Related papers: Compressed Regression
We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…
Sparse learning is an important topic in many areas such as machine learning, statistical estimation, signal processing, etc. Recently, there emerges a growing interest on structured sparse learning. In this paper we focus on the…
In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…
We study parameter estimation and asymptotic inference for sparse nonlinear regression. More specifically, we assume the data are given by $y = f( x^\top \beta^* ) + \epsilon$, where $f$ is nonlinear. To recover $\beta^*$, we propose an…
We study network loss tomography based on observing average loss rates over a set of paths forming a tree -- a severely underdetermined linear problem for the unknown link loss probabilities. We examine in detail the role of sparsity as a…
Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix $X \in \mathbb{R}^{N \times d}$ and measurements or labels ${y} \in \mathbb{R}^N$ where ${y} = {X}…
Deep neural networks (DNNs) have been quite successful in solving many complex learning problems. However, DNNs tend to have a large number of learning parameters, leading to a large memory and computation requirement. In this paper, we…
We discuss a general notion of "sparsity structure" and associated recoveries of a sparse signal from its linear image of reduced dimension possibly corrupted with noise. Our approach allows for unified treatment of (a) the "usual sparsity"…
The problem of recovering the sparsity pattern of a fixed but unknown vector $\beta^* \in \real^p based on a set of $n$ noisy observations arises in a variety of settings, including subset selection in regression, graphical model selection,…
Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…
We consider the problem of mixed sparse linear regression with two components, where two real $k$-sparse signals $\beta_1, \beta_2$ are to be recovered from $n$ unlabelled noisy linear measurements. The sparsity is allowed to be sublinear…
In this paper we derive information theoretic performance bounds to sensing and reconstruction of sparse phenomena from noisy projections. We consider two settings: output noise models where the noise enters after the projection and input…
Compressed sensing provides an efficient framework for reconstructing wave signals from reduced measurements. For multi-channel buoy data, the three displacement components exhibit intrinsic correlations, as wave motion contributes…
Learning sparse models from data is an important task in all those frameworks where relevant information should be identified within a large dataset. This can be achieved by formulating and solving suitable sparsity promoting optimization…
Compressed sensing is a signal processing technique in which data is acquired directly in a compressed form. There are two modeling approaches that can be considered: the worst-case (Hamming) approach and a statistical mechanism, in which…
We obtain the first positive results for bounded sample compression in the agnostic regression setting with the $\ell_p$ loss, where $p\in [1,\infty]$. We construct a generic approximate sample compression scheme for real-valued function…
In high-dimensional linear regression, the goal pursued here is to estimate an unknown regression function using linear combinations of a suitable set of covariates. One of the key assumptions for the success of any statistical procedure in…
In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…
In this note, we address the theoretical properties of $\Delta_p$, a class of compressed sensing decoders that rely on $\ell^p$ minimization with 0<p<1 to recover estimates of sparse and compressible signals from incomplete and inaccurate…
Many applications have benefited remarkably from low-dimensional models in the recent decade. The fact that many signals, though high dimensional, are intrinsically low dimensional has given the possibility to recover them stably from a…