Related papers: Phase Transitions in Sparse PCA

We consider the problem of signal estimation in generalized linear models defined via rotationally invariant design matrices. Since these matrices can have an arbitrary spectral distribution, this model is well suited for capturing complex…

A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, in which a prominent eigenvector is planted into a random matrix. These distributions form natural statistical models for principal…

In this paper, we propose a sparse signal estimation algorithm that is suitable for many wireless communication systems, especially for the future millimeter wave and underwater communication systems. This algorithm is not only…

Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…

We study here the so-called spiked Wigner and Wishart models, where one observes a low-rank matrix perturbed by some Gaussian noise. These models encompass many classical statistical tasks such as sparse PCA, submatrix localization,…

In cosparse analysis compressive sensing (CS), one seeks to estimate a non-sparse signal vector from noisy sub-Nyquist linear measurements by exploiting the knowledge that a given linear transform of the signal is cosparse, i.e., has…

Motivated by applications such as sparse PCA, in this paper we present provably-accurate one-pass algorithms for the sparse approximation of the top eigenvectors of extremely massive matrices based on a single compact linear sketch. The…

Sparse regression codes with approximate message passing (AMP) decoding have gained much attention in recent times. The concepts underlying this coding scheme extend to unsourced access with coded compressed sensing (CCS), as first pointed…

We consider the problem of localizing change points in a generalized linear model (GLM), a model that covers many widely studied problems in statistical learning including linear, logistic, and rectified linear regression. We propose a…

In the pooled data problem, the goal is to identify the categories associated with a large collection of items via a sequence of pooled tests. Each pooled test reveals the number of items of each category within the pool. We study an…

Bayesian approximate message passing (BAMP) is an efficient method in compressed sensing that is nearly optimal in the minimum mean squared error (MMSE) sense. Bayesian approximate message passing (BAMP) performs joint recovery of multiple…

The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

We study the statistical problem of estimating a rank-one sparse tensor corrupted by additive Gaussian noise, a model also known as sparse tensor PCA. We show that for Bernoulli and Bernoulli-Rademacher distributed signals and \emph{for…

Sparse superposition codes are a recent class of codes introduced by Barron and Joseph for efficient communication over the AWGN channel. With an appropriate power allocation, these codes have been shown to be asymptotically…

Principal component analysis (PCA) is widely used for dimension reduction and embedding of real data in social network analysis, information retrieval, and natural language processing, etc. In this work we propose a fast randomized PCA…

We study the problem of regression in a generalized linear model (GLM) with multiple signals and latent variables. This model, which we call a matrix GLM, covers many widely studied problems in statistical learning, including mixed linear…

We consider a class of approximated message passing (AMP) algorithms and characterize their high-dimensional behavior in terms of a suitable state evolution recursion. Our proof applies to Gaussian matrices with independent but not…

Nonparametric estimation of the mean and covariance functions is ubiquitous in functional data analysis and local linear smoothing techniques are most frequently used. Zhang and Wang (2016) explored different types of asymptotic properties…

We propose regularized approximate message passing (RAMP), a low-complexity algorithm for discrete signal detection in overloaded multiple-input multiple-output (MIMO) systems where the number of transmit antennas exceeds the number of…

We consider the design and analysis of spatially coupled sparse regression codes (SC-SPARCs), which were recently introduced by Barbier et al. for efficient communication over the additive white Gaussian noise channel. SC-SPARCs can be…