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We consider the problem of sparse signal recovery from noisy measurements. Many of frequently used recovery methods rely on some sort of tuning depending on either noise or signal parameters. If no estimates for either of them are…

Information Theory · Computer Science 2020-10-20 Hendrik Bernd Petersen , Peter Jung

Sparse regression is frequently employed in diverse scientific settings as a feature selection method. A pervasive aspect of scientific data that hampers both feature selection and estimation is the presence of strong correlations between…

Methodology · Statistics 2021-03-25 Ankit Kumar , Sharmodeep Bhattacharyya , Kristofer Bouchard

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

We consider support recovery in the quadratic logistic regression setting - where the target depends on both p linear terms $x_i$ and up to $p^2$ quadratic terms $x_i x_j$. Quadratic terms enable prediction/modeling of higher-order effects…

Machine Learning · Statistics 2017-03-09 Karthikeyan Shanmugam , Murat Kocaoglu , Alexandros G. Dimakis , Sujay Sanghavi

Recovery of the sparsity pattern (or support) of an unknown sparse vector from a limited number of noisy linear measurements is an important problem in compressed sensing. In the high-dimensional setting, it is known that recovery with a…

Information Theory · Computer Science 2012-06-26 Galen Reeves , Michael Gastpar

The problem of estimating a sparse signal from low dimensional noisy observations arises in many applications, including super resolution, signal deconvolution, and radar imaging. In this paper, we consider a sparse signal model with…

Information Theory · Computer Science 2020-06-24 Youye Xie , Michael B. Wakin , Gongguo Tang

Random non-linear Fourier features have recently shown remarkable performance in a wide-range of regression and classification applications. Motivated by this success, this article focuses on a sparse non-linear Fourier feature (NFF) model.…

Machine Learning · Statistics 2020-02-13 Ayca Ozcelikkale

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

Extracting information from nonlinear measurements is a fundamental challenge in data analysis. In this work, we consider separable inverse problems, where the data are modeled as a linear combination of functions that depend nonlinearly on…

Signal Processing · Electrical Eng. & Systems 2020-07-07 Brett Bernstein , Sheng Liu , Chrysa Papadaniil , Carlos Fernandez-Granda

This manuscript goes through the fundamental connections between statistical mechanics and estimation theory by focusing on the particular problem of compressive sensing. We first show that the asymptotic analysis of a sparse recovery…

Information Theory · Computer Science 2022-12-21 Ali Bereyhi , Ralf R. Müller , Hermann Schulz-Baldes

Sparse regression has recently emerged as an attractive approach for discovering models of spatiotemporally complex dynamics directly from data. In many instances, such models are in the form of nonlinear partial differential equations…

Dynamical Systems · Mathematics 2020-01-29 Patrick A. K. Reinbold , Daniel R. Gurevich , Roman O. Grigoriev

Conventional sparse phase retrieval schemes can recover sparse signals from the magnitude of linear measurements only up to a global phase ambiguity. This work proposes a novel approach that instead utilizes the magnitude of affine…

Information Theory · Computer Science 2021-05-25 Ming-Hsun Yang , Y. -W. Peter Hong , Jwo-Yuh Wu

Signal recovery from a given set of linear measurements using a sparsity prior has been a major subject of research in recent years. In this model, the signal is assumed to have a sparse representation under a given dictionary. Most of the…

Information Theory · Computer Science 2013-03-25 Raja Giryes , Michael Elad

This article considers recovery of signals that are sparse or approximately sparse in terms of a (possibly) highly overcomplete and coherent tight frame from undersampled data corrupted with additive noise. We show that the properly…

Information Theory · Computer Science 2013-09-10 Junhong Lin , Song Li

We consider the problem of estimating an unknown coordinate-wise monotone function given noisy measurements, known as the isotonic regression problem. Often, only a small subset of the features affects the output. This motivates the sparse…

Statistics Theory · Mathematics 2019-07-04 David Gamarnik , Julia Gaudio

We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Statistics Theory · Mathematics 2022-05-10 T. Tony Cai , Anru R. Zhang , Yuchen Zhou

In this paper we consider asymptotically exact support recovery in the context of high dimensional and sparse Canonical Correlation Analysis (CCA). Our main results describe four regimes of interest based on information theoretic and…

Statistics Theory · Mathematics 2022-10-12 Nilanjana Laha , Rajarshi Mukherjee

We discuss a general notion of "sparsity structure" and associated recoveries of a sparse signal from its linear image of reduced dimension possibly corrupted with noise. Our approach allows for unified treatment of (a) the "usual sparsity"…

Optimization and Control · Mathematics 2016-11-26 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadi Nemirovski

Big data has become a critically enabling component of emerging mathematical methods aimed at the automated discovery of dynamical systems, where first principles modeling may be intractable. However, in many engineering systems, abrupt…

Data Analysis, Statistics and Probability · Physics 2018-08-01 Markus Quade , Markus Abel , J. Nathan Kutz , Steven L. Brunton

We consider the problem of exact recovery of a $k$-sparse binary vector from generalized linear measurements (such as logistic regression). We analyze the linear estimation algorithm (Plan, Vershynin, Yudovina, 2017), and also show…

Machine Learning · Statistics 2025-02-25 Arya Mazumdar , Neha Sangwan