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We consider a linear regression problem in a high dimensional setting where the number of covariates $p$ can be much larger than the sample size $n$. In such a situation, one often assumes sparsity of the regression vector, \textit i.e.,…

Statistics Theory · Mathematics 2011-10-12 Mohamed Hebiri , Sara A. Van De Geer

For high dimensional sparse linear regression problems, we propose a sequential convex relaxation algorithm (iSCRA-TL1) by solving inexactly a sequence of truncated $\ell_1$-norm regularized minimization problems, in which the working index…

Statistics Theory · Mathematics 2024-11-05 Shujun Bi , Yonghua Yang , Shaohua Pan

When the input signal is correlated input signals, and the input and output signal is contaminated by Gaussian noise, the total least squares normalized subband adaptive filter (TLS-NSAF) algorithm shows good performance. However, when it…

Signal Processing · Electrical Eng. & Systems 2023-07-21 Haiquan Zhao , Zian Cao , Yida Chen

Sparse sensor array selection arises in many engineering applications, where it is imperative to obtain maximum spatial resolution from a limited number of array elements. Recent research shows that computational complexity of array…

Signal Processing · Electrical Eng. & Systems 2020-06-03 Ahmet M. Elbir , Kumar Vijay Mishra

In this work, we revisit dictionary-based sparse regression, in particular, Sequential Threshold Least Squares (STLS), and propose a score-guided library selection to provide practical guidance for data-driven modeling, with emphasis on…

Machine Learning · Statistics 2025-12-17 Hangjun Cho , Fabio V. G. Amaral , Andrei A. Klishin , Cassio M. Oishi , Steven L. Brunton

The efficient Test-Time Scaling (TTS) paradigm offers a promising perspective for enhancing the generation performance of diffusion models. However, current solutions are limited to a static, pre-defined noise pool and suffer from…

Computer Vision and Pattern Recognition · Computer Science 2026-05-22 Gang Dai , Yining Huang , Yiming Xia , Guohao Chen , Shuaicheng Niu

In this article we study post-model selection estimators that apply ordinary least squares (OLS) to the model selected by first-step penalized estimators, typically Lasso. It is well known that Lasso can estimate the nonparametric…

Statistics Theory · Mathematics 2013-03-21 Alexandre Belloni , Victor Chernozhukov

Given $n$ noisy samples with $p$ dimensions, where $n \ll p$, we show that the multi-step thresholding procedure based on the Lasso -- we call it the {\it Thresholded Lasso}, can accurately estimate a sparse vector $\beta \in \R^p$ in a…

Statistics Theory · Mathematics 2010-02-11 Shuheng Zhou

The least absolute shrinkage and selection operator (LASSO) for linear regression exploits the geometric interplay of the $\ell_2$-data error objective and the $\ell_1$-norm constraint to arbitrarily select sparse models. Guiding this…

Information Theory · Computer Science 2012-05-10 Anastasios Kyrillidis , Volkan Cevher

Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…

Information Theory · Computer Science 2015-07-03 Yipeng Liu

Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…

Machine Learning · Statistics 2020-09-04 Quentin Bertrand , Mathurin Massias , Alexandre Gramfort , Joseph Salmon

Deep neural networks often suffer from poor generalization due to complex and non-convex loss landscapes. Sharpness-Aware Minimization (SAM) is a popular solution that smooths the loss landscape by minimizing the maximized change of…

Artificial Intelligence · Computer Science 2023-07-03 Peng Mi , Li Shen , Tianhe Ren , Yiyi Zhou , Tianshuo Xu , Xiaoshuai Sun , Tongliang Liu , Rongrong Ji , Dacheng Tao

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

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

The rotation search problem aims to find a 3D rotation that best aligns a given number of point pairs. To induce robustness against outliers for rotation search, prior work considers truncated least-squares (TLS), which is a non-convex…

Optimization and Control · Mathematics 2022-07-22 Liangzu Peng , Mahyar Fazlyab , René Vidal

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…

Computer Vision and Pattern Recognition · Computer Science 2015-04-29 Chen Chen , Junzhou Huang , Lei He , Hongsheng Li

We analyze the performance of a linear-equality-constrained least-squares (CLS) algorithm and its relaxed version, called rCLS, that is obtained via the method of weighting. The rCLS algorithm solves an unconstrained least-squares problem…

Performance · Computer Science 2023-07-19 Reza Arablouei , Kutluyıl Doğançay

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…

Methodology · Statistics 2015-11-24 Rong Zhu , Ping Ma , Michael W. Mahoney , Bin Yu

Only learning one projection matrix from original samples to the corresponding binary labels is too strict and will consequentlly lose some intrinsic geometric structures of data. In this paper, we propose a novel transition subspace…

Computer Vision and Pattern Recognition · Computer Science 2019-06-17 Zhe Chen , Xiao-Jun Wu , Josef Kittler

Compressed sensing is an important problem in many fields of science and engineering. It reconstructs signals by finding sparse solutions to underdetermined linear equations. In this work we propose a deterministic and non-parametric…

Signal Processing · Electrical Eng. & Systems 2017-12-19 Mutian Shen , Pan Zhang , Hai-Jun Zhou
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