Related papers: Simultaneous Signal Subspace Rank and Model Select…
This paper proposes a novel image set classification technique based on the concept of linear regression. Unlike most other approaches, the proposed technique does not involve any training or feature extraction. The gallery image sets are…
This paper investigates the problem of high-precision target localization in integrated sensing and communication (ISAC) systems, where the target is sensed via both a direct path and a reconfigurable intelligent surface (RIS)-assisted…
A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…
Incorporating prior information into inverse problems, e.g. via maximum-a-posteriori estimation, is an important technique for facilitating robust inverse problem solutions. In this paper, we devise two novel approaches for linear inverse…
The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…
The compressive sensing (CS) scheme exploits much fewer measurements than suggested by the Nyquist-Shannon sampling theorem to accurately reconstruct images, which has attracted considerable attention in the computational imaging community.…
Simultaneous variable selection and robust data fitting are important aspects of many mathematical modelling projects and a wide array of optimisation tools and techniques exist to support them. When the intention is to embed this…
Source localization and spectral estimation are among the most fundamental problems in statistical and array signal processing. Methods which rely on the orthogonality of the signal and noise subspaces, such as Pisarenko's method, MUSIC,…
We introduce and study the Group Square-Root Lasso (GSRL) method for estimation in high dimensional sparse regression models with group structure. The new estimator minimizes the square root of the residual sum of squares plus a penalty…
We consider the least-square linear regression problem with regularization by the l1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptotic analysis of model consistency of the Lasso. For various…
We propose a new sparse estimation method, termed MIC (Minimum approximated Information Criterion), for generalized linear models (GLM) in fixed dimensions. What is essentially involved in MIC is the approximation of the $\ell_0$-norm with…
The shortest path problem is formulated as an $l_1$-regularized regression problem, known as lasso. Based on this formulation, a connection is established between Dijkstra's shortest path algorithm and the least angle regression (LARS) for…
Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…
Single image super-resolution (SISR) deals with a fundamental problem of upsampling a low-resolution (LR) image to its high-resolution (HR) version. Last few years have witnessed impressive progress propelled by deep learning methods.…
In statistics, the least absolute shrinkage and selection operator (Lasso) is a regression method that performs both variable selection and regularization. There is a lot of literature available, discussing the statistical properties of the…
Recently, considerable interest has focused on variable selection methods in regression situations where the number of predictors, $p$, is large relative to the number of observations, $n$. Two commonly applied variable selection approaches…
Iteratively reweighted least square (IRLS) is a popular approach to solve sparsity-enforcing regression problems in machine learning. State of the art approaches are more efficient but typically rely on specific coordinate pruning schemes.…
The least absolute shrinkage and selection operator (Lasso) is a popular method for high-dimensional statistics. However, it is known that the Lasso often has estimation bias and prediction error. To address such disadvantages, many…
We study the problem of signal estimation from non-linear observations when the signal belongs to a low-dimensional set buried in a high-dimensional space. A rough heuristic often used in practice postulates that non-linear observations may…