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Large samples have been generated routinely from various sources. Classic statistical models, such as smoothing spline ANOVA models, are not well equipped to analyze such large samples due to expensive computational costs. In particular,…

Methodology · Statistics 2020-04-23 Xiaoxiao Sun , Wenxuan Zhong , Ping Ma

This work considers methods for imposing sparsity in Bayesian regression with applications in nonlinear system identification. We first review automatic relevance determination (ARD) and analytically demonstrate the need to additional…

Machine Learning · Statistics 2021-02-24 Samuel H. Rudy , Themistoklis P. Sapsis

Let a measurement consist of a linear combination of damped complex exponential modes, plus noise. The problem is to estimate the parameters of these modes, as in line spectrum estimation, vibration analysis, speech processing, system…

Information Theory · Computer Science 2016-05-04 Pooria Pakrooh , Louis L. Scharf , Ali Pezeshki

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

Methodology · Statistics 2022-09-09 Emanuele Degani , Luca Maestrini , Dorota Toczydłowska , Matt P. Wand

We introduce the sparse direct sampling method (DSM) to estimate properties of a region from signals that probe the region. We demonstrate the sparse-DSM on two separate problems: estimating both the angle-of-arrival of a radio wave…

Analysis of PDEs · Mathematics 2020-10-19 Isaac Harris , Jacob D Rezac

An approach to the estimation of the Direction of Arrival (DOA) of wide-band signals with a planar microphone array is presented. Our algorithm estimates an unambiguous DOA using a single planar array in which the microphones are placed…

Sound · Computer Science 2018-11-19 Rudolf Byker , Thomas Niesler

In sparse regression modeling via regularization such as the lasso, it is important to select appropriate values of tuning parameters including regularization parameters. The choice of tuning parameters can be viewed as a model selection…

Methodology · Statistics 2012-01-05 Kei Hirose , Shohei Tateishi , Sadanori Konishi

The generalized approximate message passing (GAMP) algorithm under the Bayesian setting shows advantage in recovering under-sampled sparse signals from corrupted observations. Compared to conventional convex optimization methods, it has a…

Information Theory · Computer Science 2017-01-12 Shuai Huang , Trac D. Tran

The direction-of-arrival (DOA) estimation problem involves the localization of a few sources from a limited number of observations on an array of sensors, thus it can be formulated as a sparse signal reconstruction problem and solved…

Information Theory · Computer Science 2017-02-22 Angeliki Xenaki , Peter Gerstoft

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…

Machine Learning · Computer Science 2019-01-25 Yuan Shi , Aurélien Bellet , Fei Sha

In sparse linear regression, the SLOPE estimator generalizes LASSO by penalizing different coordinates of the estimate according to their magnitudes. In this paper, we present a precise performance characterization of SLOPE in the…

Information Theory · Computer Science 2021-06-07 Hong Hu , Yue M. Lu

Feature selection and feature transformation, the two main ways to reduce dimensionality, are often presented separately. In this paper, a feature selection method is proposed by combining the popular transformation based dimensionality…

Machine Learning · Computer Science 2015-04-22 Hong Tao , Chenping Hou , Feiping Nie , Yuanyuan Jiao , Dongyun Yi

The proposed method in this paper proposes an end-to-end unsupervised semantic segmentation architecture DMSA based on four loss functions. The framework uses Atrous Spatial Pyramid Pooling (ASPP) module to enhance feature extraction. At…

Computer Vision and Pattern Recognition · Computer Science 2023-03-03 Kun Yang , Jun Lu

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

Sparse arrays can resolve significantly more scatterers or sources than sensor by utilizing the co-array - a virtual array structure consisting of pairwise differences or sums of sensor positions. Although several sparse array…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Robin Rajamäki , Visa Koivunen

We analyzed the performance of a biologically inspired algorithm called the Corrected Projections Algorithm (CPA) when a sparseness constraint is required to unambiguously reconstruct an observed signal using atoms from an overcomplete…

Numerical Analysis · Computer Science 2017-03-24 Gonzalo H Otazu

We propose new methods for multivariate linear regression when the regression coefficient matrix is sparse and the error covariance matrix is dense. We assume that the error covariance matrix has equicorrelation across the response…

Methodology · Statistics 2025-08-13 Daeyoung Ham , Bradley S. Price , Adam J. Rothman

Sparse principal component analysis (PCA) improves interpretability of the classic PCA by introducing sparsity into the dimension-reduction process. Optimization models for sparse PCA, however, are generally non-convex, non-smooth and more…

Optimization and Control · Mathematics 2024-01-09 Lei Wang , Xin Liu , Yin Zhang

The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption…

Statistical Mechanics · Physics 2011-10-18 S. Camargo , S. Duarte Queirós , C. Anteneodo