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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…

Statistics Theory · Mathematics 2025-03-18 Weihao Li , Dongming Huang

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…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

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…

Information Theory · Computer Science 2008-11-13 Huan Xu , Constantine Caramanis , Shie Mannor

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…

Methodology · Statistics 2022-10-25 Konstantinos Perrakis , Thomas Lartigue , Frank Dondelinger , Sach Mukherjee

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…

Machine Learning · Computer Science 2021-10-22 Alain Rakotomamonjy , Rémi Flamary , Gilles Gasso , Joseph Salmon

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…

Machine Learning · Computer Science 2017-11-09 Jianqiao Wangni , Dahua Lin

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…

Information Theory · Computer Science 2012-02-10 Lianlin Li

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…

Machine Learning · Computer Science 2017-05-03 Junming Yin , Yaoliang Yu

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…

Machine Learning · Computer Science 2022-09-12 Adarsh Barik , Jean Honorio

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…

Machine Learning · Computer Science 2026-02-02 Lakshmi Jayalal , Sheetal Kalyani

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…

Optimization and Control · Mathematics 2018-09-27 Peng Zheng , Aleksandr Aravkin

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…

Information Theory · Computer Science 2012-11-22 Mohammad Golbabaee , Pierre Vandergheynst

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…

Machine Learning · Statistics 2016-03-02 Milad Kharratzadeh , Mark Coates

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…

Information Theory · Computer Science 2010-01-29 Hosein Mohimani , Massoud Babaie-Zadeh , Irina Gorodnitsky , Christian Jutten

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

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…

Information Theory · Computer Science 2015-03-13 Ignacio Ramirez , Guillermo Sapiro

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…

Computer Vision and Pattern Recognition · Computer Science 2023-11-29 Owen Howell , Haoen Huang , David Rosen

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…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

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…

Machine Learning · Computer Science 2016-11-01 Francis Bach

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…

Machine Learning · Computer Science 2022-06-30 Eric Price , Sandeep Silwal , Samson Zhou
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