Related papers: Ultra-high Dimensional Multiple Output Learning Wi…
This paper is concerned with the performance of Orthogonal Matching Pursuit (OMP) algorithms applied to a dictionary $\mathcal{D}$ in a Hilbert space $\mathcal{H}$. Given an element $f\in \mathcal{H}$, OMP generates a sequence of…
Symbolic regression (SR) aims to discover mathematical expressions from data, a task traditionally tackled using Genetic Programming (GP) through combinatorial search over symbolic structures. Latent Space Optimization (LSO) methods use…
Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…
In this paper we present a new coherence-based performance guarantee for the Orthogonal Matching Pursuit (OMP) algorithm. A lower bound for the probability of correctly identifying the support of a sparse signal with additive white Gaussian…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the…
We address the problem of joint sparsity pattern recovery based on low dimensional multiple measurement vectors (MMVs) in resource constrained distributed networks. We assume that distributed nodes observe sparse signals which share the…
Orthogonal matching pursuit (OMP) and orthogonal least squares (OLS) are widely used for sparse signal reconstruction in under-determined linear regression problems. The performance of these compressed sensing (CS) algorithms depends…
We present a theoretical analysis of the average performance of OMP for sparse approximation. For signals that are generated from a dictionary with $K$ atoms and coherence $\mu$ and coefficients corresponding to a geometric sequence with…
The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…
Both feature selection and hyperparameter tuning are key tasks in machine learning. Hyperparameter tuning is often useful to increase model performance, while feature selection is undertaken to attain sparse models. Sparsity may yield…
We propose a fast sequential algorithm for the fundamental problem of estimating frequencies and amplitudes of a noisy mixture of sinusoids. The algorithm is a natural generalization of Orthogonal Matching Pursuit (OMP) to the continuum…
Best-first search has been recently utilized for compressed sensing (CS) by the A* orthogonal matching pursuit (A*OMP) algorithm. In this work, we concentrate on theoretical and empirical analyses of A*OMP. We present a restricted isometry…
Transformers have found broad applications for their great ability to capture long-range dependency among the inputs using attention mechanisms. The recent success of transformers increases the need for mathematical interpretation of their…
In this paper, we formulate the new multi-objective coverage (MOC) problem where our goal is to identify a small set of representative samples whose predicted outcomes broadly cover the feasible multi-objective space. This problem is of…
This paper presents a new analysis for the orthogonal matching pursuit (OMP) algorithm. It is shown that if the restricted isometry property (RIP) is satisfied at sparsity level $O(\bar{k})$, then OMP can recover a $\bar{k}$-sparse signal…
The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…
The automated discovery of constitutive models from data has recently emerged as a promising alternative to the traditional model calibration paradigm. In this work, we present a fully automated framework for constitutive model discovery…
Variable selection plays an important role in high dimensional statistical modeling which nowadays appears in many areas and is key to various scientific discoveries. For problems of large scale or dimensionality $p$, estimation accuracy…
Matching pursuit, especially its orthogonal version (OMP) and variations, is a greedy algorithm widely used in signal processing, compressed sensing, and sparse modeling. Inspired by constrained sparse signal recovery, this paper proposes a…