalex.org/W2143253189","https://openalex.org/W2146943142","https://openalex.org/W2148707743","https://openalex.org/W2150940164","https://openalex.org/W2152246075","https://openalex.org/W2153634854","https://openalex.org/W2153699776","https://openalex.org/W2154104617","https://openalex.org/W2154723880","https://openalex.org/W2156803951","https://openalex.org/W2167154952","https://openalex.org/W2170316986","https://openalex.org/W2321202906","https://openalex.org/W2324304879","https://openalex.org/W2332490192","https://openalex.org/W2485390190","https://openalex.org/W2525046407","https://openalex.org/W2591469149","https://openalex.org/W2949581777","https://openalex.org/W2962861921","https://openalex.org/W2962894999","https://openalex.org/W2963542195","https://openalex.org/W2997644599","https://openalex.org/W3098834468","https://openalex.org/W3098888484","https://openalex.org/W3099404592","https://openalex.org/W3102886434","https://openalex.org/W3103380172","https://openalex.org/W3104148512","https://openalex.org/W3104281729","https://openalex.org/W3104454203","https://openalex.org/W3122109122","https://openalex.org/W3124954219","https://openalex.org/W3125339542","https://openalex.org/W3195133498","https://openalex.org/W4213134349","https://openalex.org/W4230309958","https://openalex.org/W4232685510","https://openalex.org/W4238187298","https://openalex.org/W4239542579","https://openalex.org/W4285719527","https://openalex.org/W4294491640","https://openalex.org/W6676884259","https://openalex.org/W6679508761","https://openalex.org/W6681190598","https://openalex.org/W6681956693","https://openalex.org/W6682241100","https://openalex.org/W6682591056","https://openalex.org/W6728262249"],"related_works":["https://openalex.org/W3012088032","https://openalex.org/W2238904537","https://openalex.org/W4376639527","https://openalex.org/W1991417304","https://openalex.org/W2132876566","https://openalex.org/W2605711323","https://openalex.org/W1969276875","https://openalex.org/W2788738055","https://openalex.org/W2950049300","https://openalex.org/W4299895404"],"abstract_inverted_index":{"Consider":[0],"the":[1,5,24,34,56,84,103,129],"problem":[2,37],"of":[3,8,18,63,70,99,135],"learning":[4],"drift":[6,25,85],"coefficient":[7,86],"a":[9,15,29,51,61,67,90,110],"p-dimensional":[10],"stochastic":[11,81],"differential":[12,82],"equation":[13],"from":[14],"sample":[16],"path":[17],"length":[19],"T.":[20],"We":[21],"assume":[22],"that":[23,95,126],"is":[26,87],"parametrized":[27,88],"by":[28,59,89],"high-dimensional":[30],"vector,":[31],"and":[32,41,77,119],"study":[33],"support":[35],"recovery":[36],"when":[38],"both":[39],"p":[40,91,93],"T":[42,58,125],"can":[43],"tend":[44],"to":[45,74],"infinity.":[46],"In":[47,105],"particular,":[48],"we":[49,108],"prove":[50,120],"general":[52],"lower":[53,130],"bound":[54,123,131],"on":[55,124,132],"sample-complexity":[57],"using":[60],"characterization":[62],"mutual":[64],"information":[65],"as":[66],"time":[68],"integral":[69],"conditional":[71],"variance,":[72],"due":[73],"Kadota,":[75],"Zakai,":[76],"Ziv.":[78],"For":[79],"linear":[80],"equations,":[83],"\u00d7":[92],"matrix":[94],"describes":[96],"which":[97],"degrees":[98],"freedom":[100],"interact":[101],"under":[102],"dynamics.":[104],"this":[106],"case,":[107],"analyze":[109],"\u2113":[111],"<sub":[112],"xmlns:mml=\"http://www.w3.org/1998/Math/MathML\"":[113],"xmlns:xlink=\"http://www.w3.org/1999/xlink\">1</sub>":[114],"-regularized":[115],"least":[116],"squares":[117],"estimator":[118],"an":[121],"upper":[122],"nearly":[127],"matches":[128],"specific":[133],"classes":[134],"sparse":[136],"matrices.":[137]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
