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The goal of this paper is to characterize the best achievable performance for the problem of estimating an unknown parameter having a sparse representation. Specifically, we consider the setting in which a sparsely representable…

Statistics Theory · Mathematics 2009-09-29 Zvika Ben-Haim , Yonina C. Eldar

This paper addresses the detection of a stochastic process in noise from irregular samples. We consider two hypotheses. The \emph{noise only} hypothesis amounts to model the observations as a sample of a i.i.d. Gaussian random variables…

Information Theory · Computer Science 2009-09-25 Walid Hachem , Eric Moulines , Francois Roueff

We consider a sparse linear regression model Y=X\beta^{*}+W where X has a Gaussian entries, W is the noise vector with mean zero Gaussian entries, and \beta^{*} is a binary vector with support size (sparsity) k. Using a novel conditional…

Machine Learning · Statistics 2019-09-26 David Gamarnik , Ilias Zadik

This paper studies the problem of shuffled linear regression, where the correspondence between predictors and responses in a linear model is obfuscated by a latent permutation. Specifically, we consider the model $y = \Pi_* X \beta_* + w$,…

Statistics Theory · Mathematics 2024-02-16 Leon Lufkin , Yihong Wu , Jiaming Xu

This paper examines fundamental error characteristics for a general class of matrix completion problems, where the matrix of interest is a product of two a priori unknown matrices, one of which is sparse, and the observations are noisy. Our…

Information Theory · Computer Science 2017-10-27 Abhinav V. Sambasivan , Jarvis D. Haupt

Sparse PCA provides a linear combination of small number of features that maximizes variance across data. Although Sparse PCA has apparent advantages compared to PCA, such as better interpretability, it is generally thought to be…

Machine Learning · Statistics 2012-10-29 Youwei Zhang , Laurent El Ghaoui

Consider the noisy underdetermined system of linear equations: y=Ax0 + z0, with n x N measurement matrix A, n < N, and Gaussian white noise z0 ~ N(0,\sigma^2 I). Both y and A are known, both x0 and z0 are unknown, and we seek an…

Statistics Theory · Mathematics 2015-03-14 David L. Donoho , Arian Maleki , Andrea Montanari

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

Tensors have found application in a variety of fields, ranging from chemometrics to signal processing and beyond. In this paper, we consider the problem of multilinear modeling of sparse count data. Our goal is to develop a descriptive…

Numerical Analysis · Mathematics 2013-09-16 Eric C. Chi , Tamara G. Kolda

As tensors become widespread in modern data analysis, Tucker low-rank Principal Component Analysis (PCA) has become essential for dimensionality reduction and structural discovery in tensor datasets. Motivated by the common scenario where…

Methodology · Statistics 2025-04-08 Elynn Chen , Xi Chen , Wenbo Jing , Yichen Zhang

We propose sparse regression as an alternative to neural networks for the discovery of parsimonious constitutive models (CMs) from oscillatory shear experiments. Symmetry and frame-invariance are strictly imposed by using tensor basis…

Soft Condensed Matter · Physics 2024-08-21 Sachin Shanbhag , Gordon Erlebacher

Sparse Principal Component Analysis (sparse PCA) is a fundamental dimension-reduction tool that enhances interpretability in various high-dimensional settings. An important variant of sparse PCA studies the scenario when samples are…

Optimization and Control · Mathematics 2024-11-11 Yuqing He , Guanyi Wang , Yu Yang

Principal component analysis (PCA) is a well-known tool in multivariate statistics. One significant challenge in using PCA is the choice of the number of components. In order to address this challenge, we propose an exact distribution-based…

Methodology · Statistics 2015-06-02 Yunjin Choi , Jonathan Taylor , Robert Tibshirani

This paper establishes a statistical versus computational trade-off for solving a basic high-dimensional machine learning problem via a basic convex relaxation method. Specifically, we consider the {\em Sparse Principal Component Analysis}…

Machine Learning · Computer Science 2015-10-20 Tengyu Ma , Avi Wigderson

In this work, we revisit algorithms for Tensor PCA: given an order-$r$ tensor of the form $T = G+\lambda \cdot v^{\otimes r}$ where $G$ is a random symmetric Gaussian tensor with unit variance entries and $v$ is an unknown boolean vector in…

Data Structures and Algorithms · Computer Science 2025-10-06 Pravesh K. Kothari , Jeff Xu

Several approximate inference algorithms have been proposed to minimize an alpha-divergence between an approximating distribution and a target distribution. Many of these algorithms introduce bias, the magnitude of which becomes problematic…

Machine Learning · Statistics 2021-10-27 Tomas Geffner , Justin Domke

We consider the design of a linear sensing system with a fixed energy budget assuming that the sampling noise is the dominant noise source. The energy constraint implies that the signal energy per measurement decreases linearly with the…

Signal Processing · Electrical Eng. & Systems 2019-05-22 Yang Lu , Wei Dai , Yonina C. Eldar

This paper studies adaptive sensing for estimating the nonzero amplitudes of a sparse signal with the aim of providing analytical guarantees on the performance gain due to adaptive resource allocation. We consider a previously proposed…

Information Theory · Computer Science 2014-08-05 Dennis Wei , Alfred O. Hero

We study the convergence rates of the EM algorithm for learning two-component mixed linear regression under all regimes of signal-to-noise ratio (SNR). We resolve a long-standing question that many recent results have attempted to tackle:…

Machine Learning · Statistics 2021-02-08 Jeongyeol Kwon , Nhat Ho , Constantine Caramanis

This paper addresses the problem of sparse phase retrieval, a fundamental inverse problem in applied mathematics, physics, and engineering, where a signal need to be reconstructed using only the magnitude of its transformation while phase…

Machine Learning · Statistics 2025-04-15 The Tien Mai