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Existing methods for sparse channel estimation typically provide an estimate computed as the solution maximizing an objective function defined as the sum of the log-likelihood function and a penalization term proportional to the l1-norm of…

Machine Learning · Statistics 2012-04-04 Niels Lovmand Pedersen , Carles Navarro Manchón , Dmitriy Shutin , Bernard Henri Fleury

By treating intervals as inseparable sets, this paper proposes sparse machine learning regressions for high-dimensional interval-valued time series. With LASSO or adaptive LASSO techniques, we develop a penalized minimum distance…

Econometrics · Economics 2024-11-15 Haowen Bao , Yongmiao Hong , Yuying Sun , Shouyang Wang

The sparsity of multipaths in the wideband channel has motivated the use of compressed sensing for channel estimation. In this letter, we propose a different approach to sparse channel estimation. We exploit the fact that $L$ taps of…

Information Theory · Computer Science 2022-01-24 Woong-Hee Lee , Ki Won Sung

Multi-Output Regression (MOR) has been widely used in scientific data analysis for decision-making. Unlike traditional regression models, MOR aims to simultaneously predict multiple real-valued outputs given an input. However, the…

Machine Learning · Computer Science 2024-10-22 Renyuan Li , Zhehui Chen , Guanyi Wang

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

In modern applications multi-sensor arrays are subject to an ever-present demand to accommodate signals with higher bandwidths. Standard methods for broadband beamforming, namely digital beamforming and true-time delay, are difficult and…

Signal Processing · Electrical Eng. & Systems 2022-06-16 Coleman DeLude , Santhosh Karnik , Mark Davenport , Justin Romberg

Compressed sensing is a signal processing technique in which data is acquired directly in a compressed form. There are two modeling approaches that can be considered: the worst-case (Hamming) approach and a statistical mechanism, in which…

Information Theory · Computer Science 2016-01-20 Wasim Huleihel , Neri Merhav

We study the support recovery problem for compressed sensing, where the goal is to reconstruct the a high-dimensional $K$-sparse signal $\mathbf{x}\in\mathbb{R}^N$, from low-dimensional linear measurements with and without noise. Our key…

Information Theory · Computer Science 2018-02-27 Xiao Li , Dong Yin , Sameer Pawar , Ramtin Pedarsani , Kannan Ramchandran

This paper presents a series of user parameter-free iterative Sparse Asymptotic Minimum Variance (SAMV) approaches for array processing applications based on the asymptotically minimum variance (AMV) criterion. With the assumption of…

Signal Processing · Electrical Eng. & Systems 2018-02-12 Habti Abeida , Qilin Zhang , Jian Li , Nadjim Merabtine

In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to the noise level, yet the latter is generally unknown in…

Machine Learning · Statistics 2017-10-19 Mathurin Massias , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

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…

Information Theory · Computer Science 2014-11-04 Holger Rauhut , Maryia Kabanava

We present a signal representation framework called the sparse manifold transform that combines key ideas from sparse coding, manifold learning, and slow feature analysis. It turns non-linear transformations in the primary sensory signal…

Machine Learning · Statistics 2018-12-04 Yubei Chen , Dylan M. Paiton , Bruno A. Olshausen

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in this combination. This is known as sparse…

Artificial Intelligence · Computer Science 2011-11-10 Alexandre d'Aspremont , Francis Bach , Laurent El Ghaoui

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

We propose dimension reduction methods for sparse, high-dimensional multivariate response regression models. Both the number of responses and that of the predictors may exceed the sample size. Sometimes viewed as complementary, predictor…

Statistics Theory · Mathematics 2013-02-14 Florentina Bunea , Yiyuan She , Marten H. Wegkamp

We describe a practical procedure for extracting the spatial structure and the growth rates of slow eigenmodes of a spatially extended system, using a unique experimental capability both to impose and to perturb desired initial states. The…

Fluid Dynamics · Physics 2007-05-23 Kapilanjan Krishan , Andreas Handel , Roman O. Grigoriev , Michael F. Schatz

In this paper, we study the problem of sparse mean estimation under adversarial corruptions, where the goal is to estimate the $k$-sparse mean of a heavy-tailed distribution from samples contaminated by adversarial noise. Existing methods…

Machine Learning · Computer Science 2025-08-26 Jianhao Ma , Rui Ray Chen , Yinghui He , Salar Fattahi , Wei Hu

High-dimensional vector autoregressive (VAR) models are important tools for the analysis of multivariate time series. This paper focuses on high-dimensional time series and on the different regularized estimation procedures proposed for…

Machine Learning · Statistics 2020-06-11 Jonas Krampe , Efstathios Paparoditis

We study the information-theoretic limits of exactly recovering the support of a sparse signal using noisy projections defined by various classes of measurement matrices. Our analysis is high-dimensional in nature, in which the number of…

Statistics Theory · Mathematics 2008-06-04 Wei Wang , Martin J. Wainwright , Kannan Ramchandran