Related papers: A robust l_1 penalized DOA estimator
We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least squares problems,…
As one of the most popular linear subspace learning methods, the Linear Discriminant Analysis (LDA) method has been widely studied in machine learning community and applied to many scientific applications. Traditional LDA minimizes the…
There is a clear need for efficient algorithms to tune hyperparameters for statistical learning schemes, since the commonly applied search methods (such as grid search with N-fold cross-validation) are inefficient and/or approximate.…
The Lasso is a computationally efficient regression regularization procedure that can produce sparse estimators when the number of predictors (p) is large. Oracle inequalities provide probability loss bounds for the Lasso estimator at a…
Distributionally Robust Optimization (DRO), as a popular method to train robust models against distribution shift between training and test sets, has received tremendous attention in recent years. In this paper, we propose and analyze…
Achieving high-resolution Direction of Arrival (DoA) recovery typically requires high Signal to Noise Ratio (SNR) and a sufficiently large number of snapshots. This paper presents NUV-DoA algorithm, that augments Bayesian sparse…
The $\ell_1$-penalized method, or the Lasso, has emerged as an important tool for the analysis of large data sets. Many important results have been obtained for the Lasso in linear regression which have led to a deeper understanding of…
We address the problem of search-free DOA estimation from a single noisy snapshot for sensor arrays of arbitrary geometry, by extending a method of gridless super-resolution beamforming to arbitrary arrays with noisy measurements. The…
We address the problem of robust sparse estimation of the precision matrix for heavy-tailed distributions in high-dimensional settings. In such high-dimensional contexts, we observe that the covariance matrix can be approximated by a…
In many scientific studies, it becomes increasingly important to delineate the causal pathways through a large number of mediators, such as genetic and brain mediators. Structural equation modeling (SEM) is a popular technique to estimate…
Stochastic Maximum Likelihood (SML) is a popular direction of arrival (DOA) estimation technique in array signal processing. It is a parametric method that jointly estimates signal and instrument noise by maximum likelihood, achieving…
General purpose optimization routines such as nlminb, optim (R) or nlmixed (SAS) are frequently used to estimate model parameters in nonstandard distributions. This paper presents Particle Swarm Optimization (PSO), as an alternative to many…
We consider a class of sparsity-inducing optimization problems whose constraint set is regularizer-compatible, in the sense that, the constraint set becomes easy-to-project-onto after a coordinate transformation induced by the…
We propose a generalized formulation of direction of arrival estimation that includes many existing methods such as steered response power, subspace, coherent and incoherent, as well as speech sparsity-based methods. Unlike most…
The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…
The LASSO is an attractive regularisation method for linear regression that combines variable selection with an efficient computation procedure. This paper is concerned with enhancing the performance of LASSO for square-free hierarchical…
We propose a deep neural network (DNN) based least distance (LD) estimator (DNN-LD) for a multivariate regression problem, addressing the limitations of the conventional methods. Due to the flexibility of a DNN structure, both linear and…
The directions of arrival (DOA) of plane waves are estimated from multi-snapshot sensor array data using Sparse Bayesian Learning (SBL). The prior source amplitudes is assumed independent zero-mean complex Gaussian distributed with…
In additive models with many nonparametric components, a number of regularized estimators have been proposed and proven to attain various error bounds under different combinations of sparsity and fixed smoothness conditions. Some of these…
We apply the network Lasso to classify partially labeled data points which are characterized by high-dimensional feature vectors. In order to learn an accurate classifier from limited amounts of labeled data, we borrow statistical strength,…