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We propose a rescaled LASSO, by premultipying the LASSO with a matrix term, namely linear unified LASSO (LLASSO) for multicollinear situations. Our numerical study has shown that the LLASSO is comparable with other sparse modeling…

Methodology · Statistics 2017-10-16 M. Arashi , Y. Asar , B. Yuzbasi

In this paper, we investigate the recovery of a sparse weight vector (parameters vector) from a set of noisy linear combinations. However, only partial information about the matrix representing the linear combinations is available. Assuming…

Machine Learning · Computer Science 2016-11-18 Ashkan Esmaeili , Arash Amini , Farokh Marvasti

Mixture of linear regressions is a popular learning theoretic model that is used widely to represent heterogeneous data. In the simplest form, this model assumes that the labels are generated from either of two different linear models and…

Machine Learning · Statistics 2020-07-15 Arya Mazumdar , Soumyabrata Pal

This paper proposes a sparse regression strategy for discovery of ordinary differential equations from incomplete and noisy data. Inference is performed over both equation parameters and state variables using a statistically motivated…

Dynamical Systems · Mathematics 2026-02-18 Teddy Meissner , Karl Glasner

In this paper we present new algorithms and analysis for the linear inverse sensor placement and scheduling problems over multiple time instances with power and communications constraints. The proposed algorithms, which deal directly with…

Information Theory · Computer Science 2018-02-14 Cristian Rusu , John Thompson , Neil M. Robertson

Sparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussian distribution. Poisson observations in particular are a…

Statistics Theory · Mathematics 2018-02-14 Xin Jiang , Patricia Reynaud-Bouret , Vincent Rivoirard , Laure Sansonnet , Rebecca Willett

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

The problem of identifying sparse solutions for the link structure and dynamics of an unknown linear, time-invariant network is posed as finding sparse solutions x to Ax=b. If the sensing matrix A satisfies a rank condition, this problem…

Dynamical Systems · Mathematics 2014-11-18 David Hayden , Young Hwan Chang , Jorge Goncalves , Claire Tomlin

Is it possible to find the sparsest vector (direction) in a generic subspace $\mathcal{S} \subseteq \mathbb{R}^p$ with $\mathrm{dim}(\mathcal{S})= n < p$? This problem can be considered a homogeneous variant of the sparse recovery problem,…

Information Theory · Computer Science 2016-09-21 Qing Qu , Ju Sun , John Wright

In this paper, we consider the problem of collaboratively estimating the sparsity pattern of a sparse signal with multiple measurement data in distributed networks. We assume that each node makes Compressive Sensing (CS) based measurements…

Information Theory · Computer Science 2012-11-29 Thakshila Wimalajeewa , Pramod K. Varshney

We consider two problems that arise in machine learning applications: the problem of recovering a planted sparse vector in a random linear subspace and the problem of decomposing a random low-rank overcomplete 3-tensor. For both problems,…

Data Structures and Algorithms · Computer Science 2016-02-04 Samuel B. Hopkins , Tselil Schramm , Jonathan Shi , David Steurer

We propose a new method for reconstruction of sparse signals with and without noisy perturbations, termed the subspace pursuit algorithm. The algorithm has two important characteristics: low computational complexity, comparable to that of…

Numerical Analysis · Computer Science 2009-01-08 Wei Dai , Olgica Milenkovic

Sparse signal recovery from a small number of random measurements is a well known NP-hard to solve combinatorial optimization problem, with important applications in signal and image processing. The standard approach to the sparse signal…

Data Analysis, Statistics and Probability · Physics 2013-04-09 M. Andrecut

In this paper, we consider the mixture of sparse linear regressions model. Let ${\beta}^{(1)},\ldots,{\beta}^{(L)}\in\mathbb{C}^n$ be $ L $ unknown sparse parameter vectors with a total of $ K $ non-zero coefficients. Noisy linear…

Information Theory · Computer Science 2018-08-03 Dong Yin , Ramtin Pedarsani , Yudong Chen , Kannan Ramchandran

Inverse problems arise in a wide spectrum of applications in fields ranging from engineering to scientific computation. Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, such…

Numerical Analysis · Mathematics 2025-05-12 Abinash Nayak

This paper presents a novel projection-based adaptive algorithm for sparse signal and system identification. The sequentially observed data are used to generate an equivalent sequence of closed convex sets, namely hyperslabs. Each hyperslab…

Information Theory · Computer Science 2015-10-28 Yannis Kopsinis , Konstantinos Slavakis , Sergios Theodoridis

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the…

Machine Learning · Statistics 2021-11-08 Dimitris Bertsimas , Jourdain Lamperski , Jean Pauphilet

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

Information Theory · Computer Science 2012-04-04 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…

Machine Learning · Computer Science 2016-08-23 Xinyang Yi , Constantine Caramanis , Sujay Sanghavi