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The idea that many important classes of signals can be well-represented by linear combinations of a small set of atoms selected from a given dictionary has had dramatic impact on the theory and practice of signal processing. For practical…

Information Theory · Computer Science 2015-03-18 Quan Geng , Huan Wang , John Wright

Many recent developments in the high-dimensional statistical time series literature have centered around time-dependent applications that can be adapted to regularized least squares. Of particular interest is the lasso, which both serves to…

Methodology · Statistics 2020-10-16 William B. Nicholson , Xiaohan Yan

The integer points (sites) of the real line are marked by the positions of a standard random walk. We say that the set of marked sites is weakly, moderately or strongly sparse depending on whether the jumps of the standard random walk are…

Probability · Mathematics 2019-03-08 Dariusz Buraczewski , Piotr Dyszewski , Alexander Iksanov , Alexander Marynych

We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is known only by the associated agent and depends on the variables…

Optimization and Control · Mathematics 2020-10-20 Loris Cannelli , Francisco Facchinei , Gesualdo Scutari , Vyacheslav Kungurtsev

The goal of Sparse Convex Optimization is to optimize a convex function $f$ under a sparsity constraint $s\leq s^*\gamma$, where $s^*$ is the target number of non-zero entries in a feasible solution (sparsity) and $\gamma\geq 1$ is an…

Machine Learning · Computer Science 2020-06-26 Kyriakos Axiotis , Maxim Sviridenko

We study an extension of contextual stochastic linear optimization (CSLO) that, in contrast to most of the existing literature, involves inequality constraints that depend on uncertain parameters predicted by a machine learning model. To…

Machine Learning · Computer Science 2025-05-30 Hyungki Im , Wyame Benslimane , Paul Grigas

We study local search algorithms for metric instances of facility location problems: the uncapacitated facility location problem (UFL), as well as uncapacitated versions of the $k$-median, $k$-center and $k$-means problems. All these…

Data Structures and Algorithms · Computer Science 2008-09-16 Anupam Gupta , Kanat Tangwongsan

We introduce local conditional hypotheses that express how the relation between explanatory variables and outcomes changes across different contexts, described by covariates. By expanding upon the model-X knockoff filter, we show how to…

Methodology · Statistics 2026-01-12 Paula Gablenz , Matteo Sesia , Tianshu Sun , Chiara Sabatti

The random $k$-XORSAT problem is a random constraint satisfaction problem of $n$ Boolean variables and $m=rn$ clauses, which a random instance can be expressed as a $G\mathbb{F}(2)$ linear system of the form $Ax=b$, where $A$ is a random $m…

Computational Complexity · Computer Science 2024-09-10 Kingsley Yung

We give oracle inequalities on procedures which combines quantization and variable selection via a weighted Lasso $k$-means type algorithm. The results are derived for a general family of weights, which can be tuned to size the influence of…

Statistics Theory · Mathematics 2016-07-07 Clément Levrard

We consider the problem of linear regression with self-selection bias in the unknown-index setting, as introduced in recent work by Cherapanamjeri, Daskalakis, Ilyas, and Zampetakis [STOC 2023]. In this model, one observes $m$ i.i.d.…

Statistics Theory · Mathematics 2024-02-23 Jason Gaitonde , Elchanan Mossel

We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…

Optimization and Control · Mathematics 2026-04-21 Reza Rahimi Baghbadorani , Sergio Grammatico , Peyman Mohajerin Esfahani

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

Machine Learning · Computer Science 2011-06-28 Andreas Argyriou , Luca Baldassarre , Jean Morales , Massimiliano Pontil

We consider the least-square linear regression problem with regularization by the $\ell^1$-norm, a problem usually referred to as the Lasso. In this paper, we first present a detailed asymptotic analysis of model consistency of the Lasso in…

Machine Learning · Computer Science 2009-01-22 Francis Bach

Despite significant advances in characterizing the highly nonconvex landscapes of constraint satisfaction problems, the good performance of certain algorithms in solving hard combinatorial optimization tasks remains poorly understood. This…

Disordered Systems and Neural Networks · Physics 2025-04-10 David Machado , Jonathan González-García , Roberto Mulet

Learning-augmented algorithms are a prominent recent development in beyond worst-case analysis. In this framework, a problem instance is provided with a prediction (``advice'') from a machine-learning oracle, which provides partial…

Data Structures and Algorithms · Computer Science 2025-06-03 Idan Attias , Xing Gao , Lev Reyzin

Partly on the basis of heuristic arguments from physics it has been suggested that the performance of certain types of algorithms on random $k$-SAT formulas is linked to phase transitions that affect the geometry of the set of satisfying…

Combinatorics · Mathematics 2017-11-17 Amin Coja-Oghlan , Amir Haqshenas , Samuel Hetterich

In this paper, we consider the convergence of an abstract inexact nonconvex and nonsmooth algorithm. We promise a pseudo sufficient descent condition and a pseudo relative error condition, which are both related to an auxiliary sequence,…

Optimization and Control · Mathematics 2018-11-29 Tao Sun , Hao Jiang , Lizhi Cheng , Wei Zhu

We consider smooth convex minimization over compact convex sets, i.e., $\min_{x \in C} f(x)$ with the (vanilla) Frank-Wolfe algorithm. Well-known lower bounds establish a worst-case $\Omega(1/t)$ primal-gap barrier in the general smooth…

Optimization and Control · Mathematics 2026-05-05 Sebastian Pokutta

Asymptotic separation index is a parameter that measures how easily a Borel graph can be approximated by its subgraphs with finite components. In contrast to the more classical notion of hyperfiniteness, asymptotic separation index is…

Logic · Mathematics 2025-03-10 Anton Bernshteyn , Felix Weilacher