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Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Methodology · Statistics 2023-04-10 Ayanendranath Basu , Abhik Ghosh , María Jaenada , Leandro Pardo

We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…

Methodology · Statistics 2025-02-28 Samhita Pal , Subhashis Ghoshal

Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…

Machine Learning · Computer Science 2021-06-14 Sebastian Ament , Carla Gomes

This paper studies the problem of recovering a signal from one-bit compressed sensing measurements under a manifold model; that is, assuming that the signal lies on or near a manifold of low intrinsic dimension. We provide a convex recovery…

Information Theory · Computer Science 2020-07-24 Mark A. Iwen , Felix Krahmer , Sara Krause-Solberg , Johannes Maly

Unlike compressive sensing where the measurement outputs are assumed to be real-valued and have infinite precision, in "one-bit compressive sensing", measurements are quantized to one bit, their signs. In this work, we show how to recover…

Information Theory · Computer Science 2017-05-03 Jayadev Acharya , Arnab Bhattacharyya , Pritish Kamath

We investigate the signal reconstruction performance of sparse linear regression in the presence of noise when piecewise continuous nonconvex penalties are used. Among such penalties, we focus on the SCAD penalty. The contributions of this…

Machine Learning · Statistics 2020-01-08 Tomoyuki Obuchi , Ayaka Sakata

Sparse regression methods have been proven effective in a wide range of signal processing problems such as image compression, speech coding, channel equalization, linear regression and classification. In this paper a new convex method of…

Optimization and Control · Mathematics 2018-03-07 Victor Stefan Aldea

In this paper, the estimation problem for sparse reduced rank regression (SRRR) model is considered. The SRRR model is widely used for dimension reduction and variable selection with applications in signal processing, econometrics, etc. The…

Machine Learning · Statistics 2018-03-21 Ziping Zhao , Daniel P. Palomar

A new framework of compressive sensing (CS), namely statistical compressive sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution and achieving accurate reconstruction on average, is…

Computer Vision and Pattern Recognition · Computer Science 2010-10-22 Guoshen Yu , Guillermo Sapiro

Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with an $\ell_0$ constraint restricting the support of the…

Machine Learning · Statistics 2020-10-20 Alper Atamturk , Andres Gomez

Suppose the signal x is realized by driving a k-sparse signal u through an arbitrary unknown stable discrete-linear time invariant system H. These types of processes arise naturally in Reflection Seismology. In this paper we are interested…

Information Theory · Computer Science 2016-09-08 V. Saligrama , M. Zhao

A robust and sparse estimator for multinomial regression is proposed for high dimensional data. Robustness of the estimator is achieved by trimming the observations, and sparsity of the estimator is obtained by the elastic net penalty,…

Methodology · Statistics 2022-05-25 Fatma Sevinç Kurnaz , Peter Filzmoser

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

Compressive Sensing (CS) exploits the surprising fact that the information contained in a sparse signal can be preserved in a small number of compressive, often random linear measurements of that signal. Strong theoretical guarantees have…

Information Theory · Computer Science 2014-05-02 Armin Eftekhari , Michael B. Wakin

Over the past years, there are increasing interests in recovering the signals from undersampling data where such signals are sparse under some orthogonal dictionary or tight framework, which is referred to be sparse synthetic model. More…

Information Theory · Computer Science 2012-02-10 Lianlin Li

Convex potential minimisation is the de facto approach to binary classification. However, Long and Servedio [2010] proved that under symmetric label noise (SLN), minimisation of any convex potential over a linear function class can result…

Machine Learning · Computer Science 2015-05-29 Brendan van Rooyen , Aditya Krishna Menon , Robert C. Williamson

We consider the problem of recovering a signal $\mathbf{x}^* \in \mathbf{R}^n$, from magnitude-only measurements $y_i = |\left\langle\mathbf{a}_i,\mathbf{x}^*\right\rangle|$ for $i=[m]$. Also called the phase retrieval, this is a…

Machine Learning · Statistics 2017-11-28 Gauri Jagatap , Chinmay Hegde

This paper studies a formulation of 1-bit Compressed Sensing (CS) problem based on the maximum likelihood estimation framework. In order to solve the problem we apply the recently proposed Gradient Support Pursuit algorithm, with a minor…

Information Theory · Computer Science 2013-04-25 Sohail Bahmani , Petros T. Boufounos , Bhiksha Raj

In this paper, we consider the problem of sparse signal detection based on partial support set estimation with compressive measurements in a distributed network. Multiple nodes in the network are assumed to observe sparse signals which…

Applications · Statistics 2016-08-10 Thakshila Wimalajeewa , Pramod K. Varshney

In this paper we develop a theory of matrix completion for the extreme case of noisy 1-bit observations. Instead of observing a subset of the real-valued entries of a matrix M, we obtain a small number of binary (1-bit) measurements…

Statistics Theory · Mathematics 2014-07-02 Mark A. Davenport , Yaniv Plan , Ewout van den Berg , Mary Wootters