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This thesis consists of original contributions in the area of digital signal processing. The reconstruction of signals sparse (highly concentrated) in various transform domains is the primary problem analyzed in the thesis. The considered…
Quantum annealing is a heuristic algorithm for solving combinatorial optimization problems, and D-Wave Systems Inc. has developed hardware for implementing this algorithm. The current version of the D-Wave quantum annealer can solve…
We study the properties of the Frank-Wolfe algorithm to solve the m-EXACT-SPARSE reconstruction problem, where a signal y must be expressed as a sparse linear combination of a predefined set of atoms, called dictionary. We prove that when…
We consider estimation in a sparse additive regression model with the design points on a regular lattice. We establish the minimax convergence rates over Sobolev classes and propose a Fourier-based rate-optimal estimator which is adaptive…
We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…
Quantile regression is a powerful tool capable of offering a richer view of the data as compared to least-squares regression. Quantile regression is typically performed individually on a few quantiles or a grid of quantiles without…
The development and use of large-scale quantum computers relies on integrating quantum error-correcting (QEC) schemes into the quantum computing pipeline. A fundamental part of the QEC protocol is the decoding of the syndrome to identify a…
It is known that the estimating equations for quantile regression (QR) can be solved using an EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…
Predicting the behavior of complex systems is critical in many scientific and engineering domains, and hinges on the model's ability to capture their underlying dynamics. Existing methods encode the intrinsic dynamics of high-dimensional…
Standard high-dimensional regression methods assume that the underlying coefficient vector is sparse. This might not be true in some cases, in particular in presence of hidden, confounding variables. Such hidden confounding can be…
We propose a compressed sampling and dictionary learning framework for fiber-optic sensing using wavelength-tunable lasers. A redundant dictionary is generated from a model for the reflected sensor signal. Imperfect prior knowledge is…
We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…
Mixed-integer linear programming problems are extensively used in industry for a wide range of optimization tasks. However, as they get larger, they present computational challenges for classical solvers within practical time limits.…
High-dimensional vector autoregression with measurement error is frequently encountered in a large variety of scientific and business applications. In this article, we study statistical inference of the transition matrix under this model.…
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…
This work proposes a decentralized, iterative, Bayesian algorithm called CB-DSBL for in-network estimation of multiple jointly sparse vectors by a network of nodes, using noisy and underdetermined linear measurements. The proposed algorithm…
Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…
The ultimate goal of any sparse coding method is to accurately recover from a few noisy linear measurements, an unknown sparse vector. Unfortunately, this estimation problem is NP-hard in general, and it is therefore always approached with…
Structured dilated attention has an appealing inference-time efficiency knob: it reduces the FLOPs of attention and the KV cache size by a factor of the dilation size D, while preserving long-range connectivity. While prior work studies it…
In this work we address the problem of blindly reconstructing compressively sensed signals by exploiting the co-sparse analysis model. In the analysis model it is assumed that a signal multiplied by an analysis operator results in a sparse…