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We design a new myopic strategy for a wide class of sequential design of experiment (DOE) problems, where the goal is to collect data in order to to fulfil a certain problem specific goal. Our approach, Myopic Posterior Sampling (MPS), is…

Sparsity constraints on the control inputs of a linear dynamical system naturally arise in several practical applications such as networked control, computer vision, seismic signal processing, and cyber-physical systems. In this work, we…

Systems and Control · Electrical Eng. & Systems 2024-09-11 Rupam Kalyan Chakraborty , Geethu Joseph , Chandra R. Murthy

Signal modeling lies at the core of numerous signal and image processing applications. A recent approach that has drawn considerable attention is sparse representation modeling, in which the signal is assumed to be generated as a…

Information Theory · Computer Science 2016-11-17 Tomer Peleg , Yonina C. Eldar , Michael Elad

Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained…

Machine Learning · Statistics 2013-07-17 Sohail Bahmani , Bhiksha Raj , Petros Boufounos

Consider the compressed sensing setup where the support $s^*$ of an $m$-sparse $d$-dimensional signal $x$ is to be recovered from $n$ linear measurements with a given algorithm. Suppose that the measurements are such that the algorithm does…

Information Theory · Computer Science 2021-03-10 Mohammad Mehrabi , Aslan Tchamkerten

Maximum a posteriori (MAP) estimation, like all Bayesian methods, depends on prior assumptions. These assumptions are often chosen to promote specific features in the recovered estimate. The form of the chosen prior determines the shape of…

Methodology · Statistics 2022-11-15 Zilai Si , Yucong Liu , Alexander Strang

In this paper, we study joint antenna activity detection, channel estimation, and multiuser detection for massive multiple-input multiple-output (MIMO) systems with general spatial modulation (GSM). We first establish a double-sparsity…

Information Theory · Computer Science 2019-10-28 Xiaoyan Kuai , Xiaojun Yuan , Wenjing Yan , Hang Liu , Ying Jun , Zhang

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Optimization and Control · Mathematics 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

In this paper, we propose a new Bayesian inference method for a high-dimensional sparse factor model that allows both the factor dimensionality and the sparse structure of the loading matrix to be inferred. The novelty is to introduce a…

Machine Learning · Statistics 2023-05-31 Ilsang Ohn , Lizhen Lin , Yongdai Kim

Feature selection for predictive analytics is the problem of identifying a minimal-size subset of features that is maximally predictive of an outcome of interest. To apply to molecular data, feature selection algorithms need to be scalable…

Machine Learning · Statistics 2020-04-02 Michail Tsagris , Zacharias Papadovasilakis , Kleanthi Lakiotaki , Ioannis Tsamardinos

In this paper, we propose and analyze an accelerated linearized Bregman (ALB) method for solving the basis pursuit and related sparse optimization problems. This accelerated algorithm is based on the fact that the linearized Bregman (LB)…

Optimization and Control · Mathematics 2011-06-28 Bo Huang , Shiqian Ma , Donald Goldfarb

This paper proposes a Bayesian downlink channel estimation algorithm for time-varying massive MIMO networks. In particular, the quantization effects at the receiver are considered. In order to fully exploit the sparsity and time…

Information Theory · Computer Science 2019-05-16 Jianpeng Ma , Shun Zhang , Hongyan Li , Feifei Gao , Zhu Han

This paper proposes an enhanced coarray transformation model (EDCTM) and a mixed greedy maximum likelihood algorithm called List-Based Maximum Likelihood Orthogonal Matching Pursuit (LBML-OMP) for direction-of-arrival estimation with…

Signal Processing · Electrical Eng. & Systems 2021-05-11 W. S. Leite , R. C. de Lamare

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

A novel sparse array synthesis method for non-uniform planar arrays is proposed, which belongs to compressive sensing (CS)-based systhesis. Particularly, we propose an off-grid refinement technique to simultaneously optimize the antenna…

Signal Processing · Electrical Eng. & Systems 2022-07-29 Songjie Yang , Baojuan Liu , Zhiqin Hong , Zhongpei Zhang

A common strategy for sparse linear regression is to introduce regularization, which eliminates irrelevant features by letting the corresponding weights be zeros. However, regularization often shrinks the estimator for relevant features,…

Machine Learning · Statistics 2015-10-07 Yohei Kondo , Kohei Hayashi , Shin-ichi Maeda

We study the sparse high-dimensional Gaussian mixture model when the number of clusters is allowed to grow with the sample size. A minimax lower bound for parameter estimation is established, and we show that a constrained maximum…

Statistics Theory · Mathematics 2024-02-26 Dapeng Yao , Fangzheng Xie , Yanxun Xu

The cosparse analysis model has been introduced recently as an interesting alternative to the standard sparse synthesis approach. A prominent question brought up by this new construction is the analysis pursuit problem -- the need to find a…

Functional Analysis · Mathematics 2014-01-06 Raja Giryes , Sangnam Nam , Michael Elad , Rémi Gribonval , Mike E. Davies

We present a theoretical analysis of the average performance of OMP for sparse approximation. For signals that are generated from a dictionary with $K$ atoms and coherence $\mu$ and coefficients corresponding to a geometric sequence with…

Information Theory · Computer Science 2019-07-16 Karin Schnass

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer
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