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The debiased estimator is a crucial tool in statistical inference for high-dimensional model parameters. However, constructing such an estimator involves estimating the high-dimensional inverse Hessian matrix, incurring significant…

Machine Learning · Statistics 2023-12-18 Jiyuan Tu , Weidong Liu , Xiaojun Mao , Mingyue Xu

I consider the problem of deriving couplings of a statistical model from measured correlations, a task which generalizes the well-known inverse Ising problem. After reminding that such problem can be mapped on the one of expressing the…

Statistical Mechanics · Physics 2013-10-09 Iacopo Mastromatteo

We introduce a novel optimization algorithm for image recovery under learned sparse and low-rank constraints, which we parameterize as weighted extensions of the $\ell_p^p$-vector and $\mathcal S_p^p$ Schatten-matrix quasi-norms for…

Computer Vision and Pattern Recognition · Computer Science 2023-04-21 Stamatios Lefkimmiatis , Iaroslav Koshelev

Graph sparsification is a well-established technique for accelerating graph-based learning algorithms, which uses edge sampling to approximate dense graphs with sparse ones. Because the sparsification error is random and unknown, users must…

Machine Learning · Computer Science 2025-03-12 Siyao Wang , Miles E. Lopes

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

Computation · Statistics 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

We consider the problem of learning the structure of ferromagnetic Ising models Markov on sparse Erdos-Renyi random graph. We propose simple local algorithms and analyze their performance in the regime of correlation decay. We prove that an…

Statistics Theory · Mathematics 2015-03-17 Animashree Anandkumar , Vincent Tan , Alan Willsky

Demodulation in a random multiple access channel is considered where the signals are chosen uniformly randomly with unit energy, a model applicable to several modern transmission systems. It is shown that by lifting (replicating) the graph…

Information Theory · Computer Science 2015-03-19 Christian Schlegel , Dmitri Truhachev

Blind deconvolution over graphs involves using (observed) output graph signals to obtain both the inputs (sources) as well as the filter that drives (models) the graph diffusion process. This is an ill-posed problem that requires additional…

Signal Processing · Electrical Eng. & Systems 2023-09-19 Victor M. Tenorio , Samuel Rey , Antonio G. Marques

In this paper, we adopt a probability distribution estimation perspective to explore the optimization mechanisms of supervised classification using deep neural networks. We demonstrate that, when employing the Fenchel-Young loss, despite…

Machine Learning · Computer Science 2025-04-01 Binchuan Qi , Wei Gong , Li Li

The thinning method for numerical generation of the nonhomogeneous Poisson process (NHPP) arrival times has been adapted to accelerate Monte Carlo simulations of the kinetic Ising models (KIMs) with the Glauber spin-flip dynamics. The…

Statistical Mechanics · Physics 2025-06-02 V. I. Tokar , H. Dreyssé

Sparse inversion and classification problems are ubiquitous in modern data science and imaging. They are often formulated as non-smooth minimisation problems. In sparse inversion, we minimise, e.g., the sum of a data fidelity term and an…

Numerical Analysis · Mathematics 2022-11-23 Jonas Latz

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

Multiscale phenomena that evolve on multiple distinct timescales are prevalent throughout the sciences. It is often the case that the governing equations of the persistent and approximately periodic fast scales are prescribed, while the…

Chaotic Dynamics · Physics 2020-08-19 Jason J. Bramburger , Daniel Dylewsky , J. Nathan Kutz

We introduce an optimal strategy to sample quantum outcomes of local measurement strings for isometric tensor network states. Our method generates samples based on an exact cumulative bounding function, without prior knowledge, in the…

Quantum Physics · Physics 2025-04-23 Marco Ballarin , Pietro Silvi , Simone Montangero , Daniel Jaschke

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

We propose a new technique for adaptive identification of sparse systems based on the compressed sensing (CS) theory. We manipulate the transmitted pilot (input signal) and the received signal such that the weights of adaptive filter…

Information Theory · Computer Science 2012-04-05 Seyed Hossein Hosseini , Mahrokh G. Shayesteh

We consider the problem of identifying a maximum clique in a given graph. We have proposed a mathematical model for this problem. The model resembles the matrix decomposition of the adjacency matrix of a given graph. The objective function…

Optimization and Control · Mathematics 2023-07-19 Salma Omer , Montaz Ali

We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…

Systems and Control · Computer Science 2016-06-16 Reza Arablouei

Graph signal sampling is the problem of selecting a subset of representative graph vertices whose values can be used to interpolate missing values on the remaining graph vertices. Optimizing the choice of sampling set using concepts from…

Signal Processing · Electrical Eng. & Systems 2022-02-02 Ajinkya Jayawant , Antonio Ortega
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