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Quantized maximum a posteriori (Q-MAP) is a recently-proposed Bayesian compressed sensing algorithm that, given the source distribution, recovers $X^n$ from its linear measurements $Y^m=AX^n$, where $A\in R^{m\times n}$ denotes the known…

Information Theory · Computer Science 2018-01-04 Shirin Jalali

Accurate parameter estimation such as angle of arrival (AOA) is essential to enhance the performance of integrated sensing and communication (ISAC) in mmWave multiple-input multiple-output (MIMO) systems. This work presents a sensing-aided…

Information Theory · Computer Science 2025-03-05 Ngoc-Son Duong , Khac-Hoang Ngo , Thai-Mai Dinh , Van-Linh Nguyen

This paper seeks to bridge the two major algorithmic approaches to sparse signal recovery from an incomplete set of linear measurements -- L_1-minimization methods and iterative methods (Matching Pursuits). We find a simple regularized…

Numerical Analysis · Mathematics 2008-03-15 Deanna Needell , Roman Vershynin

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…

Machine Learning · Statistics 2022-07-15 Ingvild M. Helgøy , Yushu Li

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

Matching pursuit algorithms are an important class of algorithms in signal processing and machine learning. We present a blended matching pursuit algorithm, combining coordinate descent-like steps with stronger gradient descent steps, for…

Optimization and Control · Mathematics 2019-11-21 Cyrille W. Combettes , Sebastian Pokutta

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li

Many Bayesian statistical inference problems come down to computing a maximum a-posteriori (MAP) assignment of latent variables. Yet, standard methods for estimating the MAP assignment do not have a finite time guarantee that the algorithm…

Machine Learning · Statistics 2024-10-31 Harsh Vardhan Dubey , Ji Ah Lee , Patrick Flaherty

Recently, greedy algorithm has received much attention as a cost-effective means to reconstruct the sparse signals from compressed measurements. Much of previous work has focused on the investigation of a single candidate to identify the…

Information Theory · Computer Science 2014-09-22 Jaeseok Lee , Suhyuk Kwon , Jun Won Choi , Byonghyo Shim

This paper presents a novel Bayesian approach for hyperspectral image unmixing. The observed pixels are modeled by a linear combination of material signatures weighted by their corresponding abundances. A spike-and-slab abundance prior is…

Applications · Statistics 2022-05-04 Zeng Li , Yoann Altmann , Jie Chen , Stephen Mclaughlin , Susanto Rahardja

Several exact recovery criteria (ERC) ensuring that orthogonal matching pursuit (OMP) identifies the correct support of sparse signals have been developed in the last few years. These ERC rely on the restricted isometry property (RIP), the…

Information Theory · Computer Science 2015-12-16 Jean-François Determe , Jérôme Louveaux , Laurent Jacques , François Horlin

Matching pursuits are a class of greedy algorithms commonly used in signal processing, for solving the sparse approximation problem. They rely on an atom selection step that requires the calculation of numerous projections, which can be…

Data Structures and Algorithms · Computer Science 2012-04-06 Manuel Moussallam , Laurent Daudet , Gaël Richard

We present a novel compressed sensing recovery algorithm - termed Bayesian Optimal Structured Signal Approximate Message Passing (BOSSAMP) - that jointly exploits the prior distribution and the structured sparsity of a signal that shall be…

Information Theory · Computer Science 2015-08-06 Martin Mayer , Norbert Goertz

We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…

Numerical Analysis · Mathematics 2023-01-31 Nicole Aretz , Peng Chen , Denise Degen , Karen Veroy

Exact recovery of $K$-sparse signals $x \in \mathbb{R}^{n}$ from linear measurements $y=Ax$, where $A\in \mathbb{R}^{m\times n}$ is a sensing matrix, arises from many applications. The orthogonal matching pursuit (OMP) algorithm is widely…

Information Theory · Computer Science 2020-08-13 Jinming Wen , Rui Zhang , Wei Yu

Distance metric learning is an important component for many tasks, such as statistical classification and content-based image retrieval. Existing approaches for learning distance metrics from pairwise constraints typically suffer from two…

Machine Learning · Computer Science 2012-06-26 Liu Yang , Rong Jin , Rahul Sukthankar

Many recently developed Bayesian methods have focused on sparse signal detection. However, much less work has been done addressing the natural follow-up question: how to make valid inferences for the magnitude of those signals after…

Methodology · Statistics 2021-03-02 Spencer Woody , Oscar Hernan Madrid Padilla , James G. Scott

We propose an sparse Bayesian learning (SBL)-based method that leverages group sparsity and multiple parameterized dictionaries to detect the relevant dictionary entries and estimate their continuous parameters by combining data from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Jakob Möderl , Anders Malte Westerkam , Alexander Venus , Erik Leitinger

Multivariate Item Response Theory (MIRT) is sought-after widely by applied researchers looking for interpretable (sparse) explanations underlying response patterns in questionnaire data. There is, however, an unmet demand for such sparsity…

Methodology · Statistics 2025-03-10 Jiguang Li , Robert Gibbons , Veronika Rockova

Tensor decomposition has been extensively used as a tool for exploratory analysis. Motivated by neuroscience applications, we study tensor decomposition with Boolean factors. The resulting optimization problem is challenging due to the…

Machine Learning · Computer Science 2020-11-13 Sung-En Chang , Xun Zheng , Ian E. H. Yen , Pradeep Ravikumar , Rose Yu