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Several problems in imaging acquire multiple measurement vectors (MMVs) of Fourier samples for the same underlying scene. Image recovery techniques from MMVs aim to exploit the joint sparsity across the measurements in the sparse domain.…
Low-rank multivariate regression (LRMR) is an important statistical learning model that combines highly correlated tasks as a multiresponse regression problem with low-rank priori on the coefficient matrix. In this paper, we study quantized…
In this paper, we study the problem of sparse mixed linear regression on an unlabeled dataset that is generated from linear measurements from two different regression parameter vectors. Since the data is unlabeled, our task is not only to…
Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…
We study computational aspects of a key problem in robust statistics -- the penalized least trimmed squares (LTS) regression problem, a robust estimator that mitigates the influence of outliers in data by capping residuals with large…
The ordinary least squares estimate in linear regression is sensitive to the influence of errors with large variance, which reduces its robustness, especially when dealing with heavy-tailed errors or outliers frequently encountered in…
We study the problem of community recovery and detection in multi-layer stochastic block models, focusing on the critical network density threshold for consistent community structure inference. Using a prototypical two-block model, we…
A robust and sparse estimator for multinomial regression is proposed for high dimensional data. Robustness of the estimator is achieved by trimming the observations, and sparsity of the estimator is obtained by the elastic net penalty,…
The LASSO is a recent technique for variable selection in the regression model \bean y & = & X\beta + z, \eean where $X\in \R^{n\times p}$ and $z$ is a centered gaussian i.i.d. noise vector $\mathcal N(0,\sigma^2I)$. The LASSO has been…
The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…
Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…
We characterize the effectiveness of a classical algorithm for recovering the Markov graph of a general discrete pairwise graphical model from i.i.d. samples. The algorithm is (appropriately regularized) maximum conditional log-likelihood,…
Latent Variable Models (LVMs) are a large family of machine learning models providing a principled and effective way to extract underlying patterns, structure and knowledge from observed data. Due to the dramatic growth of volume and…
High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…
This paper studies the problem of shuffled linear regression, where the correspondence between predictors and responses in a linear model is obfuscated by a latent permutation. Specifically, we consider the model $y = \Pi_* X \beta_* + w$,…
We consider a high-dimensional regression model with a possible change-point due to a covariate threshold and develop the Lasso estimator of regression coefficients as well as the threshold parameter. Our Lasso estimator not only selects…
In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods,…
Existing Reinforcement Learning with Verifiable Rewards (RLVR) algorithms, such as GRPO, rely on rigid, uniform, and symmetric trust region mechanisms that are fundamentally misaligned with the complex optimization dynamics of Large…
The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…
High-dimensional predictive models, those with more measurements than observations, require regularization to be well defined, perform well empirically, and possess theoretical guarantees. The amount of regularization, often determined by…