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Greedy algorithms are popular in compressive sensing for their high computational efficiency. But the performance of current greedy algorithms can be degenerated seriously by noise (both multiplicative noise and additive noise). A robust…

Information Theory · Computer Science 2014-02-10 Yurrit Avonds , Yipeng Liu , Sabine Van Huffel

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the…

Information Theory · Computer Science 2023-07-19 Gabor Braun , Sebastian Pokutta , Yao Xie

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

Statistics Theory · Mathematics 2024-02-14 Xiaoou Li , Hongru Zhao

We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in…

Machine Learning · Computer Science 2019-04-25 Kaito Fujii , Shinsaku Sakaue

Test-time data augmentation$-$averaging the predictions of a machine learning model across multiple augmented samples of data$-$is a widely used technique that improves the predictive performance. While many advanced learnable data…

Machine Learning · Statistics 2020-06-23 Dmitry Molchanov , Alexander Lyzhov , Yuliya Molchanova , Arsenii Ashukha , Dmitry Vetrov

The realisation of sensing modalities based on the principles of compressed sensing is often hindered by discrepancies between the mathematical model of its sensing operator, which is necessary during signal recovery, and its actual…

Information Theory · Computer Science 2018-02-21 Valerio Cambareri , Amirafshar Moshtaghpour , Laurent Jacques

We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…

Numerical Analysis · Mathematics 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

Optimization of sensor selection has been studied to monitor complex and large-scale systems with data-driven linear reduced-order modeling. An algorithm for greedy sensor selection is presented under the assumption of correlated noise in…

Signal Processing · Electrical Eng. & Systems 2022-07-14 Keigo Yamada , Yuji Saito , Taku Nonomura , Keisuke Asai

In the context of Gaussian conditioning, greedy algorithms iteratively select the most informative measurements, given an observed Gaussian random variable. However, the convergence analysis for conditioning Gaussian random variables…

Statistics Theory · Mathematics 2025-02-18 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Optimization and Control · Mathematics 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

We study adaptive combinatorial maximization, which is a core challenge in machine learning, with applications in active learning as well as many other domains. We study the Bayesian setting, and consider the objectives of maximization…

Machine Learning · Computer Science 2025-10-09 Shlomi Weitzman , Sivan Sabato

Utilizing the capabilities of configurable sensing systems requires addressing difficult information gathering problems. Near-optimal approaches exist for sensing systems without internal states. However, when it comes to optimizing the…

Systems and Control · Computer Science 2013-09-24 Nikolay Atanasov , Jerome Le Ny , Kostas Daniilidis , George J. Pappas

A major problem in data augmentation is to ensure that the generated new samples cover the search space. This is a challenging problem and requires exploration for data augmentation policies to ensure their effectiveness in covering the…

Machine Learning · Computer Science 2020-10-08 Alireza Naghizadeh , Mohammadsajad Abavisani , Dimitris N. Metaxas

Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

Greedy-GQ is an off-policy two timescale algorithm for optimal control in reinforcement learning. This paper develops the first finite-sample analysis for the Greedy-GQ algorithm with linear function approximation under Markovian noise. Our…

Machine Learning · Computer Science 2020-05-21 Yue Wang , Shaofeng Zou

We address an optimal sensor placement problem through Bayesian experimental design for seismic full waveform inversion for the recovery of the associated moment tensor. The objective is that of optimally choosing the location of the…

We study the problem of distributed state estimation in a network of sensing units that can exchange their measurements but the rate of communication between the units is constrained. The units collect noisy, possibly only partial…

Signal Processing · Electrical Eng. & Systems 2018-07-23 Abolfazl Hashemi , Osman Fatih Kilic , Haris Vikalo

We consider the problem of studying the performance of greedy algorithm on sensor selection problem for stable linear systems with Kalman Filter. Specifically, the objective is to find the system parameters that affects the performance of…

Data Structures and Algorithms · Computer Science 2017-07-10 Jingyuan Liu

This paper examines the problem of adaptive influence maximization in social networks. As adaptive decision making is a time-critical task, a realistic feedback model has been considered, called myopic. In this direction, we propose the…

Social and Information Networks · Computer Science 2018-07-09 Guillaume Salha , Nikolaos Tziortziotis , Michalis Vazirgiannis

Greedy Pursuits are very popular in Compressed Sensing for sparse signal recovery. Though many of the Greedy Pursuits possess elegant theoretical guarantees for performance, it is well known that their performance depends on the statistical…

Applications · Statistics 2012-06-20 Sooraj K. Ambat , Saikat Chatterjee , K. V. S. Hari
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