Related papers: A Tight Bound of Hard Thresholding
We investigate the impact of modifying the constraining relations of a Constraint Satisfaction Problem (CSP) instance, with a fixed template, on the set of solutions of the instance. More precisely we investigate sensitive instances: an…
Various iterative reconstruction algorithms for inverse problems can be unfolded as neural networks. Empirically, this approach has often led to improved results, but theoretical guarantees are still scarce. While some progress on…
Greed is good. However, the tighter you squeeze, the less you have. In this paper, a less greedy algorithm for sparse signal reconstruction in compressive sensing, named orthogonal matching pursuit with thresholding is studied. Using the…
We consider the problem of testing for the presence (or detection) of an unknown sparse signal in additive white noise. Given a fixed measurement budget, much smaller than the dimension of the signal, we consider the general problem of…
This paper develops a threshold regression model where an unknown relationship between two variables nonparametrically determines the threshold. We allow the observations to be cross-sectionally dependent so that the model can be applied to…
In this paper, we address the challenging problem of selecting tuning parameters for high-dimensional sparse regression. We propose a simple and computationally efficient method, called path thresholding (PaTh), that transforms any tuning…
We define the notion of effective stiffness and show that it can used to build sparsifiers, algorithms that sparsify linear systems arising from finite-element discretizations of PDEs. In particular, we show that sampling $O(n\log n)$…
Inverse optimization (IO) seeks to infer the parameters of a decision-maker's objective from observed context--action data. We study noiseless IO, where demonstrations are generated by a ground-truth objective. We provide a high-probability…
We introduce a learning-based algorithm to obtain a measurement matrix for compressive sensing related recovery problems. The focus lies on matrices with a constant modulus constraint which typically represent a network of analog phase…
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…
This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covariance operator estimator that adaptively thresholds the…
In the dictionary learning (or sparse coding) problem, we are given a collection of signals (vectors in $\mathbb{R}^d$), and the goal is to find a "basis" in which the signals have a sparse (approximate) representation. The problem has…
The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…
Sparse linear regression with ill-conditioned Gaussian random designs is widely believed to exhibit a statistical/computational gap, but there is surprisingly little formal evidence for this belief, even in the form of examples that are…
In this paper we present a new error bound on sampling algorithms for frequent itemsets mining. We show that the new bound is asymptotically tighter than the state-of-art bounds, i.e., given the chosen samples, for small enough error…
We propose a stochastic gradient framework for solving stochastic composite convex optimization problems with (possibly) infinite number of linear inclusion constraints that need to be satisfied almost surely. We use smoothing and homotopy…
Unit norm finite frames are generalizations of orthonormal bases with many applications in signal processing. An important property of a frame is its coherence, a measure of how close any two vectors of the frame are to each other. Low…
A new variant of the Compressed Sensing problem is investigated when the number of measurements corrupted by errors is upper bounded by some value l but there are no more restrictions on errors. We prove that in this case it is enough to…
Generalized orthogonal matching pursuit (gOMP) algorithm has received much attention in recent years as a natural extension of orthogonal matching pursuit. It is used to recover sparse signals in compressive sensing. In this paper, a new…
We consider the problem of robustly testing the norm of a high-dimensional sparse signal vector under two different observation models. In the first model, we are given $n$ i.i.d. samples from the distribution…