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In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

We develop adaptive replicated designs for Gaussian process metamodels of stochastic experiments. Adaptive batching is a natural extension of sequential design heuristics with the benefit of replication growing as response features are…

Machine Learning · Statistics 2021-07-14 Xiong Lyu , Mike Ludkovski

We consider faithfully combining phase retrieval with classical compressed sensing. Inspired by the recent novel formulation for phase retrieval called PhaseMax, we present and analyze SparsePhaseMax, a linear program for phaseless…

Information Theory · Computer Science 2017-03-06 Paul Hand , Vladislav Voroninski

In compressed sensing one measures sparse signals directly in a compressed form via a linear transform and then reconstructs the original signal. However, it is often the case that the linear transform itself is known only approximately, a…

Information Theory · Computer Science 2013-11-13 Florent Krzakala , Marc Mézard , Lenka Zdeborová

We develop an online probabilistic metric-semantic mapping approach for mobile robot teams relying on streaming RGB-D observations. The generated maps contain full continuous distributional information about the geometric surfaces and…

Robotics · Computer Science 2021-03-31 Ehsan Zobeidi , Alec Koppel , Nikolay Atanasov

We consider a simulation optimization problem for a context-dependent decision-making. A Gaussian mixture model is proposed to capture the performance clustering phenomena of context-dependent designs. Under a Bayesian framework, we develop…

Methodology · Statistics 2020-12-15 Haidong Li , Henry Lam , Yijie Peng

We develop a new efficient methodology for Bayesian global sensitivity analysis for large-scale multivariate data. The focus is on computationally demanding models with correlated variables. A multivariate Gaussian process is used as a…

Methodology · Statistics 2022-01-25 Oluwole Oyebamiji , Christopher Nemeth , Paula Harrison , Rob Dunford , George Cojocaru

Compressive sensing is a promising solution for the channel estimation in multiple-input multiple-output (MIMO) systems with large antenna arrays and constrained hardware. Utilizing site-specific channel data from real-world systems, deep…

Signal Processing · Electrical Eng. & Systems 2024-05-14 Hao Luo , Ahmed Alkhateeb

Additive spatial statistical models with weakly stationary process assumptions have become standard in spatial statistics. However, one disadvantage of such models is the computation time, which rapidly increases with the number of data…

Methodology · Statistics 2024-10-18 Sudipto Saha , Jonathan R. Bradley

We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Information Theory · Computer Science 2012-08-15 Sundeep Rangan

Compressive sensing is the newly emerging method in information technology that could impact array beamforming and the associated engineering applications. However, practical measurements are inevitably polluted by noise from external…

Information Theory · Computer Science 2013-07-12 Siyang Zhong , Xun Huang

In this work, we consider compressed sensing reconstruction from $M$ measurements of $K$-sparse structured signals which do not possess a writable correlation model. Assuming that a generative statistical model, such as a Boltzmann machine,…

Information Theory · Computer Science 2017-03-24 Eric W. Tramel , Andre Manoel , Francesco Caltagirone , Marylou Gabrié , Florent Krzakala

In this study we develop dimension-reduction techniques to accelerate diffusion model inference in the context of synthetic data generation. The idea is to integrate compressed sensing into diffusion models (hence, CSDM): First, compress…

Machine Learning · Statistics 2025-09-30 Zhengyi Guo , Jiatu Li , Wenpin Tang , David D. Yao

Unsupervised learning has been widely used in many real-world applications. One of the simplest and most important unsupervised learning models is the Gaussian mixture model (GMM). In this work, we study the multi-task learning problem on…

Machine Learning · Statistics 2025-12-29 Ye Tian , Haolei Weng , Lucy Xia , Yang Feng

Compressed sensing aims to undersample certain high-dimensional signals, yet accurately reconstruct them by exploiting signal characteristics. Accurate reconstruction is possible when the object to be recovered is sufficiently sparse in a…

Information Theory · Computer Science 2015-05-13 David L. Donoho , Arian Maleki , Andrea Montanari

In this work, we present a new perspective on the origin and interpretation of adaptive filters. By applying Bayesian principles of recursive inference from the state-space model and using a series of simplifications regarding the structure…

Information Retrieval · Computer Science 2025-07-02 Leszek Szczecinski , Jacob Benesty , Eduardo Vinicius Kuhn

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Markov Chain Monte Carlo methods are widely used in signal processing and communications for statistical inference and stochastic optimization. In this work, we introduce an efficient adaptive Metropolis-Hastings algorithm to draw samples…

Computation · Statistics 2016-03-17 David Luengo , Luca Martino

Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

This paper presents a novel, model-based compressive antenna design method for high sensing capacity imaging applications. Given a set of design constraints, the method maximizes the sensing capacity of the compressive antenna by varying…

Optimization and Control · Mathematics 2015-10-06 Richard Obermeier , Jose Angel Martinez-Lorenzo
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