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Support estimation (SE) of a sparse signal refers to finding the location indices of the non-zero elements in a sparse representation. Most of the traditional approaches dealing with SE problem are iterative algorithms based on greedy…

Signal Processing · Electrical Eng. & Systems 2026-05-06 Mehmet Yamac , Mete Ahishali , Serkan Kiranyaz , Moncef Gabbouj

We consider the joint estimation of multipath channels obtained with a set of receiving antennas and uniformly probed in the frequency domain. This scenario fits most of the modern outdoor communication protocols for mobile access or…

Systems and Control · Computer Science 2012-04-23 Y. Barbotin , M. Vetterli

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

Efficient estimation of wideband spectrum is of great importance for applications such as cognitive radio. Recently, sub-Nyquist sampling schemes based on compressed sensing have been proposed to greatly reduce the sampling rate. However,…

Signal Processing · Electrical Eng. & Systems 2018-05-23 Haoyu Fu , Yuejie Chi

We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…

Information Theory · Computer Science 2015-09-16 Alyson K. Fletcher , Sundeep Rangan

In this paper we discuss the variable selection method from \ell0-norm constrained regression, which is equivalent to the problem of finding the best subset of a fixed size. Our study focuses on two aspects, consistency and computation. We…

Methodology · Statistics 2013-03-20 Shifeng Xiong

In this manuscript, we study quantile regression in partial functional linear model where response is scalar and predictors include both scalars and multiple functions. Wavelet basis are adopted to better approximate functional slopes while…

Statistics Theory · Mathematics 2017-12-05 Dengdeng Yu , Li Zhang , Ivan Mizera , Bei Jiang , Linglong Kong

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

We consider a high dimensional linear regression problem where the goal is to efficiently recover an unknown vector $\beta^*$ from $n$ noisy linear observations $Y=X\beta^*+W \in \mathbb{R}^n$, for known $X \in \mathbb{R}^{n \times p}$ and…

Statistics Theory · Mathematics 2018-11-12 David Gamarnik , Ilias Zadik

This paper develops a channel estimation technique for millimeter wave (mmWave) communication systems. Our method exploits the sparse structure in mmWave channels for low training overhead and accounts for the phase errors in the channel…

Signal Processing · Electrical Eng. & Systems 2023-10-12 Weijia Yi , Nitin Jonathan Myers , Geethu Joseph

Compressed sensing is designed to measure sparse signals directly in a compressed form. However, most signals of interest are only "approximately sparse", i.e. even though the signal contains only a small fraction of relevant (large)…

Information Theory · Computer Science 2013-04-04 Jean Barbier , Florent Krzakala , Marc Mézard , Lenka Zdeborová

We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…

Machine Learning · Computer Science 2023-06-23 Yao Ji , Gesualdo Scutari , Ying Sun , Harsha Honnappa

Performance of regularized least-squares estimation in noisy compressed sensing is analyzed in the limit when the dimensions of the measurement matrix grow large. The sensing matrix is considered to be from a class of random ensembles that…

Information Theory · Computer Science 2016-02-08 Mikko Vehkapera , Yoshiyuki Kabashima , Saikat Chatterjee

Recently, many practical algorithms have been proposed to recover the sparse signal from fewer measurements. Orthogonal matching pursuit (OMP) is one of the most effective algorithm. In this paper, we use the restricted isometry property to…

Functional Analysis · Mathematics 2011-06-01 Yi Shen , Song Li

We present improved sampling complexity bounds for stable and robust sparse recovery in compressed sensing. Our unified analysis based on l1 minimization encompasses the case where (i) the measurements are block-structured samples in order…

Information Theory · Computer Science 2020-05-22 Ben Adcock , Claire Boyer , Simone Brugiapaglia

A natural way of estimating heteroscedastic label noise in regression is to model the observed (potentially noisy) target as a sample from a normal distribution, whose parameters can be learned by minimizing the negative log-likelihood.…

Machine Learning · Computer Science 2023-08-15 Erik Englesson , Amir Mehrpanah , Hossein Azizpour

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

In this letter, we present a unified result for the stable recovery bound of Lq(0 < q < 1) optimization model in compressed sensing, which is a constrained Lq minimization problem aware of the noise in a linear system. Specifically, without…

Optimization and Control · Mathematics 2016-09-07 Zhi-Long Dong , Xiaoqi Yang , Yu-Hong Dai

The estimation of a sparse vector in the linear model is a fundamental problem in signal processing, statistics, and compressive sensing. This paper establishes a lower bound on the mean-squared error, which holds regardless of the…

Information Theory · Computer Science 2013-03-04 Emmanuel J. Candès , Mark A. Davenport

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang
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