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In recent years, a rich variety of regularization procedures have been proposed for high dimensional regression problems. However, tuning parameter choice and computational efficiency in ultra-high dimensional problems remain vexing issues.…

Computation · Statistics 2012-01-18 Hua Zhou , Artin Armagan , David B. Dunson

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

Natural signals and images are well-known to be approximately sparse in transform domains such as Wavelets and DCT. This property has been heavily exploited in various applications in image processing and medical imaging. Compressed sensing…

Machine Learning · Computer Science 2015-10-26 Saiprasad Ravishankar , Yoram Bresler

Compressive sensing is a technique to sample signals well below the Nyquist rate using linear measurement operators. In this paper we present an algorithm for signal reconstruction given such a set of measurements. This algorithm…

Information Theory · Computer Science 2009-06-08 Graeme Pope

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Phase retrieval algorithms have become an important component in many modern computational imaging systems. For instance, in the context of ptychography and speckle correlation imaging, they enable imaging past the diffraction limit and…

Machine Learning · Statistics 2018-07-03 Christopher A. Metzler , Philip Schniter , Ashok Veeraraghavan , Richard G. Baraniuk

Object Classification is a key direction of research in signal and image processing, computer vision and artificial intelligence. The goal is to come up with algorithms that automatically analyze images and put them in predefined…

Computer Vision and Pattern Recognition · Computer Science 2018-12-31 Tiep Huu Vu

Compressed sensing has a wide range of applications that include error correction, imaging, radar and many more. Given a sparse signal in a high dimensional space, one wishes to reconstruct that signal accurately and efficiently from a…

Numerical Analysis · Mathematics 2009-05-28 Deanna Needell

The demand for extracting rules from high dimensional real world data is increasing in various fields. However, the possible redundancy of such data sometimes makes it difficult to obtain a good generalization ability for novel samples. To…

Disordered Systems and Neural Networks · Physics 2009-11-11 Shinsuke Uda , Yoshiyuki Kabashima

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

Many real-world phenomena are observed at multiple resolutions. Predictive models designed to predict these phenomena typically consider different resolutions separately. This approach might be limiting in applications where predictions are…

Machine Learning · Computer Science 2020-01-07 Guruprasad Nayak , Rahul Ghosh , Xiaowei Jia , Varun Mithal , Vipin Kumar

Due to excessive need for faster propagations of signals and necessity to reduce number of measurements and rapidly increase efficiency, new sensing theories have been proposed. Conventional sampling approaches that follow Shannon-Nyquist…

Signal Processing · Electrical Eng. & Systems 2019-02-21 Milan Resetar , Gojko Ratkovic , Svetlana Zecevic

In this chapter, we discuss recent work on learning sparse approximations to high-dimensional functions on data, where the target functions may be scalar-, vector- or even Hilbert space-valued. Our main objective is to study how the…

Numerical Analysis · Mathematics 2022-02-08 Ben Adcock , Juan M. Cardenas , Nick Dexter , Sebastian Moraga

We propose a penalized likelihood framework for estimating multiple precision matrices from different classes. Most existing methods either incorporate no information on relationships between the precision matrices, or require this…

Machine Learning · Statistics 2020-03-03 Bradley S. Price , Aaron J. Molstad , Ben Sherwood

Hyperspectral image (HSI) super-resolution is commonly used to overcome the hardware limitations of existing hyperspectral imaging systems on spatial resolution. It fuses a low-resolution (LR) HSI and a high-resolution (HR) conventional…

Image and Video Processing · Electrical Eng. & Systems 2021-04-27 Xiuheng Wang , Jie Chen , Qi Wei , Cédric Richard

This paper studies sequential methods for recovery of sparse signals in high dimensions. When compared to fixed sample size procedures, in the sparse setting, sequential methods can result in a large reduction in the number of samples…

Information Theory · Computer Science 2014-10-07 Matthew L. Malloy , Robert Nowak

Interpretable classification of time series presents significant challenges in high dimensions. Traditional feature selection methods in the frequency domain often assume sparsity in spectral density matrices (SDMs) or their inverses, which…

Machine Learning · Statistics 2024-08-19 Sarbojit Roy , Malik Shahid Sultan , Hernando Ombao
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