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We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements…

Machine Learning · Statistics 2012-06-05 V. N. Temlyakov

In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…

Statistics Theory · Mathematics 2016-02-08 Alessio Sancetta

Remarkable properties of Compressed sensing (CS) has led researchers to utilize it in various other fields where a solution to an underdetermined system of linear equations is needed. One such application is in the area of array signal…

Information Theory · Computer Science 2018-01-26 Abhishek Aich , P. Palanisamy

Greedy algorithms for feature selection are widely used for recovering sparse high-dimensional vectors in linear models. In classical procedures, the main emphasis was put on the sample complexity, with little or no consideration of the…

Machine Learning · Statistics 2021-02-11 El Mehdi Saad , Gilles Blanchard , Sylvain Arlot

Spike and Slab priors have been of much recent interest in signal processing as a means of inducing sparsity in Bayesian inference. Applications domains that benefit from the use of these priors include sparse recovery, regression and…

Machine Learning · Computer Science 2016-10-27 Tiep H. Vu , Hojjat S. Mousavi , Vishal Monga

Greedy algorithms are central to sparse approximation and stage-wise learning methods such as matching pursuit and boosting. It is known that the Power-Relaxed Greedy Algorithm with step sizes $m^{-\alpha}$ may fail to converge when…

Machine Learning · Computer Science 2026-03-10 Pablo M. Berná

Within the Compressive Sensing (CS) paradigm, sparse signals can be reconstructed based on a reduced set of measurements. Reliability of the solution is determined by the uniqueness condition. With its mathematically tractable and feasible…

Information Theory · Computer Science 2021-07-07 Ljubisa Stankovic , Milos Brajovic , Danilo Mandic , Isidora Stankovic , Milos Dakovic

Representing signals with sparse vectors has a wide range of applications that range from image and video coding to shape representation and health monitoring. In many applications with real-time requirements, or that deal with…

Quantum Physics · Physics 2022-08-09 Armando Bellante , Stefano Zanero

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

We study the problem of optimal traffic prediction and monitoring in large-scale networks. Our goal is to determine which subset of K links to monitor in order to "best" predict the traffic on the remaining links in the network. We consider…

Data Structures and Algorithms · Computer Science 2013-12-04 Michael Kallitsis , Stilian Stoev , George Michailidis

Sparse representation of astronomical images is discussed. It is shown that a significant gain in sparsity is achieved when particular mixed dictionaries are used for approximating these types of images with greedy selection strategies.…

Mathematical Physics · Physics 2015-06-11 Laura Rebollo-Neira , James Bowley

Compressed sensing (CS) schemes are proposed for monostatic as well as synthetic aperture radar (SAR) imaging with chirped signals and Ultra-Narrowband (UNB) continuous waveforms. In particular, a simple, perturbation method is developed to…

Data Analysis, Statistics and Probability · Physics 2015-06-11 Albert Fannjiang , Hsiao-Chieh Tseng

Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same…

Machine Learning · Computer Science 2016-10-28 Eva L. Dyer , Aswin C. Sankaranarayanan , Richard G. Baraniuk

An approach for effective implementation of greedy selection methodologies, to approximate an image partitioned into blocks, is proposed. The method is specially designed for approximating partitions on a transformed image. It evolves by…

Computer Vision and Pattern Recognition · Computer Science 2015-06-17 Laura Rebollo-Neira , Ryszard Maciol , Shabnam Bibi

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Machine Learning · Computer Science 2020-08-26 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter

Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for…

Optimization and Control · Mathematics 2019-11-21 Cyrille W. Combettes , Sebastian Pokutta

We propose a Monte-Carlo-based method for reconstructing sparse signals in the formulation of sparse linear regression in a high-dimensional setting. The basic idea of this algorithm is to explicitly select variables or covariates to…

Machine Learning · Statistics 2021-02-01 Kao Hayashi , Tomoyuki Obuchi , Yoshiyuki Kabashima

We study greedy-type algorithms such that at a greedy step we pick several dictionary elements contrary to a single dictionary element in standard greedy-type algorithms. We call such greedy algorithms {\it super greedy algorithms}. The…

Numerical Analysis · Mathematics 2010-10-27 Entao Liu , Vladimir N. Temlyakov

Large-scale data collections in the wild, are invariably noisy. Thus developing data pruning strategies that remain robust even in the presence of corruption is critical in practice. In this work, we propose Geometric Median ($\gm$)…

Machine Learning · Computer Science 2025-01-20 Anish Acharya , Inderjit S Dhillon , Sujay Sanghavi

In this paper, the joint support recovery of several sparse signals whose supports present similarities is examined. Each sparse signal is acquired using the same noisy linear measurement process, which returns fewer observations than the…

Information Theory · Computer Science 2017-02-20 Jean-François Determe , Jérôme Louveaux , Laurent Jacques , François Horlin