Related papers: Lifting high-dimensional nonlinear models with Gau…

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

We consider the problem of learning a graph modeling the statistical relations of the $d$ variables from a dataset with $n$ samples $X \in \mathbb{R}^{n \times d}$. Standard approaches amount to searching for a precision matrix $\Theta$…

The joint problem of reconstruction / feature extraction is a challenging task in image processing. It consists in performing, in a joint manner, the restoration of an image and the extraction of its features. In this work, we firstly…

We consider the problem of recovering an unknown signal $\pmb{x}_0\in \mathbb{R}^{n}$ from phaseless measurements. In this paper, we study the convex phase retrieval problem via PhaseLift from linear Gaussian measurements perturbed by…

We propose a flexible yet interpretable model for high-dimensional data with time-varying second order statistics, motivated and applied to functional neuroimaging data. Motivated by the neuroscience literature, we factorize the covariances…

We consider graphical models based on a recursive system of linear structural equations. This implies that there is an ordering, $\sigma$, of the variables such that each observed variable $Y_v$ is a linear function of a variable specific…

Inferring the connectivity structure of networked systems from data is an extremely important task in many areas of science. Most of real-world networks exhibit sparsely connected topologies, with links between nodes that in some cases may…

This paper considers the problem of solving systems of quadratic equations, namely, recovering an object of interest $\mathbf{x}^{\natural}\in\mathbb{R}^{n}$ from $m$ quadratic equations/samples…

In this paper, we propose a generalized expectation consistent signal recovery algorithm to estimate the signal $\mathbf{x}$ from the nonlinear measurements of a linear transform output $\mathbf{z}=\mathbf{A}\mathbf{x}$. This estimation…

In applications ranging from communications to genetics, signals can be modeled as lying in a union of subspaces. Under this model, signal coefficients that lie in certain subspaces are active or inactive together. The potential subspaces…

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and…

We derive theoretical guarantees for the exact recovery of piecewise constant two-dimensional images from a minimal number of non-uniform Fourier samples using a convex matrix completion algorithm. We assume the discontinuities of the image…

We provide a selected overview of methodology and theory for estimation and inference on the edge weights in high-dimensional directed and undirected Gaussian graphical models. For undirected graphical models, two main explicit…

In this paper we study the problem of recovering a structured but unknown parameter ${\bf{\theta}}^*$ from $n$ nonlinear observations of the form $y_i=f(\langle {\bf{x}}_i,{\bf{\theta}}^*\rangle)$ for $i=1,2,\ldots,n$. We develop a…

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

This paper studies a recovery task of finding a low multilinear-rank tensor that fulfills some linear constraints in the general settings, which has many applications in computer vision and graphics. This problem is named as the low…

Inferring network structures remains an interesting question for its importance on the understanding and controlling collective dynamics of complex systems. The existing shrinking methods such as Lasso-type estimation can not suitably…

We study the problem of approximately recovering signals on a manifold from one-bit linear measurements drawn from either a Gaussian ensemble, partial circulant ensemble, or bounded orthonormal ensemble and quantized using Sigma-Delta or…

The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical properties of high-dimensional lasso estimators are often…

We propose a new estimator, the thresholded scaled Lasso, in high dimensional threshold regressions. First, we establish an upper bound on the $\ell_\infty$ estimation error of the scaled Lasso estimator of Lee et al. (2012). This is a…