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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…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Sparse representations have emerged as a powerful tool in signal and information processing, culminated by the success of new acquisition and processing techniques such as Compressed Sensing (CS). Fusion frames are very rich new signal…

Information Theory · Computer Science 2011-06-20 Petros T. Boufounos , Gitta Kutyniok , Holger Rauhut

The sparse modeling is an evident manifestation capturing the parsimony principle just described, and sparse models are widespread in statistics, physics, information sciences, neuroscience, computational mathematics, and so on. In…

Machine Learning · Computer Science 2023-08-29 Jianyi Lin

In this short paper, we aim at developing algorithms for sparse Volterra system identification when the system to be identified has infinite impulse response. Assuming that the impulse response is represented as a sum of exponentials and…

Systems and Control · Computer Science 2019-03-27 Sarah Hojjatinia , Korkut Bekiroglu , Constantino M. Lagoa

The theory of compressive sensing (CS) asserts that an unknown signal $\mathbf{x} \in \mathbb{C}^N$ can be accurately recovered from $m$ measurements with $m\ll N$ provided that $\mathbf{x}$ is sparse. Most of the recovery algorithms need…

Methodology · Statistics 2017-10-12 Jianfeng Wang , Zhiyong Zhou , Anders Garpebring , Jun Yu

Compressive Sensing (CS) stipulates that a sparse signal can be recovered from a small number of linear measurements, and that this recovery can be performed efficiently in polynomial time. The framework of model-based compressive sensing…

Information Theory · Computer Science 2015-04-22 Chinmay Hegde , Piotr Indyk , Ludwig Schmidt

In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…

Applications · Statistics 2025-02-03 Andreas Alfons , Christophe Croux , Sarah Gelper

The success of the compressed sensing paradigm has shown that a substantial reduction in sampling and storage complexity can be achieved in certain linear and non-adaptive estimation problems. It is therefore an advisable strategy for…

Information Theory · Computer Science 2014-08-27 Peter Jung , Philipp Walk

We propose a new technique for adaptive identification of sparse systems based on the compressed sensing (CS) theory. We manipulate the transmitted pilot (input signal) and the received signal such that the weights of adaptive filter…

Information Theory · Computer Science 2012-04-05 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics…

Information Theory · Computer Science 2015-07-21 Anastasios Kyrillidis , Luca Baldassarre , Marwa El-Halabi , Quoc Tran-Dinh , Volkan Cevher

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

The compressive sensing (CS) scheme exploits much fewer measurements than suggested by the Nyquist-Shannon sampling theorem to accurately reconstruct images, which has attracted considerable attention in the computational imaging community.…

Image and Video Processing · Electrical Eng. & Systems 2022-10-26 Zhiyuan Zha , Bihan Wen , Xin Yuan , Saiprasad Ravishankar , Jiantao Zhou , Ce Zhu

Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world…

Machine Learning · Statistics 2019-07-19 Weizhong Zhang , Bin Hong , Wei Liu , Jieping Ye , Deng Cai , Xiaofei He , Jie Wang

Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…

Machine Learning · Statistics 2024-01-03 Ryan Thompson , Amir Dezfouli , Robert Kohn

Mixture models are widely used to fit complex and multimodal datasets. In this paper we study mixtures with high dimensional sparse latent parameter vectors and consider the problem of support recovery of those vectors. While parameter…

Machine Learning · Computer Science 2022-09-13 Arya Mazumdar , Soumyabrata Pal

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…

Statistics Theory · Mathematics 2019-07-04 David Gamarnik , Julia Gaudio

The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series…

Machine Learning · Statistics 2020-06-24 Panagiotis Tsilifis , Iason Papaioannou , Daniel Straub , Fabio Nobile

Compressive Sensing (CS) is a new technique for the efficient acquisition of signals, images, and other data that have a sparse representation in some basis, frame, or dictionary. By sparse we mean that the N-dimensional basis…

Information Theory · Computer Science 2015-05-18 Chinmay Hegde , Richard G. Baraniuk

Nonlinear aeroelastic reduced-order models (ROMs) based on machine learning or artificial intelligence algorithms can be complex and computationally demanding to train, meaning that for practical aeroelastic applications, the conservative…

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