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It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

Machine Learning · Statistics 2024-02-26 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama

We introduce a new sparse sliced inverse regression estimator called Cholesky matrix penalization and its adaptive version for achieving sparsity in estimating the dimensions of the central subspace. The new estimators use the Cholesky…

Methodology · Statistics 2021-04-21 Linh Nghiem , Francis K. C. Hui , Samuel Mueller , A. H. Welsh

In this paper, we discuss the statistical properties of the $\ell_q$ optimization methods $(0<q\leq 1)$, including the $\ell_q$ minimization method and the $\ell_q$ regularization method, for estimating a sparse parameter from noisy…

Machine Learning · Statistics 2019-11-14 Xin Li , Yaohua Hu , Chong Li , Xiaoqi Yang , Tianzi Jiang

Conventional compressed sensing theory assumes signals have sparse representations in a known, finite dictionary. Nevertheless, in many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the…

Information Theory · Computer Science 2014-12-19 Jun Fang , Huiping Duan , Jing Li , Hongbin Li , Rick S. Blum

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

In this paper, we consider the "foreach" sparse recovery problem with failure probability $p$. The goal of which is to design a distribution over $m \times N$ matrices $\Phi$ and a decoding algorithm $\algo$ such that for every…

Data Structures and Algorithms · Computer Science 2013-04-24 Anna C. Gilbert , Hung Q. Ngo , Ely Porat , Atri Rudra , Martin J. Strauss

We study the problem of reconstructing a sparse signal from a limited number of its linear projections when a part of its support is known, although the known part may contain some errors. The ``known" part of the support, denoted T, may be…

Information Theory · Computer Science 2015-03-13 Namrata Vaswani , Wei Lu

Compared with digital methods, sparse recovery based on spiking neural networks has great advantages like high computational efficiency and low power-consumption. However, current spiking algorithms cannot guarantee more accurate estimates…

Signal Processing · Electrical Eng. & Systems 2020-09-22 Xiang Zhang , Lei Yu , Gang Zheng

Popular sparse estimation methods based on $\ell_1$-relaxation, such as the Lasso and the Dantzig selector, require the knowledge of the variance of the noise in order to properly tune the regularization parameter. This constitutes a major…

Machine Learning · Statistics 2013-04-17 Arnak S. Dalalyan , Mohamed Hebiri , Katia Méziani , Joseph Salmon

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

The problem of identifying a dynamical system from its dynamics is of great importance for many applications. Recently it has been suggested to impose sparsity models for improved recovery performance. In this paper, we provide recovery…

Dynamical Systems · Mathematics 2020-01-10 Felix Krahmer , Christian Kühn , Nada Sissouno

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

Our work is focused on the joint sparsity recovery problem where the common sparsity pattern is corrupted by Poisson noise. We formulate the confidence-constrained optimization problem in both least squares (LS) and maximum likelihood (ML)…

Machine Learning · Statistics 2013-10-10 E. Chunikhina , R. Raich , T. Nguyen

Recovering a low-complexity signal from its noisy observations by regularization methods is a cornerstone of inverse problems and compressed sensing. Stable recovery ensures that the original signal can be approximated linearly by optimal…

Optimization and Control · Mathematics 2025-05-30 Tran T. A. Nghia , Huy N. Pham , Nghia V. Vo

In high-dimensional statistics, variable selection recovers the latent sparse patterns from all possible covariate combinations. This paper proposes a novel optimization method to solve the exact L0-regularized regression problem, which is…

Methodology · Statistics 2022-06-02 Mingzhang Yin , Nhat Ho , Bowei Yan , Xiaoning Qian , Mingyuan Zhou

We consider the problem of exact recovery of a $k$-sparse binary vector from generalized linear measurements (such as logistic regression). We analyze the linear estimation algorithm (Plan, Vershynin, Yudovina, 2017), and also show…

Machine Learning · Statistics 2025-02-25 Arya Mazumdar , Neha Sangwan

This paper develops new theory and algorithms to recover signals that are approximately sparse in some general dictionary (i.e., a basis, frame, or over-/incomplete matrix) but corrupted by a combination of interference having a sparse…

Information Theory · Computer Science 2013-09-06 Christoph Studer , Richard G. Baraniuk

The recovery of structured signals from a few linear measurements is a central point in both compressed sensing (CS) and discrete tomography. In CS the signal structure is described by means of a low complexity model e.g. co-/sparsity. The…

Optimization and Control · Mathematics 2018-12-31 Jan Kuske , Stefania Petra

Random sampling in compressive sensing (CS) enables the compression of large amounts of input signals in an efficient manner, which is useful for many applications. CS reconstructs the compressed signals exactly with overwhelming…

Information Theory · Computer Science 2016-03-22 Dongeun Lee , Rafael Lima , Jaesik Choi