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Recovery of the sparsity pattern (or support) of an unknown sparse vector from a small number of noisy linear measurements is an important problem in compressed sensing. In this paper, the high-dimensional setting is considered. It is shown…

Information Theory · Computer Science 2013-02-06 Galen Reeves , Michael Gastpar

We consider the problem of recovering a partially sparse solution of an underdetermined system of linear equations by minimizing the $\ell_1$-norm of the part of the solution vector which is known to be sparse. Such a problem is closely…

Information Theory · Computer Science 2013-04-11 Afonso S. Bandeira , Katya Scheinberg , Luis Nunes Vicente

Tensor decomposition is a powerful tool for extracting physically meaningful latent factors from multi-dimensional nonnegative data, and has been an increasing interest in a variety of fields such as image processing, machine learning, and…

Machine Learning · Computer Science 2024-12-03 Xiongjun Zhang , Michael K. Ng

We study the nonparametric least squares estimator (LSE) of a multivariate convex regression function. The LSE, given as the solution to a quadratic program with $O(n^2)$ linear constraints ($n$ being the sample size), is difficult to…

Computation · Statistics 2015-09-29 Rahul Mazumder , Arkopal Choudhury , Garud Iyengar , Bodhisattva Sen

We consider support recovery in the quadratic logistic regression setting - where the target depends on both p linear terms $x_i$ and up to $p^2$ quadratic terms $x_i x_j$. Quadratic terms enable prediction/modeling of higher-order effects…

Machine Learning · Statistics 2017-03-09 Karthikeyan Shanmugam , Murat Kocaoglu , Alexandros G. Dimakis , Sujay Sanghavi

We consider faithfully combining phase retrieval with classical compressed sensing. Inspired by the recent novel formulation for phase retrieval called PhaseMax, we present and analyze SparsePhaseMax, a linear program for phaseless…

Information Theory · Computer Science 2017-03-06 Paul Hand , Vladislav Voroninski

In this paper we present two new approaches to efficiently solve large-scale compressed sensing problems. These two ideas are independent of each other and can therefore be used either separately or together. We consider all possibilities.…

Machine Learning · Statistics 2013-12-17 Robert Vanderbei , Han Liu , Lie Wang , Kevin Lin

We propose a pivotal method for estimating high-dimensional sparse linear regression models, where the overall number of regressors $p$ is large, possibly much larger than $n$, but only $s$ regressors are significant. The method is a…

Methodology · Statistics 2015-03-17 Alexandre Belloni , Victor Chernozhukov , Lie Wang

We study the problem of reconstructing a block-sparse signal from compressively sampled measurements. In certain applications, in addition to the inherent block-sparse structure of the signal, some prior information about the block support,…

Information Theory · Computer Science 2019-02-25 Sajad Daei , Farzan Haddadi , Arash Amini

The field of compressed sensing has shown that a sparse but otherwise arbitrary vector can be recovered exactly from a small number of randomly constructed linear projections (or samples). The question addressed in this paper is whether an…

Information Theory · Computer Science 2010-01-26 Galen Reeves , Michael Gastpar

We study the problem of recovering Gaussian data under adversarial corruptions when the noises are low-rank and the corruptions are on the coordinate level. Concretely, we assume that the Gaussian noises lie in an unknown $k$-dimensional…

Data Structures and Algorithms · Computer Science 2023-11-29 Weihao Kong , Mingda Qiao , Rajat Sen

Sparse modeling has been widely and successfully used in many applications such as computer vision, machine learning, and pattern recognition. Accompanied with those applications, significant research has studied the theoretical limits and…

Information Theory · Computer Science 2016-10-04 Yuki Itoh , Marco F. Duarte , Mario Parente

We study the problem of variable selection in convex nonparametric regression. Under the assumption that the true regression function is convex and sparse, we develop a screening procedure to select a subset of variables that contains the…

Statistics Theory · Mathematics 2014-11-19 Min Xu , Minhua Chen , John Lafferty

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

Signal recovery is one of the key techniques of Compressive sensing (CS). It reconstructs the original signal from the linear sub-Nyquist measurements. Classical methods exploit the sparsity in one domain to formulate the L0 norm…

Information Theory · Computer Science 2012-06-05 Yipeng Liu , Ivan Gligorijevic , Vladimir Matic , Maarten De Vos , Sabine Van Huffel

In this paper we continue the studies on the integer sparse recovery problem that was introduced in \cite{FKS} and studied in \cite{K},\cite{KS}. We provide an algorithm for the recovery of an unknown sparse integer vector for the…

Numerical Analysis · Mathematics 2019-05-08 K. S. Ryutin

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

Machine Learning · Statistics 2012-06-22 Tingni Sun , Cun-Hui Zhang

In this paper, we consider the mixture of sparse linear regressions model. Let ${\beta}^{(1)},\ldots,{\beta}^{(L)}\in\mathbb{C}^n$ be $ L $ unknown sparse parameter vectors with a total of $ K $ non-zero coefficients. Noisy linear…

Information Theory · Computer Science 2018-08-03 Dong Yin , Ramtin Pedarsani , Yudong Chen , Kannan Ramchandran

Sparse learning is an important topic in many areas such as machine learning, statistical estimation, signal processing, etc. Recently, there emerges a growing interest on structured sparse learning. In this paper we focus on the…

Information Theory · Computer Science 2015-03-10 Shubao Zhang , Hui Qian , Zhihua Zhang

This work is concerned with the problem of recovering high-dimensional signals $\mathbf{x} \in \mathbb{R}^n$ which belong to a convex set of low-complexity from a small number of quantized measurements. We propose to estimate the signals…

Information Theory · Computer Science 2021-03-29 Hans Christian Jung , Johannes Maly , Lars Palzer , Alexander Stollenwerk
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