Related papers: Submatrices with non-uniformly selected random sup…
This paper provides a new tractable lower bound for the sparse recovery threshold of sensing matrices. This lower bound is used as a proxy to quantify the quality of sensing matrices in two different applications. First, it serves as…
Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…
Low-rank approximation of a matrix by means of random sampling has been consistently efficient in its empirical studies by many scientists who applied it with various sparse and structured multipliers, but adequate formal support for this…
We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…
The simultaneous orthogonal matching pursuit (SOMP) is a popular, greedy approach for common support recovery of a row-sparse matrix. However, compared to the noiseless scenario, the performance analysis of noisy SOMP is still nascent,…
This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…
In this work, we study the problem of reconstructing a sparse signal from a limited number of linear 'incoherent' noisy measurements, when a part of its support is known. The known part of the support may be available from prior knowledge…
The orthogonal matching pursuit (OMP) algorithm is a commonly used algorithm for recovering $K$-sparse signals $\x\in \mathbb{R}^{n}$ from linear model $\y=\A\x$, where $\A\in \mathbb{R}^{m\times n}$ is a sensing matrix. A fundamental…
We develop a uniform inference theory for high-dimensional slope parameters in threshold regression models, allowing for either cross-sectional or time series data. We first establish oracle inequalities for prediction errors, and L1…
In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker.…
Orthogonal Matching Pursuit (OMP) has long been considered a powerful heuristic for attacking compressive sensing problems; however, its theoretical development is, unfortunately, somewhat lacking. This paper presents an improved Restricted…
Random feature methods have been successful in various machine learning tasks, are easy to compute, and come with theoretical accuracy bounds. They serve as an alternative approach to standard neural networks since they can represent…
The Orthogonal Matching Pursuit (OMP) for compressed sensing iterates over a scheme of support augmentation and signal estimation. We present two novel matching pursuit algorithms with intrinsic regularization of the signal estimation step…
Finding the sparse representation of a signal in an overcomplete dictionary has attracted a lot of attention over the past years. This paper studies ProSparse, a new polynomial complexity algorithm that solves the sparse representation…
The problem of sparse approximation and the closely related compressed sensing have received tremendous attention in the past decade. Primarily studied from the viewpoint of applied harmonic analysis and signal processing, there have been…
This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A major focus is on the derivation of a rate sharp minimax…
In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…
We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…
We formulate a uniform tail bound for empirical processes indexed by a class of functions, in terms of the individual deviations of the functions rather than the worst-case deviation in the considered class. The tail bound is established by…
The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…