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We study Sigma-Delta quantization methods coupled with appropriate reconstruction algorithms for digitizing randomly sampled low-rank matrices. We show that the reconstruction error associated with our methods decays polynomially with the…

Information Theory · Computer Science 2018-04-18 Eric Lybrand , Rayan Saab

We consider ``one-at-a-time'' coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the $L_1$-penalized regression (lasso) in the literature, but it seems to have…

Computation · Statistics 2007-12-18 Jerome Friedman , Trevor Hastie , Holger Höfling , Robert Tibshirani

Influence of the finite-length registers and quantization effects on the reconstruction of sparse and approximately sparse signals is analyzed in this paper. For the nonquantized measurements, the compressive sensing (CS) framework provides…

Information Theory · Computer Science 2019-07-03 Isidora Stankovic , Milos Brajovic , Milos Dakovic , Cornel Ioana , Ljubisa Stankovic

In sensing applications, sensors cannot always measure the latent quantity of interest at the required resolution, sometimes they can only acquire a blurred version of it due the sensor's transfer function. To recover latent signals when…

Machine Learning · Statistics 2017-07-20 Felipe Tobar , Gonzalo Rios , Tomás Valdivia , Pablo Guerrero

Noiseless compressive sensing is a two-steps setting that allows for undersampling a sparse signal and then reconstructing it without loss of information. The LASSO algorithm, based on $\lone$ regularization, provides an efficient and…

Information Theory · Computer Science 2025-11-13 Damien Barbier , Carlo Lucibello , Luca Saglietti , Florent Krzakala , Lenka Zdeborová

The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…

Statistics Theory · Mathematics 2019-08-09 Junlong Zhao , Chenlei Leng

The amount of information lost in sub-Nyquist sampling of a continuous-time Gaussian stationary process is quantified. We consider a combined source coding and sub-Nyquist reconstruction problem in which the input to the encoder is a noisy…

Information Theory · Computer Science 2016-01-26 Alon Kipnis , Andrea J. Goldsmith , Yonina C. Eldar , Tsachy Weissman

Diffusion models (DMs) have demonstrated to be powerful priors for signal recovery, but their application to 1-bit quantization tasks, such as 1-bit compressed sensing and logistic regression, remains a challenge. This difficulty stems from…

Machine Learning · Computer Science 2026-01-13 Youming Chen , Zhaoqiang Liu

Suppose that the collection $\{e_i\}_{i=1}^m$ forms a frame for $\R^k$, where each entry of the vector $e_i$ is a sub-Gaussian random variable. We consider expansions in such a frame, which are then quantized using a Sigma-Delta scheme. We…

Information Theory · Computer Science 2013-06-20 Felix Krahmer , Rayan Saab , Özgür Yılmaz

Regression with the lasso penalty is a popular tool for performing dimension reduction when the number of covariates is large. In many applications of the lasso, like in genomics, covariates are subject to measurement error. We study the…

Methodology · Statistics 2017-01-04 Øystein Sørensen , Arnoldo Frigessi , Magne Thoresen

In this paper, we introduce ``UniLasso'' -- a novel statistical method for sparse regression. This two-stage approach preserves the signs of the univariate coefficients and leverages their magnitude. Both of these properties are attractive…

Methodology · Statistics 2025-06-26 Sourav Chatterjee , Trevor Hastie , Robert Tibshirani

The recovery of signals that are sparse not in a basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compressed sensing with numerous applications. As in the standard…

Information Theory · Computer Science 2021-10-01 Pedro Abdalla , Christian Kümmerle

We propose a general modeling and algorithmic framework for discrete structure recovery that can be applied to a wide range of problems. Under this framework, we are able to study the recovery of clustering labels, ranks of players, signs…

Statistics Theory · Mathematics 2020-09-29 Chao Gao , Anderson Y. Zhang

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

This paper considers the sequential composite hypothesis test with multiple sensors. The sensors observe random samples in parallel and communicate with a fusion center, who makes the global decision based on the sensor inputs. On one hand,…

Applications · Statistics 2018-04-17 Shang Li , Xiaoou Li , Xiaodong Wang , Jingchen Liu

The Compressive Sensing (CS) framework aims to ease the burden on analog-to-digital converters (ADCs) by reducing the sampling rate required to acquire and stably recover sparse signals. Practical ADCs not only sample but also quantize each…

Information Theory · Computer Science 2015-11-04 Laurent Jacques , Jason N. Laska , Petros T. Boufounos , Richard G. Baraniuk

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu

In this paper, we study the recovery of multi-layer structures in inverse conductivity problem by using one measurement. First, we define the concept of Generalized Polarization Tensors (GPTs) for multi-layered medium and show some…

Analysis of PDEs · Mathematics 2025-12-18 Lingzheng Kong , Youjun Deng , Liyan Zhu

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…

Information Theory · Computer Science 2017-05-15 Hengtao He , Chao-Kai Wen , Shi Jin

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye