Related papers: Testing Sparsity over Known and Unknown Bases
We consider the following basic inference problem: there is an unknown high-dimensional vector $w \in \mathbb{R}^n$, and an algorithm is given access to labeled pairs $(x,y)$ where $x \in \mathbb{R}^n$ is a measurement and $y = w \cdot x +…
Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, the primary focus of the literature has been…
In dictionary learning, also known as sparse coding, the algorithm is given samples of the form $y = Ax$ where $x\in \mathbb{R}^m$ is an unknown random sparse vector and $A$ is an unknown dictionary matrix in $\mathbb{R}^{n\times m}$…
We consider the problem of testing whether an unknown low-degree polynomial $p$ over $\mathbb{R}^n$ is sparse versus far from sparse, given access to noisy evaluations of the polynomial $p$ at \emph{randomly chosen points}. This is a…
We give near-tight lower bounds for the sparsity required in several dimensionality reducing linear maps. First, consider the JL lemma which states that for any set of n vectors in R there is a matrix A in R^{m x d} with m = O(eps^{-2}log…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
The goal of predictive sparse coding is to learn a representation of examples as sparse linear combinations of elements from a dictionary, such that a learned hypothesis linear in the new representation performs well on a predictive task.…
Sparse linear regression is one of the most basic questions in machine learning and statistics. Here, we are given as input a design matrix $X \in \mathbb{R}^{N \times d}$ and measurements or labels ${y} \in \mathbb{R}^N$ where ${y} = {X}…
Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…
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…
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…
This paper focuses on the development of novel greedy techniques for distributed learning under sparsity constraints. Greedy techniques have widely been used in centralized systems due to their low computational requirements and at the same…
We consider the problem of sparsity testing in the high-dimensional linear regression model. The problem is to test whether the number of non-zero components (aka the sparsity) of the regression parameter $\theta^*$ is less than or equal to…
We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimator of the precision matrix whose entries have a Gaussian…
In this paper we show that for the purposes of dimensionality reduction certain class of structured random matrices behave similarly to random Gaussian matrices. This class includes several matrices for which matrix-vector multiply can be…
We consider a novel Bayesian approach to estimation, uncertainty quantification, and variable selection for a high-dimensional linear regression model under sparsity. The number of predictors can be nearly exponentially large relative to…
We propose a probe for the analysis of deep learning architectures that is based on machine learning and approximation theoretical principles. Given a deep learning architecture and a training set, during or after training, the Sparsity…
A simple sparse coding mechanism appears in the sensory systems of several organisms: to a coarse approximation, an input $x \in \R^d$ is mapped to much higher dimension $m \gg d$ by a random linear transformation, and is then sparsified by…
We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…
In high-dimensional linear models, the sparsity assumption is typically made, stating that most of the parameters are equal to zero. Under the sparsity assumption, estimation and, recently, inference have been well studied. However, in…