Related papers: SLS (Single $\ell_1$ Selection): a new greedy algo…
We study the problem of scheduling sensors in a resource-constrained linear dynamical system, where the objective is to select a small subset of sensors from a large network to perform the state estimation task. We formulate this problem as…
Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…
Linear mixed models (LMMs), which incorporate fixed and random effects, are key tools for analyzing heterogeneous data, such as in personalized medicine. Nowadays, this type of data is increasingly wide, sometimes containing thousands of…
We analyze an Iteratively Re-weighted Least Squares (IRLS) algorithm for promoting l1-minimization in sparse and compressible vector recovery. We prove its convergence and we estimate its local rate. We show how the algorithm can be…
Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…
Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…
The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…
We introduce an extension to the CLRS algorithmic learning benchmark, prioritizing scalability and the utilization of sparse representations. Many algorithms in CLRS require global memory or information exchange, mirrored in its execution…
Various unsupervised greedy selection methods have been proposed as computationally tractable approximations to the NP-hard subset selection problem. These methods rely on sequentially selecting the variables that best improve performance…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
We describe the Greedy Sparse Subspace Clustering (GSSC) algorithm providing an efficient method for clustering data belonging to a few low-dimensional linear or affine subspaces from incomplete corrupted and noisy data. We provide…
The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression…
In this paper, we consider a squared $L_1/L_2$ regularized model for sparse signal recovery from noisy measurements. We first establish the existence of optimal solutions to the model under mild conditions. Next, we propose a proximal…
We propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for $\ell_1$-constrained sparse recovery from noisy data, both in the compressed sensing and inverse problem frameworks.…
We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…
Spike sorting is a class of algorithms used in neuroscience to attribute the time occurences of particular electric signals, called action potential or spike, to neurons. We rephrase this problem as a particular optimization problem : Lasso…
In order to improve the performance of least mean square (LMS)-based adaptive filtering for identifying block-sparse systems, a new adaptive algorithm called block-sparse LMS (BS-LMS) is proposed in this paper. The basis of the proposed…
We present a greedy-based approach to construct an efficient single hidden layer neural network with the ReLU activation that approximates a target function. In our approach we obtain a shallow network by utilizing a greedy algorithm with…
In this paper, we propose two novel p-norm penalty least mean square (Lp-LMS) algorithms as supplements of the conventional Lp-LMS algorithm established for sparse adaptive filtering recently. A gradient comparator is employed to…
We study the problem of selecting a subset of vectors from a large set, to obtain the best signal representation over a family of functions. Although greedy methods have been widely used for tackling this problem and many of those have been…