Related papers: Sparse recovery under matrix uncertainty

We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…

We consider the problem of reconstructing a sparse signal $x^0\in\R^n$ from a limited number of linear measurements. Given $m$ randomly selected samples of $U x^0$, where $U$ is an orthonormal matrix, we show that $\ell_1$ minimization…

In tracking of time-varying low-rank models of time-varying matrices, we present a method robust to both uniformly-distributed measurement noise and arbitrarily-distributed ``sparse'' noise. In theory, we bound the tracking error. In…

We study a practical algorithm for sparse principal component analysis (PCA) of incomplete and noisy data. Our algorithm is based on the semidefinite program (SDP) relaxation of the non-convex $l_1$-regularized PCA problem. We provide…

In the theory of compressed sensing (CS), the sparsity ||x||_0 of the unknown signal x\in\R^p is commonly assumed to be a known parameter. However, it is typically unknown in practice. Due to the fact that many aspects of CS depend on…

Suppose that we observe entries or, more generally, linear combinations of entries of an unknown $m\times T$-matrix $A$ corrupted by noise. We are particularly interested in the high-dimensional setting where the number $mT$ of unknown…

We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…

We investigate the noise sensitivity of the top eigenvector of a sparse random symmetric matrix. Let $v$ be the top eigenvector of an $N\times N$ sparse random symmetric matrix with an average of $d$ non-zero centered entries per row. We…

Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…

In dictionary learning, also known as sparse coding, the algorithm is given samples of the form $y = Ax$ where $x\in \mathbb{R}^m$ is an unknown random sparse vector and $A$ is an unknown dictionary matrix in $\mathbb{R}^{n\times m}$…

We consider the problem of sparsity testing in the high-dimensional linear regression model. The problem is to test whether the number of non-zero components (aka the sparsity) of the regression parameter $\theta^*$ is less than or equal to…

We consider the problem of estimating an unknown coordinate-wise monotone function given noisy measurements, known as the isotonic regression problem. Often, only a small subset of the features affects the output. This motivates the sparse…

The LASSO is a recent technique for variable selection in the regression model \bean y & = & X\beta + z, \eean where $X\in \R^{n\times p}$ and $z$ is a centered gaussian i.i.d. noise vector $\mathcal N(0,\sigma^2I)$. The LASSO has been…

We present a framework which incorporates three aspects of the estimation problem, namely, sparse sensor configuration, optimal precision, and robustness in the presence of model uncertainty. The problem is formulated in the…

We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimator of the precision matrix whose entries have a Gaussian…

We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Under compatibility conditions on the design matrix, the…

We study the problem of recovering an $s$-sparse signal $\mathbf{x}^{\star}\in\mathbb{C}^n$ from corrupted measurements $\mathbf{y} = \mathbf{A}\mathbf{x}^{\star}+\mathbf{z}^{\star}+\mathbf{w}$, where $\mathbf{z}^{\star}\in\mathbb{C}^m$ is…

To estimate a sparse linear model from data with Gaussian noise, consilience from lasso and compressed sensing literatures is that thresholding estimators like lasso and the Dantzig selector have the ability in some situations to identify…

Sparsity is a basic property of real vectors that is exploited in a wide variety of applications. In this work, we describe property testing algorithms for sparsity that observe a low-dimensional projection of the input. We consider two…

We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…