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We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Statistics Theory · Mathematics 2022-05-10 T. Tony Cai , Anru R. Zhang , Yuchen Zhou

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

Data Analysis, Statistics and Probability · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia , Martin Rypdal

This paper investigates the effect of the design matrix on the ability (or inability) to estimate a sparse parameter in linear regression. More specifically, we characterize the optimal rate of estimation when the smallest singular value of…

Statistics Theory · Mathematics 2024-02-02 Reese Pathak , Cong Ma

Sparse linear regression is a vast field and there are many different algorithms available to build models. Two new papers published in Statistical Science study the comparative performance of several sparse regression methodologies,…

Machine Learning · Computer Science 2021-02-10 Owais Sarwar , Benjamin Sauk , Nikolaos V. Sahinidis

This paper considers the problem of estimating the channel response (or Green's function) between multiple source-receiver pairs. Typically, the channel responses are estimated one-at-a-time: a single source sends out a known probe signal,…

Numerical Analysis · Mathematics 2015-05-18 Justin Romberg , Ramesh Neelamani

We present a photon counting experiment designed for an undergraduate physics laboratory. The statistics of the number of photons of a pseudo-thermal light source is studied in two limiting cases: much longer and much shorter than the…

Optics · Physics 2009-11-13 M. L. Martinez Ricci , J. Mazzaferri , A. V. Bragas , O. E. Martinez

The analysis of physical measurements often copes with highly correlated noises and interruptions caused by outliers, saturation events or transmission losses. We assess the impact of missing data on the performance of linear regression…

General Relativity and Quantum Cosmology · Physics 2015-06-24 Q. Baghi , G. Métris , J. Bergé , B. Christophe , P. Touboul , M. Rodrigues

In this paper we present a linear programming solution for sign pattern recovery of a sparse signal from noisy random projections of the signal. We consider two types of noise models, input noise, where noise enters before the random…

Information Theory · Computer Science 2015-03-13 V. Saligrama , M. Zhao

The challenge of imbalanced soil nutrient datasets significantly hampers accurate predictions of soil fertility. To tackle this, a new method is suggested in this research, combining Uniform Manifold Approximation and Projection (UMAP) with…

Artificial Intelligence · Computer Science 2024-09-11 R V Raghavendra Rao , U Srinivasulu Reddy

X-ray and gamma fluxes from the high intensity laser-plasma interaction are extremely short, well beyond temporal resolution of any detectors. If laser pulses come repetitively, the single photon counting technique allows to accumulate the…

Plasma Physics · Physics 2023-04-12 A. Zavorotnyi , A. Savel'ev

The non-perfect factors of practical photon-counting receiver are recognized as a significant challenge for long-distance photon-limited free-space optical (FSO) communication systems. This paper presents a comprehensive analytical…

Signal Processing · Electrical Eng. & Systems 2024-08-27 Chen Wang , Zhiyong Xu , Jingyuan Wang , Jianhua Li , Weifeng Mou , Huatao Zhu , Jiyong Zhao , Yang Su , Yimin Wang , Ailin Qi

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

This paper considers the noisy sparse phase retrieval problem: recovering a sparse signal $x \in \mathbb{R}^p$ from noisy quadratic measurements $y_j = (a_j' x )^2 + \epsilon_j$, $j=1, \ldots, m$, with independent sub-exponential noise…

Statistics Theory · Mathematics 2015-06-11 T. Tony Cai , Xiaodong Li , Zongming Ma

In a macroscopic realm, in which photons are too many for being counted by any photon counting detector, photon statistics can be measured by using detectors simply endowed with linear response. We insert one of such detectors in a…

Quantum Physics · Physics 2009-06-16 Alessandra Andreoni , Maria Bondani

The paper considers a Cox process where the stochastic intensity function for the Poisson data model is itself a non-homogeneous Poisson process. We show that it is possible to obtain the marginal data process, namely a non-homogeneous…

Methodology · Statistics 2023-04-17 Shuying Wang , Stephen G. Walker

We propose an image deconvolution algorithm when the data is contaminated by Poisson noise. The image to restore is assumed to be sparsely represented in a dictionary of waveforms such as the wavelet or curvelet transform. Our key…

Optimization and Control · Mathematics 2008-03-25 François-Xavier Dupé , Jalal Fadili , Jean Luc Starck

We propose a way to remove the bias of a Poisson regression when the subjects are partially observed. In this paper we address this issue under certain assumptions about the missing-data generating process. We fix the total number of…

Statistics Theory · Mathematics 2014-07-08 Seyed Jalil Kazemitabar

Motivated by questions in lossy data compression and by theoretical considerations, we examine the problem of estimating the rate-distortion function of an unknown (not necessarily discrete-valued) source from empirical data. Our focus is…

Information Theory · Computer Science 2013-01-18 M. T. Harrison , I. Kontoyiannis

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

In this paper, we propose a modified Newton-Raphson algorithm to estimate the frequency parameter in the fundamental frequency model in presence of an additive stationary error. The proposed estimator is super efficient in nature in the…

Statistics Theory · Mathematics 2018-12-19 Swagata Nandi , Debasis Kundu
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