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In many problem settings, parameter vectors are not merely sparse but dependent in such a way that non-zero coefficients tend to cluster together. We refer to this form of dependency as "region sparsity." Classical sparse regression…

Machine Learning · Statistics 2019-01-28 Anqi Wu , Oluwasanmi Koyejo , Jonathan W. Pillow

Compressed sensing (CS) is a sampling theory that allows reconstruction of sparse (or compressible) signals from an incomplete number of measurements, using of a sensing mechanism implemented by an appropriate projection matrix. The CS…

Computer Vision and Pattern Recognition · Computer Science 2017-08-29 Duc Minh Nguyen , Evaggelia Tsiligianni , Nikos Deligiannis

Sparse adaptive filtering has gained much attention due to its wide applicability in the field of signal processing. Among the main algorithm families, sparse norm constraint adaptive filters develop rapidly in recent years. However, when…

Systems and Control · Computer Science 2015-09-29 Yong Feng , Fei Chen , Rui Zeng , Jiasong Wu , Huazhong Shu

Vector valued data appearing in concrete applications often possess sparse expansions with respect to a preassigned frame for each vector component individually. Additionally, different components may also exhibit common sparsity patterns.…

Numerical Analysis · Mathematics 2007-05-23 Massimo Fornasier , Holger Rauhut

The additive partially linear model (APLM) combines the flexibility of nonparametric regression with the parsimony of regression models, and has been widely used as a popular tool in multivariate nonparametric regression to alleviate the…

Methodology · Statistics 2019-03-19 Xinyi Li , Li Wang , Dan Nettleton

Compressed sensing (CS) is a valuable technique for reconstructing measurements in numerous domains. CS has not yet gained widespread adoption in scanning tunneling microscopy (STM), despite potentially offering the advantages of lower…

Mesoscale and Nanoscale Physics · Physics 2022-02-09 Brian E. Lerner , Anayeli Flores-Garibay , Benjamin J. Lawrie , Petro Maksymovych

In this work we study convergence properties of sparse polynomial approximations for a class of affine parametric saddle point problems. Such problems can be found in many computational science and engineering fields, including the Stokes…

Numerical Analysis · Mathematics 2018-09-28 Peng Chen , Omar Ghattas

Partial Least Squares (PLS) regression emerged as an alternative to ordinary least squares for addressing multicollinearity in a wide range of scientific applications. As multidimensional tensor data is becoming more widespread, tensor…

Methodology · Statistics 2024-10-11 Kwangmoon Park , Sündüz Keleş

To accelerate kernel methods, we propose a near input sparsity time algorithm for sampling the high-dimensional feature space implicitly defined by a kernel transformation. Our main contribution is an importance sampling method for…

Data Structures and Algorithms · Computer Science 2020-07-15 David P. Woodruff , Amir Zandieh

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

In genetic studies, not only can the number of predictors obtained from microarray measurements be extremely large, there can also be multiple response variables. Motivated by such a situation, we consider semiparametric dimension reduction…

Methodology · Statistics 2013-09-25 Heng Lian , Shujie Ma

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

Information Theory · Computer Science 2014-07-28 Samet Oymak , Amin Jalali , Maryam Fazel , Yonina C. Eldar , Babak Hassibi

High resolution microarrays and second-generation sequencing platforms are powerful tools to investigate genome-wide alterations in DNA copy number, methylation and gene expression associated with a disease. An integrated genomic profiling…

Applications · Statistics 2013-04-22 Ronglai Shen , Sijian Wang , Qianxing Mo

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

Transfer learning techniques aim to leverage information from multiple related datasets to enhance prediction quality against a target dataset. Such methods have been adopted in the context of high-dimensional sparse regression, and some…

Machine Learning · Statistics 2025-01-31 Koki Okajima , Tomoyuki Obuchi

Sparse regression is frequently employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data that hampers both feature selection and estimation is the presence of strong correlations between…

Methodology · Statistics 2021-03-25 Ankit Kumar , Sharmodeep Bhattacharyya , Kristofer Bouchard

Relating a set of variables X to a response y is crucial in chemometrics. A quantitative prediction objective can be enriched by qualitative data interpretation, for instance by locating the most influential features. When high-dimensional…

Machine Learning · Statistics 2023-04-21 Louna Alsouki , Laurent Duval , Clément Marteau , Rami El Haddad , François Wahl

Approximation of high-dimensional functions is a problem in many scientific fields that is only feasible if advantageous structural properties, such as sparsity in a given basis, can be exploited. A relevant tool for analysing sparse…

Numerical Analysis · Mathematics 2023-10-16 Philipp Trunschke , Anthony Nouy , Martin Eigel

It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

Machine Learning · Statistics 2024-02-26 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi
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