Related papers: A Unified Framework for Sparse Relaxed Regularized…
To address the challenges of reliable statistical inference in high-dimensional models, we introduce the Synthetic-data Regularized Estimator (SRE). Unlike traditional regularization methods, the SRE regularizes the complex target model via…
Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…
Lasso, or $\ell^1$ regularized least squares, has been explored extensively for its remarkable sparsity properties. It is shown in this paper that the solution to Lasso, in addition to its sparsity, has robustness properties: it is the…
Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional…
Owing to their statistical properties, non-convex sparse regularizers have attracted much interest for estimating a sparse linear model from high dimensional data. Given that the solution is sparse, for accelerating convergence, a working…
Sparsity inducing regularization is an important part for learning over-complete visual representations. Despite the popularity of $\ell_1$ regularization, in this paper, we investigate the usage of non-convex regularizations in this…
Over the past years, there are increasing interests in recovering the signals from undersampling data where such signals are sparse under some orthogonal dictionary or tight framework, which is referred to be sparse synthetic model. More…
Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. In this work we show how shape constraints such as convexity/concavity and their extensions, can be integrated into additive…
In this paper, we study the problem of fair sparse regression on a biased dataset where bias depends upon a hidden binary attribute. The presence of a hidden attribute adds an extra layer of complexity to the problem by combining sparse…
Recovering jointly sparse signals in the multiple measurement vectors (MMV) setting is a fundamental problem in machine learning, but traditional methods often require careful parameter tuning or prior knowledge of the sparsity of the…
We develop and analyze a new `relax-and-split' (RS) approach for compositions of separable nonconvex nonsmooth functions with linear maps. RS uses a relaxation technique together with partial minimization, and brings classic techniques…
In this paper we consider the problem of recovering a high dimensional data matrix from a set of incomplete and noisy linear measurements. We introduce a new model that can efficiently restrict the degrees of freedom of the problem and is…
We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…
Finding the sparse solution of an underdetermined system of linear equations has many applications, especially, it is used in Compressed Sensing (CS), Sparse Component Analysis (SCA), and sparse decomposition of signals on overcomplete…
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…
Sparse data models, where data is assumed to be well represented as a linear combination of a few elements from a dictionary, have gained considerable attention in recent years, and their use has led to state-of-the-art results in many…
Rotation averaging (RA) is a fundamental problem in robotics and computer vision. In RA, the goal is to estimate a set of $N$ unknown orientations $R_{1}, ..., R_{N} \in SO(3)$, given noisy measurements $R_{ij} \sim R^{-1}_{i} R_{j}$ of a…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
We consider neural networks with a single hidden layer and non-decreasing homogeneous activa-tion functions like the rectified linear units. By letting the number of hidden units grow unbounded and using classical non-Euclidean…
We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…