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We provide two novel adaptive-rate compressive sensing (CS) strategies for sparse, time-varying signals using side information. Our first method utilizes extra cross-validation measurements, and the second one exploits extra low-resolution…
Composed Image Retrieval (CIR) enables image search by combining a reference image with modification text. Intrinsic noise in CIR triplets incurs intrinsic uncertainty and threatens the model's robustness. Probabilistic learning approaches…
In this paper, we propose new sampling approaches for the Shrinkage Inverse-Wishart (SIW) distribution, a generalized family of the Inverse-Wishart distribution originally proposed by Berger et al. (2020, Annals of Statistics). It offers a…
This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. Numerous renowned algorithms for tackling the compressed sensing problem…
Shuffled linear regression (SLR) seeks to estimate latent features through a linear transformation, complicated by unknown permutations in the measurement dimensions. This problem extends traditional least-squares (LS) and Least Absolute…
Composed image retrieval (CIR) searches a corpus with a reference image and a text describing how to modify it. Despite rapid progress from triplet-trained compositors to zero-shot and generative methods, essentially all systems share one…
The scalability of Distributed Stochastic Gradient Descent (SGD) is today limited by communication bottlenecks. We propose a novel SGD variant: Communication-efficient SGD with Error Reset, or CSER. The key idea in CSER is first a new…
This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…
In this paper we introduce a system for unsupervised object discovery and segmentation of RGBD-images. The system models the sensor noise directly from data, allowing accurate segmentation without sensor specific hand tuning of measurement…
This paper investigates the comparative performance of two fundamental approaches to solving linear regression problems: the closed-form Moore-Penrose pseudoinverse and the iterative gradient descent method. Linear regression is a…
This paper develops a new empirical Bayesian inference algorithm for solving a linear inverse problem given multiple measurement vectors (MMV) of under-sampled and noisy observable data. Specifically, by exploiting the joint sparsity across…
One of the most prominent methods for uncertainty quantification in high-dimen-sional statistics is the desparsified LASSO that relies on unconstrained $\ell_1$-minimization. The majority of initial works focused on real (sub-)Gaussian…
We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…
In "Li, L. and Yin, X. (2008). Sliced Inverse Regression with Regularizations. Biometrics, 64(1):124--131" a ridge SIR estimator is introduced as the solution of a minimization problem and computed thanks to an alternating least-squares…
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…
We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in…
Compressive sensing (CS) is a technique for estimating a sparse signal from the random measurements and the measurement matrix. Traditional sparse signal recovery methods have seriously degeneration with the measurement matrix uncertainty…
Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…
Stochastic differential equations have been an important tool in modeling complex financial relations, equipped with the possibility of being multidimensional to better oversee complexities inherent in finance. This multidimensionality,…
We consider the general problem of recovering a high-dimensional signal from noisy quantized measurements. Quantization, especially coarse quantization such as 1-bit sign measurements, leads to severe information loss and thus a good prior…