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We introduce and study the Group Square-Root Lasso (GSRL) method for estimation in high dimensional sparse regression models with group structure. The new estimator minimizes the square root of the residual sum of squares plus a penalty…

Statistics Theory · Mathematics 2013-08-01 Florentina Bunea , Johannes Lederer , Yiyuan She

In genomic analysis, biomarker discovery, image recognition, and other systems involving machine learning, input variables can often be organized into different groups by their source or semantic category. Eliminating some groups of…

Machine Learning · Computer Science 2019-12-02 Beibin Li , Nicholas Nuechterlein , Erin Barney , Caitlin Hudac , Pamela Ventola , Linda Shapiro , Frederick Shic

The recovery of signals that are sparse not in a basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compressed sensing with numerous applications. As in the standard…

Information Theory · Computer Science 2021-10-01 Pedro Abdalla , Christian Kümmerle

In compressed sensing, it is often desirable to consider signals possessing additional structure beyond sparsity. One such structured signal model - which forms the focus of this paper - is the local sparsity in levels class. This class has…

Information Theory · Computer Science 2017-06-05 Chen Li , Ben Adcock

In this paper, we study the problem of sparse vector recovery at the fusion center of a sensor network from linear sensor measurements when there is missing data. In the presence of missing data, the random sampling approach employed in…

Signal Processing · Electrical Eng. & Systems 2021-02-24 Geethu Joseph , Pramod K. Varshney

We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Statistics Theory · Mathematics 2016-11-17 D. Motamedvaziri , M. H. Rohban , V. Saligrama

The paper introduces a framework for the recoverability analysis in compressive sensing for imaging applications such as CI cameras, rapid MRI and coded apertures. This is done using the fact that the Spherical Section Property (SSP) of a…

Information Theory · Computer Science 2012-12-07 Mahdi S. Hosseini , Konstantinos N. Plataniotis

Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that $\ell_1$-regularized…

Machine Learning · Statistics 2012-01-11 Shuheng Zhou , John Lafferty , Larry Wasserman

In compressive sensing, a small collection of linear projections of a sparse signal contains enough information to permit signal recovery. Distributed compressive sensing (DCS) extends this framework by defining ensemble sparsity models,…

Information Theory · Computer Science 2013-03-29 Marco F. Duarte , Michael B. Wakin , Dror Baron , Shriram Sarvotham , Richard G. Baraniuk

Compressed Sensing aims to capture attributes of a sparse signal using very few measurements. Cand\`{e}s and Tao showed that sparse reconstruction is possible if the sensing matrix acts as a near isometry on all $\boldsymbol{k}$-sparse…

Information Theory · Computer Science 2009-10-18 Robert Calderbank , Stephen Howard , Sina Jafarpour

Recovering a low-rank tensor from incomplete information is a recurring problem in signal processing and machine learning. The most popular convex relaxation of this problem minimizes the sum of the nuclear norms of the unfoldings of the…

Machine Learning · Statistics 2013-08-16 Cun Mu , Bo Huang , John Wright , Donald Goldfarb

The stability of sparse signal reconstruction is investigated in this paper. We design efficient algorithms to verify the sufficient condition for unique $\ell_1$ sparse recovery. One of our algorithm produces comparable results with the…

Information Theory · Computer Science 2015-05-18 Gongguo Tang , Arye Nehorai

In Compressive Sensing, the Restricted Isometry Property (RIP) ensures that robust recovery of sparse vectors is possible from noisy, undersampled measurements via computationally tractable algorithms. It is by now well-known that Gaussian…

Information Theory · Computer Science 2014-02-17 Armin Eftekhari , Han Lun Yap , Christopher J. Rozell , Michael B. Wakin

The problem of consistently estimating the sparsity pattern of a vector $\betastar \in \real^\mdim$ based on observations contaminated by noise arises in various contexts, including subset selection in regression, structure estimation in…

Statistics Theory · Mathematics 2007-07-13 Martin J. Wainwright

In this paper, based on a successively accuracy-increasing approximation of the $\ell_0$ norm, we propose a new algorithm for recovery of sparse vectors from underdetermined measurements. The approximations are realized with a certain class…

Information Theory · Computer Science 2016-11-03 Mohammadreza Malek-Mohammadi , Ali Koochakzadeh , Massoud Babaie-Zadeh , Magnus Jansson , Cristian R. Rojas

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

The many variants of the restricted isometry property (RIP) have proven to be crucial theoretical tools in the fields of compressed sensing and matrix completion. The study of extending compressed sensing to accommodate phaseless…

Information Theory · Computer Science 2014-04-16 Vladislav Voroninski , Zhiqiang Xu

This paper is concerned with the hard thresholding operator which sets all but the $k$ largest absolute elements of a vector to zero. We establish a {\em tight} bound to quantitatively characterize the deviation of the thresholded solution…

Machine Learning · Statistics 2020-08-12 Jie Shen , Ping Li

For high dimensional sparse linear regression problems, we propose a sequential convex relaxation algorithm (iSCRA-TL1) by solving inexactly a sequence of truncated $\ell_1$-norm regularized minimization problems, in which the working index…

Statistics Theory · Mathematics 2024-11-05 Shujun Bi , Yonghua Yang , Shaohua Pan

Compressed Sensing aims to capture attributes of $k$-sparse signals using very few measurements. In the standard Compressed Sensing paradigm, the $\m\times \n$ measurement matrix $\A$ is required to act as a near isometry on the set of all…

Information Theory · Computer Science 2015-05-14 Robert Calderbank , Stephen Howard , Sina Jafarpour
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