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We present a simple and effective algorithm for the problem of \emph{sparse robust linear regression}. In this problem, one would like to estimate a sparse vector $w^* \in \mathbb{R}^n$ from linear measurements corrupted by sparse noise…

Data Structures and Algorithms · Computer Science 2019-01-08 Sushrut Karmalkar , Eric Price

In this paper we revisit random linear under-determined systems with sparse solutions. We consider $\ell_1$ optimization heuristic known to work very well when used to solve these systems. A collection of fundamental results that relate to…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

Recently, sparsity has become a key concept in various areas of applied mathematics, computer science, and electrical engineering. One application of this novel methodology is the separation of data, which is composed of two (or more)…

Numerical Analysis · Mathematics 2011-02-23 Gitta Kutyniok

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Online sparse linear regression is an online problem where an algorithm repeatedly chooses a subset of coordinates to observe in an adversarially chosen feature vector, makes a real-valued prediction, receives the true label, and incurs the…

Machine Learning · Computer Science 2020-07-27 Satyen Kale , Zohar Karnin , Tengyuan Liang , Dávid Pál

Line spectral estimation theory aims to estimate the off-the-grid spectral components of a time signal with optimal precision. Recent results have shown that it is possible to recover signals having sparse line spectra from few temporal…

Information Theory · Computer Science 2017-01-31 Maxime Ferreira Da Costa , Wei Dai

Mixture of linear regressions is a popular learning theoretic model that is used widely to represent heterogeneous data. In the simplest form, this model assumes that the labels are generated from either of two different linear models and…

Machine Learning · Statistics 2020-07-15 Arya Mazumdar , Soumyabrata Pal

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

This paper studies the question of how well a signal can be reprsented by a sparse linear combination of reference signals from an overcomplete dictionary. When the dictionary size is exponential in the dimension of signal, then the exact…

Information Theory · Computer Science 2009-05-14 Halyun Jeong , Young-Han Kim

This paper studies the problem of multivariate linear regression where a portion of the observations is grossly corrupted or is missing, and the magnitudes and locations of such occurrences are unknown in priori. To deal with this problem,…

Machine Learning · Statistics 2017-01-12 Xiaowei Zhang , Chi Xu , Yu Zhang , Tingshao Zhu , Li Cheng

Linguistic representation learning in deep neural language models (LMs) has been studied for decades, for both practical and theoretical reasons. However, finding representations in LMs remains an unsolved problem, in part due to a dilemma…

Computation and Language · Computer Science 2026-03-26 Joshua Rozner , Cory Shain

We consider the high-dimensional sparse linear regression problem of accurately estimating a sparse vector using a small number of linear measurements that are contaminated by noise. It is well known that the standard cadre of…

Statistics Theory · Mathematics 2014-02-25 Divyanshu Vats , Richard G. Baraniuk

The sparse representation classifier (SRC) has been utilized in various classification problems, which makes use of L1 minimization and works well for image recognition satisfying a subspace assumption. In this paper we propose a new…

Machine Learning · Statistics 2024-06-27 Cencheng Shen , Li Chen , Yuexiao Dong , Carey E. Priebe

Non-convex constraints have recently proven a valuable tool in many optimisation problems. In particular sparsity constraints have had a significant impact on sampling theory, where they are used in Compressed Sensing and allow structured…

Information Theory · Computer Science 2012-05-09 Thomas Blumensath

In high-dimensional statistics, variable selection recovers the latent sparse patterns from all possible covariate combinations. This paper proposes a novel optimization method to solve the exact L0-regularized regression problem, which is…

Methodology · Statistics 2022-06-02 Mingzhang Yin , Nhat Ho , Bowei Yan , Xiaoning Qian , Mingyuan Zhou

Regularized regression problems are ubiquitous in statistical modeling, signal processing, and machine learning. Sparse regression in particular has been instrumental in scientific model discovery, including compressed sensing applications,…

Machine Learning · Statistics 2018-11-09 Peng Zheng , Travis Askham , Steven L. Brunton , J. Nathan Kutz , Aleksandr Y. Aravkin

Sparse signal recovery from a small number of random measurements is a well known NP-hard to solve combinatorial optimization problem, with important applications in signal and image processing. The standard approach to the sparse signal…

Data Analysis, Statistics and Probability · Physics 2013-04-09 M. Andrecut

Regression with sparse inputs is a common theme for large scale models. Optimizing the underlying linear algebra for sparse inputs allows such models to be estimated faster. At the same time, centering the inputs has benefits in improving…

Computation · Statistics 2019-10-30 Jeffrey Wong

Subspace tracking is a fundamental problem in signal processing, where the goal is to estimate and track the underlying subspace that spans a sequence of data streams over time. In high-dimensional settings, data samples are often corrupted…

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