Related papers: Sparser Johnson-Lindenstrauss Transforms

Sparse linear regression with ill-conditioned Gaussian random designs is widely believed to exhibit a statistical/computational gap, but there is surprisingly little formal evidence for this belief, even in the form of examples that are…

There has been recently a lot of research on sparse variants of random projections, faster adaptations of the state-of-the-art dimensionality reduction technique originally due to Johsnon and Lindenstrauss. Although the construction is very…

This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…

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,…

In this paper, we consider the challenge of reconstructing jointly sparse vectors from linear measurements. Firstly, we show that by utilizing the rank of the output data matrix we can reduce the problem to a full column rank case. This…

This paper investigates theoretical properties of subsampling and hashing as tools for approximate Euclidean norm-preserving embeddings for vectors with (unknown) additive Gaussian noises. Such embeddings are sometimes called…

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) space if and only if $\rho=\lim\frac{p}{n}=0$, where $p$ is the dimension…

An oblivious subspace embedding (OSE), characterized by parameters $m,n,d,\epsilon,\delta$, is a random matrix $\Pi\in \mathbb{R}^{m\times n}$ such that for any $d$-dimensional subspace $T\subseteq \mathbb{R}^n$, $\Pr_\Pi[\forall x\in T,…

The Johnson-Lindenstrauss lemma is a fundamental result in probability with several applications in the design and analysis of algorithms in high dimensional geometry. Most known constructions of linear embeddings that satisfy the…

In this paper we revisit the deterministic version of the Sparse Fourier Transform problem, which asks to read only a few entries of $x \in \mathbb{C}^n$ and design a recovery algorithm such that the output of the algorithm approximates…

We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

We study beyond worst-case dimensionality reduction for $s$-sparse vectors. Our work is divided into two parts, each focusing on a different facet of beyond worst-case analysis: We first consider average-case guarantees. A folklore upper…

Embeddings play a pivotal role across various disciplines, offering compact representations of complex data structures. Randomized methods like Johnson-Lindenstrauss (JL) provide state-of-the-art and essentially unimprovable theoretical…

For Euclidean space ($\ell_2$), there exists the powerful dimension reduction transform of Johnson and Lindenstrauss, with a host of known applications. Here, we consider the problem of dimension reduction for all $\ell_p$ spaces $1 \le p…

We first propose a novel criterion that guarantees that an $s$-sparse signal is the local minimizer of the $\ell_1/\ell_2$ objective; our criterion is interpretable and useful in practice. We also give the first uniform recovery condition…

We design a new distribution over $\poly(r \eps^{-1}) \times n$ matrices $S$ so that for any fixed $n \times d$ matrix $A$ of rank $r$, with probability at least 9/10, $\norm{SAx}_2 = (1 \pm \eps)\norm{Ax}_2$ simultaneously for all $x \in…

In energy-efficient schemes, finding the optimal size of deep learning models is very important and has a broad impact. Meanwhile, recent studies have reported an unexpected phenomenon, the sparse double descent: as the model's sparsity…

This paper concerns solving the sparse deconvolution and demixing problem using $\ell_{1,2}$-minimization. We show that under a certain structured random model, robust and stable recovery is possible. The results extend results of Ling and…

We give a proof of the conjecture of Nelson and Nguyen [FOCS 2013] on the optimal dimension and sparsity of oblivious subspace embeddings, up to sub-polylogarithmic factors: For any $n\geq d$ and $\epsilon\geq d^{-O(1)}$, there is a random…