Related papers: The generalized Lasso with non-linear observations
We analyze the asymptotic performance of sparse signal recovery from noisy measurements. In particular, we generalize some of the existing results for the Gaussian case to subgaussian and other ensembles. An achievable result is presented…
Noiseless compressive sensing is a two-steps setting that allows for undersampling a sparse signal and then reconstructing it without loss of information. The LASSO algorithm, based on $\lone$ regularization, provides an efficient and…
This paper considers distributed estimation of linear systems when the state observations are corrupted with Gaussian noise of unbounded support and under possible random adversarial attacks. We consider sensors equipped with single…
This paper studies the classification of high-dimensional Gaussian signals from low-dimensional noisy, linear measurements. In particular, it provides upper bounds (sufficient conditions) on the number of measurements required to drive the…
This paper studies the problem of reconstructing sparse or compressible signals from compressed sensing measurements that have undergone nonuniform quantization. Previous approaches to this Quantized Compressed Sensing (QCS) problem based…
This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator which combines a Lasso pilot estimate of the regression function with a bias…
We examine the problem of selecting a small set of linear measurements for reconstructing high-dimensional signals. Well-established methods for optimizing such measurements include principal component analysis (PCA), independent component…
Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…
This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…
Networked sensing, where the goal is to perform complex inference using a large number of inexpensive and decentralized sensors, has become an increasingly attractive research topic due to its applications in wireless sensor networks and…
We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…
The Lasso is a popular regression method for high-dimensional problems in which the number of parameters $\theta_1,\dots,\theta_N$, is larger than the number $n$ of samples: $N>n$. A useful heuristics relates the statistical properties of…
Inferring network structures remains an interesting question for its importance on the understanding and controlling collective dynamics of complex systems. The existing shrinking methods such as Lasso-type estimation can not suitably…
In generalized linear regression problems with an abundant number of features, lasso-type regularization which imposes an $\ell^1$-constraint on the regression coefficients has become a widely established technique. Deficiencies of the…
We consider the problem of recovering an unknown low-rank matrix X with (possibly) non-orthogonal, effectively sparse rank-1 decomposition from measurements y gathered in a linear measurement process A. We propose a variational formulation…
The choice of the tuning parameter in the Lasso is central to its statistical performance in high-dimensional linear regression. In this work, we study tuning regimes under which the Lasso exhibits suboptimal prediction performance, in the…
A basic problem in machine learning is to find a mapping $f$ from a low dimensional latent space $\mathcal{Y}$ to a high dimensional observation space $\mathcal{X}$. Modern tools such as deep neural networks are capable to represent general…
This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…
We consider high-dimensional generalized linear models with Lipschitz loss functions, and prove a nonasymptotic oracle inequality for the empirical risk minimizer with Lasso penalty. The penalty is based on the coefficients in the linear…
Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…