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In this paper, we provide a general methodology to draw statistical inferences on individual signal coordinates or linear combinations of them in sparse phase retrieval. Given an initial estimator for the targeting parameter (some simple…

Methodology · Statistics 2020-09-29 Yisha Yao

A robust algorithm is proposed to reconstruct the spatial support and the Lam\'e parameters of multiple inclusions in a homogeneous background elastic material using a few measurements of the displacement field over a finite collection of…

Numerical Analysis · Mathematics 2017-02-27 Jaejun Yoo , Younghoon Jung , Mikyoung Lim , Jong Chul Ye , Abdul Wahab

Quantile regression, a robust method for estimating conditional quantiles, has advanced significantly in fields such as econometrics, statistics, and machine learning. In high-dimensional settings, where the number of covariates exceeds…

Machine Learning · Statistics 2024-09-04 The Tien Mai

Motivated by cutting-edge applications like cryo-electron microscopy (cryo-EM), the Multi-Reference Alignment (MRA) model entails the learning of an unknown signal from repeated measurements of its images under the latent action of a group…

Statistics Theory · Mathematics 2022-03-11 Subhro Ghosh , Philippe Rigollet

We develop a fast and accurate grouped penalized credible region approach for variable selection and prediction in Bayesian high-dimensional linear regression. Most existing Bayesian methods either are subject to high computational costs…

Methodology · Statistics 2026-01-26 Weichang Yu , Khue-Dung Dang

The theory of compressive sensing (CS) asserts that an unknown signal $\mathbf{x} \in \mathbb{C}^N$ can be accurately recovered from $m$ measurements with $m\ll N$ provided that $\mathbf{x}$ is sparse. Most of the recovery algorithms need…

Methodology · Statistics 2017-10-12 Jianfeng Wang , Zhiyong Zhou , Anders Garpebring , Jun Yu

Recovering credible cosmological parameter constraints in a weak lensing shear analysis requires an accurate model that can be used to marginalize over nuisance parameters describing potential sources of systematic uncertainty, such as the…

Cosmology and Nongalactic Astrophysics · Physics 2023-04-20 Tianqing Zhang , Markus Michael Rau , Rachel Mandelbaum , Xiangchong Li , Ben Moews

In a sparse stochastic block model with two communities of unequal sizes we derive two posterior concentration inequalities, that imply (1) posterior (almost-)exact recovery of the community structure under sparsity bounds comparable to…

Statistics Theory · Mathematics 2021-08-17 B. J. K. Kleijn , J. van Waaij

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Compressive sensing (CS) is a technique for estimating a sparse signal from the random measurements and the measurement matrix. Traditional sparse signal recovery methods have seriously degeneration with the measurement matrix uncertainty…

Information Theory · Computer Science 2011-06-21 Yipeng Liu , Qun Wan , Fei Wen , Jia Xu , Yingning Peng

We develop a general theoretical and algorithmic framework for sparse approximation and structured prediction in $\mathcal{P}_2(\Omega)$ with Wasserstein barycenters. The barycenters are sparse in the sense that they are computed from an…

Numerical Analysis · Mathematics 2023-02-13 Minh-Hieu Do , Jean Feydy , Olga Mula

We propose an efficient meta-algorithm for Bayesian estimation problems that is based on low-degree polynomials, semidefinite programming, and tensor decomposition. The algorithm is inspired by recent lower bound constructions for…

Data Structures and Algorithms · Computer Science 2017-10-04 Samuel B. Hopkins , David Steurer

The performance of sparse signal recovery from noise corrupted, underdetermined measurements can be improved if both sparsity and correlation structure of signals are exploited. One typical correlation structure is the intra-block…

Information Theory · Computer Science 2013-10-01 Benyuan Liu , Zhilin Zhang , Hongqi Fan , Qiang Fu

Sparsity has become a key concept for solving of high-dimensional inverse problems using variational regularization techniques. Recently, using similar sparsity-constraints in the Bayesian framework for inverse problems by encoding them in…

Numerical Analysis · Mathematics 2014-11-18 Felix Lucka

Sparse convex clustering is to cluster observations and conduct variable selection simultaneously in the framework of convex clustering. Although a weighted $L_1$ norm is usually employed for the regularization term in sparse convex…

Machine Learning · Statistics 2020-05-27 Kaito Shimamura , Shuichi Kawano

Recent deep learning approaches focus on improving quantitative scores of dedicated benchmarks, and therefore only reduce the observation-related (aleatoric) uncertainty. However, the model-immanent (epistemic) uncertainty is less…

Image and Video Processing · Electrical Eng. & Systems 2021-10-25 Dominik Narnhofer , Alexander Effland , Erich Kobler , Kerstin Hammernik , Florian Knoll , Thomas Pock

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of…

Machine Learning · Statistics 2011-09-12 S. Derin Babacan , Martin Luessi , Rafael Molina , Aggelos K. Katsaggelos

We introduce a framework that enables efficient sampling from learned probability distributions for MRI reconstruction. Different from conventional deep learning-based MRI reconstruction techniques, samples are drawn from the posterior…

Machine Learning · Computer Science 2023-07-21 Guanxiong Luo , Moritz Blumenthal , Martin Heide , Martin Uecker