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Lasso and other regularization procedures are attractive methods for variable selection, subject to a proper choice of shrinkage parameter. Given a set of potential subsets produced by a regularization algorithm, a consistent model…

Methodology · Statistics 2014-02-26 Minh-Ngoc Tran

We use stochastic network calculus to investigate the delay performance of a multiuser MISO system with zero-forcing beamforming. First, we consider ideal assumptions with long codewords and perfect CSI at the transmitter, where we observe…

Information Theory · Computer Science 2018-06-27 Sebastian Schiessl , James Gross , Mikael Skoglund , Giuseppe Caire

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Optimization and Control · Mathematics 2016-05-24 Sashank J. Reddi , Suvrit Sra , Barnabas Poczos , Alex Smola

Block coordinate descent is an optimization technique that is used for estimating multi-input single-output (MISO) continuous-time models, as well as single-input single output (SISO) models in additive form. Despite its widespread use in…

Systems and Control · Electrical Eng. & Systems 2024-04-16 Rodrigo A. González , Koen Classens , Cristian R. Rojas , James S. Welsh , Tom Oomen

Finite-size scaling at fixed renormalization-group invariant is a powerful and flexible technique to analyze Monte Carlo data at a critical point. It consists in fixing a given renormalization-group invariant quantity to a given value,…

Statistical Mechanics · Physics 2022-03-30 Francesco Parisen Toldin

The Lasso (Least Absolute Shrinkage and Selection Operator) has been a popular technique for simultaneous linear regression estimation and variable selection. In this paper, we propose a new novel approach for robust Lasso that follows the…

Methodology · Statistics 2016-05-13 Esa Ollila

A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…

Machine Learning · Computer Science 2018-08-23 Katsuyuki Hagiwara

In the field of big data analytics, the search for efficient subdata selection methods that enable robust statistical inferences with minimal computational resources is of high importance. A procedure prior to subdata selection could…

Methodology · Statistics 2024-11-12 Vasilis Chasiotis , Lin Wang , Dimitris Karlis

Several useful variance-reduced stochastic gradient algorithms, such as SVRG, SAGA, Finito, and SAG, have been proposed to minimize empirical risks with linear convergence properties to the exact minimizer. The existing convergence results…

Machine Learning · Computer Science 2018-02-19 Bicheng Ying , Kun Yuan , Ali H. Sayed

We develop here a computationally effective approach for producing high-quality $\mathcal{H}_\infty$-approximations to large scale linear dynamical systems having multiple inputs and multiple outputs (MIMO). We extend an approach for…

Numerical Analysis · Mathematics 2017-09-22 Alessandro Castagnotto , Christopher Beattie , Serkan Gugercin

Large-scale multiple-input multiple-output (MIMO) is an emerging wireless technology that deploys thousands of transmit antennas at the base-station to boost spectral efficiency. The classic weighted minimum mean-square-error (WMMSE)…

Information Theory · Computer Science 2025-03-17 Yi Feng , Kaiming Shen

Non-orthogonal multiple access (NOMA) systems have the potential to deliver higher system throughput, compared to contemporary orthogonal multiple access techniques. For a linearly precoded multiple-input multiple-output (MISO) system, we…

Information Theory · Computer Science 2015-12-08 Muhammad Fainan Hanif , Zhiguo Ding , Tharmalingam Ratnarajah , George K. Karagiannidis

This paper investigates the system spectral efficiency (SE) in reconfigurable intelligent surface (RIS)-aided multiuser multiple-input single-output (MISO) systems, where RIS can reconfigure the propagation environment via a large number of…

Information Theory · Computer Science 2020-01-31 Yulan Gao , Chao Yong , Zehui Xiong , Dusit Niyato , Yue Xiao , Jun Zhao

In statistical inference problems, we wish to obtain lower bounds on the minimax risk, that is to bound the performance of any possible estimator. A standard technique to obtain risk lower bounds involves the use of Fano's inequality. In an…

Information Theory · Computer Science 2018-04-06 Ramji Venkataramanan , Oliver Johnson

Fast Iterative Shrinking-Threshold Algorithm (FISTA) is a popular fast gradient descent method (FGM) in the field of large scale convex optimization problems. However, it can exhibit undesirable periodic oscillatory behaviour in some…

Optimization and Control · Mathematics 2019-12-30 Teodoro Alamo , Pablo Krupa , Daniel Limon

We propose a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent applied to the problem of minimizing a strongly convex composite function represented as the sum of an…

Machine Learning · Computer Science 2014-10-20 Jakub Konečný , Jie Liu , Peter Richtárik , Martin Takáč

Quantized massive multiple-input-multiple-output (MIMO) systems are gaining more interest due to their power efficiency. We present a new precoding technique to mitigate the multi-user interference and the quantization distortions in a…

Information Theory · Computer Science 2017-04-24 Hela Jedda , Amine Mezghani , Josef A. Nossek , A. Lee Swindlehurst

The SPS-LASSO has recently been introduced as a solution to the problem of regularization parameter selection in the complex-valued LASSO problem. Still, the dependence on the grid size and the polynomial time of performing convex…

Information Theory · Computer Science 2012-07-31 Ashkan Panahi , Mats Viberg

Introduced by Beck and Teboulle, FISTA (for Fast Iterative Shrinkage-Thresholding Algorithm) is a first-order method widely used in convex optimization. Adapted from Nesterov's accelerated gradient method for convex functions, the generated…

Optimization and Control · Mathematics 2024-07-25 Jean-François Aujol , Charles Dossal , Hippolyte Labarrière , Aude Rondepierre

We introduce low complexity machine learning based approach for mitigating nonlinear impairments in optical fiber communications systems. The immense intricacy of the problem calls for the development of "smart" methodology, simplifying the…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Mariia Sorokina , Stylianos Sygletos , Sergei Turitsyn