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We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…

Optimization and Control · Mathematics 2026-02-13 Jan Harold Alcantara , Ching-pei Lee

We present a high-dimensional analysis of three popular algorithms, namely, Oja's method, GROUSE and PETRELS, for subspace estimation from streaming and highly incomplete observations. We show that, with proper time scaling, the…

Machine Learning · Computer Science 2019-01-30 Chuang Wang , Yonina C. Eldar , Yue M. Lu

Compressive sensing claims that the sparse signals can be reconstructed exactly from many fewer measurements than traditionally believed necessary. One of issues ensuring the successful compressive sensing is to deal with the…

Information Theory · Computer Science 2009-03-31 Lianlin Li , Fang Li

Outlying observations can be challenging to handle and adversely affect subsequent analyses, especially in data with increasing dimensional complexity. Although outliers are not always undesired anomalies in the data and may possess…

Methodology · Statistics 2025-09-18 Anthony-Alexander Christidis , Gabriela Cohen-Freue

Sparse Ising problems can be found in application areas such as logistics, condensed matter physics and training of deep Boltzmann networks, but can be very difficult to tackle with high efficiency and accuracy. This report presents new…

Machine Learning · Computer Science 2023-11-17 Kenneth M. Zick

We consider a distributed learning setup where a sparse signal is estimated over a network. Our main interest is to save communication resource for information exchange over the network and reduce processing time. Each node of the network…

Machine Learning · Statistics 2018-04-03 Ahmed Zaki , Saikat Chatterjee , Partha P. Mitra , Lars K. Rasmussen

We discuss two new methods of recovery of sparse signals from noisy observation based on $\ell_1$- minimization. They are closely related to the well-known techniques such as Lasso and Dantzig Selector. However, these estimators come with…

Statistics Theory · Mathematics 2014-04-11 Anatoli Iouditski , Arkadii S. Nemirovski

Dynamic subspace estimation, or subspace tracking, is a fundamental problem in statistical signal processing and machine learning. This paper considers a geodesic model for time-varying subspaces. The natural objective function for this…

Signal Processing · Electrical Eng. & Systems 2023-03-28 Cameron J. Blocker , Haroon Raja , Jeffrey A. Fessler , Laura Balzano

Rosetta is a science platform for resource-intensive, interactive data analysis which runs user tasks as software containers. It is built on top of a novel architecture based on framing user tasks as microservices - independent and…

Instrumentation and Methods for Astrophysics · Physics 2022-09-07 Stefano Alberto Russo , Sara Bertocco , Claudio Gheller , Giuliano Taffoni

In this short paper, we aim at developing algorithms for sparse Volterra system identification when the system to be identified has infinite impulse response. Assuming that the impulse response is represented as a sum of exponentials and…

Systems and Control · Computer Science 2019-03-27 Sarah Hojjatinia , Korkut Bekiroglu , Constantino M. Lagoa

The goal of this paper is to achieve a computational model and corresponding efficient algorithm for obtaining a sparse representation of the fitting surface to the given scattered data. The basic idea of the model is to utilize the…

Numerical Analysis · Mathematics 2017-04-27 Yong-Xia Hao , Chong-Jun Li , Ren-Hong Wang

In this paper, we introduce two indoor Wireless Local Area Network (WLAN) positioning methods using augmented sparse recovery algorithms. These schemes render a sparse user's position vector, and in parallel, minimize the distance between…

Networking and Internet Architecture · Computer Science 2016-10-20 Ali Khalajmehrabadi , Nikolaos Gatsis , Daniel Pack , David Akopian

Subspace identification is a classical and very well studied problem in system identification. The problem was recently posed as a convex optimization problem via the nuclear norm relaxation. Inspired by robust PCA, we extend this framework…

Systems and Control · Computer Science 2013-12-10 Dorsa Sadigh , Henrik Ohlsson , S. Shankar Sastry , Sanjit A. Seshia

In applications of nonlinear and complex dynamical systems, a common situation is that the system can be measured but its structure and the detailed rules of dynamical evolution are unknown. The inverse problem is to determine the system…

Dynamical Systems · Mathematics 2021-09-15 Ying-Cheng Lai

Subspace optimization methods have the attractive property of reducing large-scale optimization problems to a sequence of low-dimensional subspace optimization problems. However, existing subspace optimization frameworks adopt a fixed…

Optimization and Control · Mathematics 2022-03-03 Yoni Choukroun , Michael Katz

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

Outlier detection is a fundamental data science task with applications ranging from data cleaning to network security. Given the fundamental nature of the task, this has been the subject of much research. Recently, a new class of outlier…

Databases · Computer Science 2016-12-26 Jiongqian Liang , Srinivasan Parthasarathy

This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…

Systems and Control · Computer Science 2019-04-23 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

Machine learning and artificial intelligence algorithms typically require large amount of data for training. This means that for nonlinear aeroelastic applications, where small training budgets are driven by the high computational burden…

Real-time object pose estimation is necessary for many robot manipulation algorithms. However, state-of-the-art methods for object pose estimation are trained for a specific set of objects; these methods thus need to be retrained to…

Computer Vision and Pattern Recognition · Computer Science 2022-04-28 Qiao Gu , Brian Okorn , David Held
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