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A celebrated result by Gordon allows one to compare the min-max behavior of two Gaussian processes if certain inequality conditions are met. The consequences of this result include the Gaussian min-max (GMT) and convex Gaussian min-max…
The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…
We construct two families of deterministic sensing matrices where the columns are obtained by exponentiating codewords in the quaternary Delsarte-Goethals code $DG(m,r)$. This method of construction results in sensing matrices with low…
The generalized least square (GLS) is one of the most basic tools in regression analyses. A major issue in implementing the GLS is estimation of the conditional variance function of the error term, which typically requires a restrictive…
In this paper, we study the problem of recovering a group sparse vector from a small number of linear measurements. In the past the common approach has been to use various "group sparsity-inducing" norms such as the Group LASSO norm for…
We establish theoretical recovery guarantees of a family of Riemannian optimization algorithms for low rank matrix recovery, which is about recovering an $m\times n$ rank $r$ matrix from $p < mn$ number of linear measurements. The…
This paper addresses the problem of deriving the asymptotic performance of adaptive Low Rank (LR) filters used in target detection embedded in a disturbance composed of a LR Gaussian noise plus a white Gaussian noise. In this context, we…
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…
A popular approach for estimating an unknown signal from noisy, linear measurements is via solving a so called \emph{regularized M-estimator}, which minimizes a weighted combination of a convex loss function and of a convex (typically,…
In Bora et al. (2017), a mathematical framework was developed for compressed sensing guarantees in the setting where the measurement matrix is Gaussian and the signal structure is the range of a generative neural network (GNN). The problem…
We consider the problem of recovering a vector $\beta_o \in \mathbb{R}^p$ from $n$ random and noisy linear observations $y= X\beta_o + w$, where $X$ is the measurement matrix and $w$ is noise. The LASSO estimate is given by the solution to…
Bayesian optimization (BO) with Gaussian process (GP) surrogate models is a powerful black-box optimization method. Acquisition functions are a critical part of a BO algorithm as they determine how the new samples are selected. Some of the…
In oversampled adaptive sensing (OAS), noisy measurements are collected in multiple subframes. The sensing basis in each subframe is adapted according to some posterior information exploited from previous measurements. The framework is…
GAN-based image compression schemes have shown remarkable progress lately due to their high perceptual quality at low bit rates. However, there are two main issues, including 1) the reconstructed image perceptual degeneration in color,…
It is known that sparse recovery by measurements from random circulant matrices provides good recovery bounds. We generalize this to measurements that arise as a random orbit of a group representation for some finite group G. We derive…
We study lower bounds on adaptive sensing algorithms for recovering low rank matrices using linear measurements. Given an $n \times n$ matrix $A$, a general linear measurement $S(A)$, for an $n \times n$ matrix $S$, is just the inner…
One of the most promising solutions for uncertainty quantification in high-dimensional statistics is the debiased LASSO that relies on unconstrained $\ell_1$-minimization. The initial works focused on real Gaussian designs as a toy model…
Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art…
We study the estimation capacity of the generalized Lasso, i.e., least squares minimization combined with a (convex) structural constraint. While Lasso-type estimators were originally designed for noisy linear regression problems, it has…
This paper presents several novel theoretical results regarding the recovery of a low-rank matrix from just a few measurements consisting of linear combinations of the matrix entries. We show that properly constrained nuclear-norm…