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Hoeffding's U-statistics model combinatorial-type matrix parameters (appearing in CS theory) in a natural way. This paper proposes using these statistics for analyzing random compressed sensing matrices, in the non-asymptotic regime…
Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…
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…
This paper studies the problem of robust signal detection in Gaussian noise under quadratically convex orthosymmetric (QCO) constraints. We consider a minimax testing framework where the signal belongs to a QCO set and is separated from…
We study verifiable sufficient conditions and computable performance bounds for sparse recovery algorithms such as the Basis Pursuit, the Dantzig selector and the Lasso estimator, in terms of a newly defined family of quality measures for…
In this paper, we study the problem of signal estimation from noisy non-linear measurements when the unknown $n$-dimensional signal is in the range of an $L$-Lipschitz continuous generative model with bounded $k$-dimensional inputs. We make…
In this study, we propose a generalized turbo signal recovery algorithm to estimate a signal from quantized measurements, in which the sensing matrix is a row-orthogonal matrix, such as the partial discrete Fourier transform matrix. The…
In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…
Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…
A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution, and achieving accurate reconstruction on average, is…
This paper provides novel results for the recovery of signals from undersampled measurements based on analysis $\ell_1$-minimization, when the analysis operator is given by a frame. We both provide so-called uniform and nonuniform recovery…
Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…
In this paper, we consider low rank matrix estimation using either matrix-version Dantzig Selector $\hat{A}_{\lambda}^d$ or matrix-version LASSO estimator $\hat{A}_{\lambda}^L$. We consider sub-Gaussian measurements, $i.e.$, the…
The use of generalized LASSO is a common technique for recovery of structured high-dimensional signals. Each generalized LASSO program has a governing parameter whose optimal value depends on properties of the data. At this optimal value,…
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…
Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…
This paper addresses the reconstruction of sparse signals from generalized linear measurements. Signal sparsity is assumed to be sublinear in the signal dimension while it was proportional to the signal dimension in conventional research.…
This paper presents a unified geometric framework for the statistical analysis of a general ill-posed linear inverse model which includes as special cases noisy compressed sensing, sign vector recovery, trace regression, orthogonal matrix…
Orthogonal least square (OLS) is an important sparse signal recovery algorithm for compressive sensing, which enjoys superior probability of success over other well-known recovery algorithms under conditions of correlated measurement…
We propose a rectangular rotational invariant estimator to recover a real matrix from noisy matrix observations coming from an arbitrary additive rotational invariant perturbation, in the large dimension limit. Using the Bayes-optimality of…