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Sparse linear discriminant analysis via penalized optimal scoring is a successful tool for classification in high-dimensional settings. While the variable selection consistency of sparse optimal scoring has been established, the…

Statistics Theory · Mathematics 2021-04-01 Irina Gaynanova

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

Measurement samples are often taken in various monitoring applications. To reduce the sensing cost, it is desirable to achieve better sensing quality while using fewer samples. Compressive Sensing (CS) technique finds its role when the…

Information Theory · Computer Science 2016-11-18 Ying Li , Kun Xie , Xin Wang

When we are interested in high-dimensional system and focus on classification performance, the $\ell_{1}$-penalized logistic regression is becoming important and popular. However, the Lasso estimates could be problematic when penalties of…

Machine Learning · Statistics 2020-06-12 Huamei Huang , Yujing Gao , Huiming Zhang , Bo Li

We propose a stochastic variance reduced optimization algorithm for solving sparse learning problems with cardinality constraints. Sufficient conditions are provided, under which the proposed algorithm enjoys strong linear convergence…

Machine Learning · Computer Science 2017-12-27 Xingguo Li , Raman Arora , Han Liu , Jarvis Haupt , Tuo Zhao

We propose a sparse regression method based on the non-concave penalized density power divergence loss function which is robust against infinitesimal contamination in very high dimensionality. Present methods of sparse and robust regression…

Methodology · Statistics 2021-05-18 Abhik Ghosh , Subhabrata Majumdar

Applying compressive sensing (CS) allows for sub-Nyquist sampling in several application areas in 5G and beyond. This reduces the associated training, feedback, and computation overheads in many applications. However, the applicability of…

Signal Processing · Electrical Eng. & Systems 2020-12-21 Mahmoud Nazzal , Mehmet Ali Aygul , Huseyin Arslan

Exploiting intrinsic structures in sparse signals underpins the recent progress in compressive sensing (CS). The key for exploiting such structures is to achieve two desirable properties: generality (\ie, the ability to fit a wide range of…

Signal Processing · Electrical Eng. & Systems 2018-12-26 Suwichaya Suwanwimolkul , Lei Zhang , Dong Gong , Zhen Zhang , Chao Chen , Damith C. Ranasinghe , Qinfeng Shi

Lasso is a popular and efficient approach to simultaneous estimation and variable selection in high-dimensional regression models. In this paper, a robust LAD-lasso method for multiple outcomes is presented that addresses the challenges of…

Methodology · Statistics 2022-12-02 Jyrki Möttönen , Tero Lähderanta , Janne Salonen , Mikko J. Sillanpää

Oversampled adaptive sensing (OAS) is a recently proposed Bayesian framework which sequentially adapts the sensing basis. In OAS, estimation quality is, in each step, measured by conditional mean squared errors (MSEs), and the basis for the…

Information Theory · Computer Science 2018-11-16 Ralf R. Müller , Ali Bereyhi , Christoph F. Mecklenbräuker

Motivated by the challenges in analyzing gut microbiome and metagenomic data, this work aims to tackle the issue of measurement errors in high-dimensional regression models that involve compositional covariates. This paper marks a…

Methodology · Statistics 2024-09-13 Huali Zhao , Tianying Wang

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

Compressed Sensing refers to extracting a low-dimensional structured signal of interest from its incomplete random linear observations. A line of recent work has studied that, with the extra prior information about the signal, one can…

Information Theory · Computer Science 2017-04-19 Sajad Daei , Farzan Haddadi

Sparse model estimation is a topic of high importance in modern data analysis due to the increasing availability of data sets with a large number of variables. Another common problem in applied statistics is the presence of outliers in the…

Applications · Statistics 2025-02-03 Andreas Alfons , Christophe Croux , Sarah Gelper

This paper considers the design of tunable decision schemes capable of rejecting with high probability mismatched signals embedded in Gaussian interference with unknown covariance matrix. To this end, a sparse recovery technique is…

Signal Processing · Electrical Eng. & Systems 2020-04-29 Sudan Han , Luca Pallotta , Xiaotao Huang , Gaetano Giunta , Danilo Orlando

Compressive sensing (CS) has been studied and applied in structural health monitoring for wireless data acquisition and transmission, structural modal identification, and spare damage identification. The key issue in CS is finding the…

Signal Processing · Electrical Eng. & Systems 2019-03-25 Yuequan Bao , Zhiyi Tang , Hui Li

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Methodology · Statistics 2023-04-10 Ayanendranath Basu , Abhik Ghosh , María Jaenada , Leandro Pardo

We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the…

Machine Learning · Statistics 2018-11-19 Arun Venkitaraman , Dave Zachariah

Compressed sensing (CS) or sparse signal reconstruction (SSR) is a signal processing technique that exploits the fact that acquired data can have a sparse representation in some basis. One popular technique to reconstruct or approximate the…

Information Theory · Computer Science 2014-05-08 Esa Ollila , Hyon-Jung Kim , Visa Koivunen

We conducted an extensive computational experiment, lasting multiple CPU-years, to optimally select parameters for two important classes of algorithms for finding sparse solutions of underdetermined systems of linear equations. We make the…

Numerical Analysis · Computer Science 2015-05-14 Arian Maleki , David L. Donoho