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We study the problem of exact support recovery for high-dimensional sparse linear regression under independent Gaussian design when the signals are weak, rare, and possibly heterogeneous. Under a suitable scaling of the sample size and…

Statistics Theory · Mathematics 2023-07-19 Saptarshi Roy , Ambuj Tewari , Ziwei Zhu

This paper studies the joint support recovery of similar sparse vectors on the basis of a limited number of noisy linear measurements, i.e., in a multiple measurement vector (MMV) model. The additive noise signals on each measurement vector…

Information Theory · Computer Science 2015-06-18 J. F. Determe , J. Louveaux , L. Jacques , F. Horlin

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

Decision trees are widely used for their low computational cost, good predictive performance, and ability to assess the importance of features. Though often used in practice for feature selection, the theoretical guarantees of these methods…

Machine Learning · Statistics 2023-03-09 Kiarash Banihashem , MohammadTaghi Hajiaghayi , Max Springer

We describe the Greedy Sparse Subspace Clustering (GSSC) algorithm providing an efficient method for clustering data belonging to a few low-dimensional linear or affine subspaces from incomplete corrupted and noisy data. We provide…

Numerical Analysis · Mathematics 2013-04-17 Alexander Petukhov , Inna Kozlov

Tropp's analysis of Orthogonal Matching Pursuit (OMP) using the Exact Recovery Condition (ERC) is extended to a first exact recovery analysis of Orthogonal Least Squares (OLS). We show that when the ERC is met, OLS is guaranteed to exactly…

Computation · Statistics 2013-04-25 Charles Soussen , Rémi Gribonval , Jérôme Idier , Cédric Herzet

Feature selection for predictive analytics is the problem of identifying a minimal-size subset of features that is maximally predictive of an outcome of interest. To apply to molecular data, feature selection algorithms need to be scalable…

Machine Learning · Statistics 2020-04-02 Michail Tsagris , Zacharias Papadovasilakis , Kleanthi Lakiotaki , Ioannis Tsamardinos

In this paper, by exploiting the special features of temporal correlations of dynamic sparse channels that path delays change slowly over time but path gains evolve faster, we propose the structured matching pursuit (SMP) algorithm to…

Information Theory · Computer Science 2015-07-21 Xudong Zhu , Linglong Dai , Guan Gui , Wei Dai , Zhaocheng Wang , Fumiyuki Adachi

Direction of Arrival (DOA) estimation of mixed uncorrelated and coherent sources is a long existing challenge in array signal processing. Application of compressive sensing to array signal processing has opened up an exciting class of…

Signal Processing · Electrical Eng. & Systems 2018-09-10 Abhishek Aich , P. Palanisamy

The performance of Orthogonal Matching Pursuit (OMP) for variable selection is analyzed for random designs. When contrasted with the deterministic case, since the performance is here measured after averaging over the distribution of the…

Machine Learning · Statistics 2011-09-06 Antony Joseph

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

This paper is concerned with the performance of Orthogonal Matching Pursuit (OMP) algorithms applied to a dictionary $\mathcal{D}$ in a Hilbert space $\mathcal{H}$. Given an element $f\in \mathcal{H}$, OMP generates a sequence of…

Numerical Analysis · Mathematics 2015-06-17 Albert Cohen , Wolfgang Dahmen , Ronald DeVore

In many real-world problems, we are dealing with collections of high-dimensional data, such as images, videos, text and web documents, DNA microarray data, and more. Often, high-dimensional data lie close to low-dimensional structures…

Computer Vision and Pattern Recognition · Computer Science 2013-02-06 Ehsan Elhamifar , Rene Vidal

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

Methodology · Statistics 2021-11-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

We propose extended coherence-based conditions for exact sparse support recovery using orthogonal matching pursuit (OMP) and orthogonal least squares (OLS). Unlike standard uniform guarantees, we embed some information about the decay of…

Information Theory · Computer Science 2015-10-09 Cédric Herzet , Angélique Drémeau , Charles Soussen

We propose a greedy algorithm to select $N$ important features among $P$ input features for a non-linear prediction problem. The features are selected one by one sequentially, in an iterative loss minimization procedure. We use neural…

Machine Learning · Computer Science 2023-09-14 Sandipan Das , Alireza M. Javid , Prakash Borpatra Gohain , Yonina C. Eldar , Saikat Chatterjee

The Orthogonal Matching Pursuit (OMP) for compressed sensing iterates over a scheme of support augmentation and signal estimation. We present two novel matching pursuit algorithms with intrinsic regularization of the signal estimation step…

Information Theory · Computer Science 2019-02-22 Robert Seidel

Compressive sensing (CS) is a data acquisition technique that measures sparse or compressible signals at a sampling rate lower than their Nyquist rate. Results show that sparse signals can be reconstructed using greedy algorithms, often…

Information Theory · Computer Science 2016-02-23 Jinye Zhang , Laming Chen , Petros T. Boufounos , Yuantao Gu

Sparse recovery methods are essential for channel estimation and localization in modern communication systems, but their reliability relies on accurate physical models, which are rarely perfectly known. Their computational complexity also…

Signal Processing · Electrical Eng. & Systems 2026-01-19 Nay Klaimi , Clément Elvira , Philippe Mary , Luc Le Magoarou

Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted…

Data Structures and Algorithms · Computer Science 2011-02-22 Ray Maleh