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Random projection (RP) is a powerful dimension reduction technique widely used in the analysis of high dimensional data. We demonstrate how this technique can be used to improve the computational efficiency of gravitational wave searches…

General Relativity and Quantum Cosmology · Physics 2019-06-11 Sumeet Kulkarni , Khun Sang Phukon , Amit Reza , Sukanta Bose , Anirban Dasgupta , Dilip Krishnaswamy , Anand S. Sengupta

Exploratory Landscape Analysis (ELA) provides numerical features for characterizing black-box optimization problems. In high-dimensional settings, however, ELA suffers from sparsity effects, high estimator variance, and the prohibitive cost…

Machine Learning · Computer Science 2026-04-16 Iván Olarte Rodríguez , Anja Jankovic , Thomas Bäck , Elena Raponi

This article deals with random projections applied as a data reduction technique for Bayesian regression analysis. We show sufficient conditions under which the entire $d$-dimensional distribution is approximately preserved under random…

Sparse linear regression with ill-conditioned Gaussian random designs is widely believed to exhibit a statistical/computational gap, but there is surprisingly little formal evidence for this belief, even in the form of examples that are…

Data Structures and Algorithms · Computer Science 2022-03-08 Jonathan A. Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

In the context of sketching for compressive mixture modeling, we revisit existing proofs of the Restricted Isometry Property of sketching operators with respect to certain mixtures models. After examining the shortcomings of existing…

Machine Learning · Statistics 2024-06-14 Ayoub Belhadji , Rémi Gribonval

We consider the estimation of a signal from the knowledge of its noisy linear random Gaussian projections, a problem relevant in compressed sensing, sparse superposition codes or code division multiple access just to cite few. There has…

Information Theory · Computer Science 2017-03-24 Jean Barbier , Mohamad Dia , Nicolas Macris , Florent Krzakala

We derive near optimal performance guarantees for subsampled blind deconvolution. Blind deconvolution is an ill-posed bilinear inverse problem and additional subsampling makes the problem even more challenging. Sparsity and spectral…

Information Theory · Computer Science 2015-11-23 Kiryung Lee , Marius Junge

We study the fundamental problem of the construction of optimal randomization in Differential Privacy. Depending on the clipping strategy or additional properties of the processing function, the corresponding sensitivity set theoretically…

Cryptography and Security · Computer Science 2023-09-29 Hanshen Xiao , Jun Wan , Srinivas Devadas

Many emerging applications involve sparse signals, and their processing is a subject of active research. We desire a large class of sensing matrices which allow the user to discern important properties of the measured sparse signal. Of…

Functional Analysis · Mathematics 2012-04-27 Dustin G. Mixon

Recent research has studied the role of sparsity in high dimensional regression and signal reconstruction, establishing theoretical limits for recovering sparse models from sparse data. This line of work shows that $\ell_1$-regularized…

Machine Learning · Statistics 2012-01-11 Shuheng Zhou , John Lafferty , Larry Wasserman

This work proposes a novel tensor train random projection (TTRP) method for dimension reduction, where pairwise distances can be approximately preserved. Our TTRP is systematically constructed through a tensor train (TT) representation with…

Machine Learning · Statistics 2021-10-22 Yani Feng , Kejun Tang , Lianxing He , Pingqiang Zhou , Qifeng Liao

Efficient algorithms for the sparse solution of under-determined linear systems $Ax = b$ are known for matrices $A$ satisfying suitable assumptions like the restricted isometry property (RIP). Without such assumptions little is known and…

Machine Learning · Computer Science 2021-01-22 G. Welper

Random linear mappings are widely used in modern signal processing, compressed sensing and machine learning. These mappings may be used to embed the data into a significantly lower dimension while at the same time preserving useful…

Information Theory · Computer Science 2021-01-22 Halyun Jeong , Xiaowei Li , Yaniv Plan , Özgür Yılmaz

We show how random subspace methods can be adapted to estimating local projections with many controls. Random subspace methods have their roots in the machine learning literature and are implemented by averaging over regressions estimated…

Econometrics · Economics 2024-06-04 Viet Hoang Dinh , Didier Nibbering , Benjamin Wong

Consider an m by N matrix Phi with the Restricted Isometry Property of order k and level delta, that is, the norm of any k-sparse vector in R^N is preserved to within a multiplicative factor of 1 +- delta under application of Phi. We show…

Information Theory · Computer Science 2011-02-14 Felix Krahmer , Rachel Ward

In compressed sensing, it is often desirable to consider signals possessing additional structure beyond sparsity. One such structured signal model - which forms the focus of this paper - is the local sparsity in levels class. This class has…

Information Theory · Computer Science 2017-06-05 Chen Li , Ben Adcock

In this paper we theoretically study exact recovery of sparse vectors from compressed measurements by minimizing a general nonconvex function that can be decomposed into the sum of single variable functions belonging to a class of smooth…

Information Theory · Computer Science 2020-10-21 Samrat Mukhopadhyay

Restricted Isometry Constants (RICs) provide a measure of how far from an isometry a matrix can be when acting on sparse vectors. This, and related quantities, provide a mechanism by which standard eigen-analysis can be applied to topics…

Numerical Analysis · Mathematics 2013-07-16 Bubacarr Bah , Jared Tanner

The field of compressed sensing has become a major tool in high-dimensional analysis, with the realization that vectors can be recovered from relatively very few linear measurements as long as the vectors lie in a low-dimensional structure,…

Information Theory · Computer Science 2020-04-30 Pete Casazza , Xuemei Chen , Richard Lynch

Lower dimensional signal representation schemes frequently assume that the signal of interest lies in a single vector space. In the context of the recently developed theory of compressive sensing (CS), it is often assumed that the signal of…

Information Theory · Computer Science 2014-03-18 Thakshila Wimalajeewa , Yonina C. Eldar , Pramod K. Varshney