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Sparse principal component analysis addresses the problem of finding a linear combination of the variables in a given data set with a sparse coefficients vector that maximizes the variability of the data. This model enhances the ability to…

Optimization and Control · Mathematics 2017-03-09 Amir Beck , Yakov Vaisbourd

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function…

Optimization and Control · Mathematics 2023-12-22 Mengqi Hu , Yifei Lou , Bao Wang , Ming Yan , Xiu Yang , Qiang Ye

We consider the problem of estimating the support of a vector $\beta^* \in \mathbb{R}^{p}$ based on observations contaminated by noise. A significant body of work has studied behavior of $\ell_1$-relaxations when applied to measurement…

Machine Learning · Statistics 2008-05-21 Dapo Omidiran , Martin J. Wainwright

We consider the model {eqnarray*}y=X\theta^*+\xi, Z=X+\Xi,{eqnarray*} where the random vector $y\in\mathbb{R}^n$ and the random $n\times p$ matrix $Z$ are observed, the $n\times p$ matrix $X$ is unknown, $\Xi$ is an $n\times p$ random noise…

Statistics Theory · Mathematics 2010-11-11 Mathieu Rosenbaum , Alexandre B. Tsybakov

We consider linear sparse recovery problems where additional structure regarding the support of the solution is known. The form of the structure considered is non-overlapping sets of indices that each contain part of the support. An…

Numerical Analysis · Mathematics 2021-10-05 Joseph S. Donato , Howard W. Levinson

Sparse regression has emerged as a popular technique for learning dynamical systems from temporal data, beginning with the SINDy (Sparse Identification of Nonlinear Dynamics) framework proposed by arXiv:1509.03580. Quantifying the…

Methodology · Statistics 2023-08-21 Sara Venkatraman , Sumanta Basu , Martin T. Wells

It is well known that the performance of sparse vector recovery algorithms from compressive measurements can depend on the distribution underlying the non-zero elements of a sparse vector. However, the extent of these effects has yet to be…

Data Structures and Algorithms · Computer Science 2011-07-18 Bob L. Sturm

Over the past years, there are increasing interests in recovering the signals from undersampling data where such signals are sparse under some orthogonal dictionary or tight framework, which is referred to be sparse synthetic model. More…

Information Theory · Computer Science 2012-02-10 Lianlin Li

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

We consider the recovery of sparse signals subject to sparse interference, as introduced in Studer et al., IEEE Trans. IT, 2012. We present novel probabilistic recovery guarantees for this framework, covering varying degrees of knowledge of…

Information Theory · Computer Science 2012-09-27 Graeme Pope , Annina Bracher , Christoph Studer

Our work is focused on the joint sparsity recovery problem where the common sparsity pattern is corrupted by Poisson noise. We formulate the confidence-constrained optimization problem in both least squares (LS) and maximum likelihood (ML)…

Machine Learning · Statistics 2013-10-10 E. Chunikhina , R. Raich , T. Nguyen

Sparse system identification is the data-driven process of obtaining parsimonious differential equations that describe the evolution of a dynamical system, balancing model complexity and accuracy. There has been rapid innovation in system…

Machine Learning · Computer Science 2023-02-22 Alan A. Kaptanoglu , Lanyue Zhang , Zachary G. Nicolaou , Urban Fasel , Steven L. Brunton

We study sparse recovery when observations come from mixed-quality sources: a small collection of high-quality measurements with small noise variance and a larger collection of lower-quality measurements with higher variance. For this…

Machine Learning · Statistics 2026-05-12 Youssef Chaabouni , David Gamarnik

This paper investigates the problem of recovering the support of structured signals via adaptive compressive sensing. We examine several classes of structured support sets, and characterize the fundamental limits of accurately recovering…

Statistics Theory · Mathematics 2016-09-05 Rui M. Castro , Ervin Tánczos

In the field of medical image analysis, deep learning models have demonstrated remarkable success in enhancing diagnostic accuracy and efficiency. However, the reliability of these models is heavily dependent on the quality of training…

Image and Video Processing · Electrical Eng. & Systems 2024-07-12 Maolin Li , Giacomo Tarroni

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

Sparse coding and dictionary learning are popular techniques for linear inverse problems such as denoising or inpainting. However in many cases, the measurement process is nonlinear, for example for clipped, quantized or 1-bit measurements.…

Signal Processing · Electrical Eng. & Systems 2020-01-08 Lucas Rencker , Francis Bach , Wenwu Wang , Mark D. Plumbley

This paper considers a noisy data structure recovery problem. The goal is to investigate the following question: Given a noisy observation of a permuted data set, according to which permutation was the original data sorted? The focus is on…

Information Theory · Computer Science 2020-11-24 Minoh Jeong , Alex Dytso , Martina Cardone , H. Vincent Poor

This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…

Systems and Control · Computer Science 2018-04-18 Zuogong Yue , Johan Thunberg , Lennart Ljung , Jorge Goncalves

In this paper we derive information theoretic performance bounds to sensing and reconstruction of sparse phenomena from noisy projections. We consider two settings: output noise models where the noise enters after the projection and input…

Information Theory · Computer Science 2011-12-22 Shuchin Aeron , Venkatesh Saligrama , Manqi Zhao
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