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In this paper we prove the efficacy of a simple greedy algorithm for a finite horizon online resource allocation/matching problem, when the corresponding static planning linear program (SPP) exhibits a non-degeneracy condition called the…

Data Structures and Algorithms · Computer Science 2022-07-26 Varun Gupta

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

Active learning is increasingly adopted for expensive multi-objective combinatorial optimization problems, but it involves a challenging subset selection problem, optimizing the batch acquisition score that quantifies the goodness of a…

Machine Learning · Computer Science 2024-06-24 Deokjae Lee , Hyun Oh Song , Kyunghyun Cho

In this paper, we consider orthogonal matching pursuit (OMP) algorithm for multiple measurement vectors (MMV) problem. The robustness of OMPMMV is studied under general perturbations---when the measurement vectors as well as the sensing…

Information Theory · Computer Science 2011-09-30 Jie Ding , Laming Chen , Yuantao Gu

Sequential Compressive Sensing, which may be widely used in sensing devices, is a popular topic of recent research. This paper proposes an online recovery algorithm for sparse approximation of sequential compressive sensing. Several…

Information Theory · Computer Science 2013-03-12 Yang You , Jian Jin , Wei Duan , Ningning Liu , Yuantao Gu , Jian Yang

Generalized Fourier series with orthogonal polynomial bases have useful applications in several fields, including differential equations, pattern recognition, and image and signal processing. However, computing the generalized Fourier…

Numerical Analysis · Mathematics 2015-02-09 Ashley Prater

Motivated by applications in online dating and kidney exchange, the stochastic matching problem was introduced by Chen, Immorlica, Karlin, Mahdian and Rudra (2009). They have proven a 4-approximation of a simple greedy strategy, but…

Data Structures and Algorithms · Computer Science 2013-11-06 Marek Adamczyk

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

In this paper, we improve iterative greedy search algorithms in which atoms are selected serially over iterations, i.e., one-by-one over iterations. For serial atom selection, we devise two new schemes to select an atom from a set of…

Systems and Control · Computer Science 2011-11-09 Saikat Chatterjee , Dennis Sundman , Mikko Vehkaperä , Mikael Skoglund

We present a theoretical analysis of the average performance of OMP for sparse approximation. For signals that are generated from a dictionary with $K$ atoms and coherence $\mu$ and coefficients corresponding to a geometric sequence with…

Information Theory · Computer Science 2019-07-16 Karin Schnass

In this note, we investigate the theoretical properties of Orthogonal Matching Pursuit (OMP), a class of decoder to recover sparse signal in compressed sensing. In particular, we show that the OMP decoder can give $(p,q)$ instance…

Information Theory · Computer Science 2011-02-18 Zhiqiang Xu

We propose a novel greedy algorithm for the support recovery of a sparse signal from a small number of noisy measurements. In the proposed method, a new support index is identified for each iteration based on bit-wise maximum a posteriori…

Information Theory · Computer Science 2019-10-29 J. Chae , S. -N. Hong

Unions of subspaces provide a powerful generalization to linear subspace models for collections of high-dimensional data. To learn a union of subspaces from a collection of data, sets of signals in the collection that belong to the same…

Machine Learning · Computer Science 2016-10-28 Eva L. Dyer , Aswin C. Sankaranarayanan , Richard G. Baraniuk

We introduce a greedy algorithm optimizing arrangements of lines with respect to a property. We apply this algorithm to the case of simpliciality: it recovers all known simplicial arrangements of lines in a very short time and also produces…

Combinatorics · Mathematics 2020-06-26 Michael Cuntz

Orthogonal matching pursuit (OMP) is a widely used compressive sensing (CS) algorithm for recovering sparse signals in noisy linear regression models. The performance of OMP depends on its stopping criteria (SC). SC for OMP discussed in…

Machine Learning · Statistics 2017-03-16 Sreejith Kallummil , Sheetal Kalyani

We study polynomial-time approximation algorithms for (edge/vertex) Sparsest Cut and Small Set Expansion in terms of $k$, the number of edges or vertices cut in the optimal solution. Our main results are $\mathcal{O}(\text{polylog}\,…

Data Structures and Algorithms · Computer Science 2024-03-15 Aditya Anand , Euiwoong Lee , Jason Li , Thatchaphol Saranurak

In compressive sensing, the basis pursuit algorithm aims to find the sparsest solution to an underdetermined linear equation system. In this paper, we generalize basis pursuit to finding the sparsest solution to higher order nonlinear…

Information Theory · Computer Science 2013-04-23 Henrik Ohlsson , Allen Y. Yang , Roy Dong , S. Shankar Sastry

Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…

Optimization and Control · Mathematics 2026-01-09 Evie Nielen , Oliver Tse

We present a novel iterative algorithm for approximating the linear least squares solution with low complexity. After a motivation of the algorithm we discuss the algorithm's properties including its complexity, and we present theoretical…

Data Structures and Algorithms · Computer Science 2016-11-15 Michael Lunglmayr , Christoph Unterrieder , Mario Huemer

We describe a model for multi-target tracking based on associating collections of candidate detections across frames of a video. In order to model pairwise interactions between different tracks, such as suppression of overlapping tracks and…

Computer Vision and Pattern Recognition · Computer Science 2014-12-10 Shaofei Wang , Charless C. Fowlkes