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In this study, a nondominated-solution-based multi-objective greedy method is proposed and applied to a sensor selection problem based on the multiple indices of the optimal design of experiments. The proposed method simultaneously…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Kumi Nakai , Yasuo Sasaki , Takayuki Nagata , Keigo Yamada , Yuji Saito , Taku Nonomura

The randomized group-greedy method and its customized method for large-scale sensor selection problems are proposed. The randomized greedy sensor selection algorithm is applied straightforwardly to the group-greedy method, and a customized…

Signal Processing · Electrical Eng. & Systems 2023-03-27 Takayuki Nagata , Keigo Yamada , Kumi Nakai , Yuji Saito , Taku Nonomura

Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

The selection problem of an optimal set of sensors estimating the snapshot of high-dimensional data is considered. The objective functions based on various criteria of optimal design are adopted to the greedy method: D-optimality,…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Kumi Nakai , Keigo Yamada , Takayuki Nagata , Yuji Saito , Taku Nonomura

In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…

Statistics Theory · Mathematics 2016-02-08 Alessio Sancetta

In Compressed Sensing, a real-valued sparse vector has to be estimated from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. For the estimation of…

Information Theory · Computer Science 2016-08-24 Susanne Sparrer , Robert F. H. Fischer

For compressed sensing over arbitrarily connected networks, we consider the problem of estimating underlying sparse signals in a distributed manner. We introduce a new signal model that helps to describe inter-signal correlation among…

Information Theory · Computer Science 2013-10-29 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

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

We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call…

Machine Learning · Statistics 2010-03-19 Tapio Pahikkala , Antti Airola , Tapio Salakoski

In a number of situations, collecting a function value for every data point may be prohibitively expensive, and random sampling ignores any structure in the underlying data. We introduce a scalable optimization algorithm with no correction…

Machine Learning · Computer Science 2020-06-23 Saeed Vahidian , Baharan Mirzasoleiman , Alexander Cloninger

The frame algorithm uses a simple recursive formula to approximate an unknown vector from its frame coefficients. This note introduces an adaptive version of the frame algorithm that maximizes the error reduction between steps in terms of…

Functional Analysis · Mathematics 2025-06-24 Brody Dylan Johnson

Cost-efficient compressive sensing is challenging when facing large-scale data, {\em i.e.}, data with large sizes. Conventional compressive sensing methods for large-scale data will suffer from low computational efficiency and massive…

Data Structures and Algorithms · Computer Science 2016-03-18 Sung-Hsien Hsieh , Chun-Shien Lu , Soo-Chang Pei

The purpose of this study is to introduce a new approach to feature ranking for classification tasks, called in what follows greedy feature selection. In statistical learning, feature selection is usually realized by means of methods that…

Machine Learning · Statistics 2024-03-11 Fabiana Camattari , Sabrina Guastavino , Francesco Marchetti , Michele Piana , Emma Perracchione

The purpose of this article is to examine the greedy adaptive measurement policy in the context of a linear Guassian measurement model with an optimization criterion based on information gain. In the special case of sequential scalar…

Information Theory · Computer Science 2012-08-20 Entao Liu , Edwin K. P. Chong , Louis L. Scharf

We propose a novel greedy algorithm for the support recovery of a sparse signal from a small number of noisy measurements. In the proposed method, a new support index is identified for each iteration based on bit-wise maximum a posteriori…

Information Theory · Computer Science 2019-10-29 J. Chae , S. -N. Hong

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

This paper considers the problem of selecting a set of $k$ measurements from $n$ available sensor observations. The selected measurements should minimize a certain error function assessing the error in estimating a certain $m$ dimensional…

Information Theory · Computer Science 2016-12-15 Khalil Elkhalil , Abla Kammoun , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

Sampling and interpolation have been extensively studied, in order to reconstruct or estimate the entire graph signal from the signal values on a subset of vertexes, of which most achievements are about continuous signals. While in a lot of…

Signal Processing · Electrical Eng. & Systems 2021-09-28 Wenwei Liu , Hui Feng , Kaixuan Wang , Feng Ji , Bo Hu

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

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

Statistics Theory · Mathematics 2024-02-14 Xiaoou Li , Hongru Zhao