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Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…

Methodology · Statistics 2014-08-05 Tzu-Yu Liu , Laura Trinchera , Arthur Tenenhaus , Dennis Wei , Alfred O. Hero

In this paper, we study a fast approximation method for {\it large-scale high-dimensional} sparse least-squares regression problem by exploiting the Johnson-Lindenstrauss (JL) transforms, which embed a set of high-dimensional vectors into a…

Statistics Theory · Mathematics 2015-07-21 Tianbao Yang , Lijun Zhang , Qihang Lin , Rong Jin

We introduce a \emph{batch} version of sparse recovery, where the goal is to report a sequence of vectors $A_1',\ldots,A_m' \in \mathbb{R}^n$ that estimate unknown signals $A_1,\ldots,A_m \in \mathbb{R}^n$ using a few linear measurements,…

Data Structures and Algorithms · Computer Science 2018-07-24 Alexandr Andoni , Lior Kamma , Robert Krauthgamer , Eric Price

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 consider recovery of jointly sparse multichannel signals from incomplete measurements. Several approaches have been developed to recover the unknown sparse vectors from the given observations, including thresholding,…

Information Theory · Computer Science 2009-04-06 Yonina C. Eldar , Holger Rauhut

Sparse recovery can recover sparse signals from a set of underdetermined linear measurements. Motivated by the need to monitor large-scale networks from a limited number of measurements, this paper addresses the problem of recovering sparse…

Information Theory · Computer Science 2015-03-20 Meng Wang , Weiyu Xu , Enrique Mallada , Ao Tang

Compressive sensing relies on the sparse prior imposed on the signal of interest to solve the ill-posed recovery problem in an under-determined linear system. The objective function used to enforce the sparse prior information should be…

Information Theory · Computer Science 2020-02-25 Shuai Huang , Trac D. Tran

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both problems under the unified framework of regularized least…

Statistics Theory · Mathematics 2009-09-03 Jinchi Lv , Yingying Fan

In this paper, we put forth a new joint sparse recovery algorithm called signal space matching pursuit (SSMP). The key idea of the proposed SSMP algorithm is to sequentially investigate the support of jointly sparse vectors to minimize the…

Information Theory · Computer Science 2020-03-10 Junhan Kim , Jian Wang , Luong Trung Nguyen , Byonghyo Shim

In this paper we study the reconstruction of binary sparse signals from partial random circulant measurements. We show that the reconstruction via the least-squares algorithm is as good as the reconstruction via the usually used program…

Information Theory · Computer Science 2020-06-29 Sandra Keiper

Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention. In this paper, we propose a \underline{sto}chastic alte\underline{r}nating \underline{m}inimizing method for…

Machine Learning · Statistics 2019-06-17 Jianfeng Cai , Yuling Jiao , Xiliang Lu , Juntao You

This paper studies regularized least square recovery of signals whose samples' prior distributions are nonidentical, e.g., signals with time-variant sparsity. For this model, Bayesian framework suggests to regularize the least squares term…

Information Theory · Computer Science 2018-05-31 Ali Bereyhi , Mohammad Ali Sedaghat , Ralf R. Müller

In this work, we consider the problem of recovering analysis-sparse signals from under-sampled measurements when some prior information about the support is available. We incorporate such information in the recovery stage by suitably tuning…

Information Theory · Computer Science 2019-01-30 Sajad Daei , Farzan Haddadi , Arash Amini

Distributed compressed sensing is concerned with representing an ensemble of jointly sparse signals using as few linear measurements as possible. Two novel joint reconstruction algorithms for distributed compressed sensing are presented in…

Information Theory · Computer Science 2014-05-22 Diego Valsesia , Giulio Coluccia , Enrico Magli

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

We introduce a new class of measurement matrices for compressed sensing, using low order summaries over binary sequences of a given length. We prove recovery guarantees for three reconstruction algorithms using the proposed measurements,…

Information Theory · Computer Science 2011-03-08 M. Amin Khajehnejad , Juhwan Yoo , Animashree Anandkumar , Babak Hassibi

In distributed, or privacy-preserving learning, we are often given a set of probabilistic models estimated from different local repositories, and asked to combine them into a single model that gives efficient statistical estimation. A…

Machine Learning · Statistics 2017-03-01 Jun Han , Qiang Liu

The goal of (stable) sparse recovery is to recover a $k$-sparse approximation $x*$ of a vector $x$ from linear measurements of $x$. Specifically, the goal is to recover $x*$ such that ||x-x*||_p <= C min_{k-sparse x'} ||x-x'||_q for some…

Data Structures and Algorithms · Computer Science 2011-10-19 Piotr Indyk , Eric Price , David P. Woodruff

Signal recovery is one of the key techniques of Compressive sensing (CS). It reconstructs the original signal from the linear sub-Nyquist measurements. Classical methods exploit the sparsity in one domain to formulate the L0 norm…

Information Theory · Computer Science 2012-06-05 Yipeng Liu , Ivan Gligorijevic , Vladimir Matic , Maarten De Vos , Sabine Van Huffel