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The paper proposes a new covariance estimator for large covariance matrices when the variables have a natural ordering. Using the Cholesky decomposition of the inverse, we impose a banded structure on the Cholesky factor, and select the…

Applications · Statistics 2008-12-18 Elizaveta Levina , Adam Rothman , Ji Zhu

We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…

Instrumentation and Methods for Astrophysics · Physics 2016-05-25 Nikhil Padmanabhan , Martin White , Harrison H. Zhou , Ross O'Connell

In this paper, we consider deep neural networks for solving inverse problems that are robust to forward model mis-specifications. Specifically, we treat sensing problems with model mismatch where one wishes to recover a sparse…

Machine Learning · Computer Science 2021-10-22 Wei Pu , Chao Zhou , Yonina C. Eldar , Miguel R. D. Rodrigues

Efficient time series forecasting has become critical for real-world applications, particularly with deep neural networks (DNNs). Efficiency in DNNs can be achieved through sparse connectivity and reducing the model size. However, finding…

Machine Learning · Computer Science 2024-06-13 Zahra Atashgahi , Mykola Pechenizkiy , Raymond Veldhuis , Decebal Constantin Mocanu

In this letter, we consider the problem of recovering an unknown sparse signal from noisy linear measurements, using an enhanced version of the popular Elastic-Net (EN) method. We modify the EN by adding a box-constraint, and we call it the…

Machine Learning · Computer Science 2021-07-06 Ayed M. Alrashdi , Ismail Ben Atitallah , Tareq Y. Al-Naffouri

The paper addresses the problem to estimate the power spectral density of an ARMA zero mean Gaussian process. We propose a kernel based maximum entropy spectral estimator. The latter searches the optimal spectrum over a class of high order…

Optimization and Control · Mathematics 2020-04-30 Mattia Zorzi

We introduce UniLoss, a unified framework to generate surrogate losses for training deep networks with gradient descent, reducing the amount of manual design of task-specific surrogate losses. Our key observation is that in many cases,…

Computer Vision and Pattern Recognition · Computer Science 2020-07-29 Lanlan Liu , Mingzhe Wang , Jia Deng

Ultrasound imaging faces a trade-off between image quality and hardware complexity caused by dense transducers. Sparse arrays are one popular solution to mitigate this challenge. This work proposes an end-to-end optimization framework that…

Image and Video Processing · Electrical Eng. & Systems 2026-04-01 Sergio Urrea , Adrian Basarab , Hervé Liebgott , Henry Arguello

We propose Matrix ALPS for recovering a sparse plus low-rank decomposition of a matrix given its corrupted and incomplete linear measurements. Our approach is a first-order projected gradient method over non-convex sets, and it exploits a…

Information Theory · Computer Science 2012-06-22 Anastasios Kyrillidis , Volkan Cevher

A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…

Machine Learning · Computer Science 2018-08-23 Katsuyuki Hagiwara

In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO)…

Information Theory · Computer Science 2014-10-30 Chao-Kai Wen , Jun Zhang , Kai-Kit Wong , Jung-Chieh Chen , Chau Yuen

The Dantzig selector has received popularity for many applications such as compressed sensing and sparse modeling, thanks to its computational efficiency as a linear programming problem and its nice sampling properties. Existing results…

Methodology · Statistics 2016-05-12 Yinfei Kong , Zemin Zheng , Jinchi Lv

Weak lensing convergence maps - upon which higher order statistics can be calculated - can be recovered from observations of the shear field by solving the lensing inverse problem. For typical surveys this inverse problem is ill-posed…

Cosmology and Nongalactic Astrophysics · Physics 2021-02-08 Matthew A. Price , Xiaohao Cai , Jason D. McEwen , Thomas D. Kitching

In high-dimensional linear regression, the goal pursued here is to estimate an unknown regression function using linear combinations of a suitable set of covariates. One of the key assumptions for the success of any statistical procedure in…

Statistics Theory · Mathematics 2015-03-13 Philippe Rigollet , Alexandre Tsybakov

In this article, we derive a Bayesian model to learning the sparse and low rank PARAFAC decomposition for the observed tensor with missing values via the elastic net, with property to find the true rank and sparse factor matrix which is…

Numerical Analysis · Mathematics 2017-05-30 Songting Shi , Xiang Li , Arkadiusz Sitek , Quanzheng Li

Deep neural networks have become very popular in modeling complex nonlinear processes due to their extraordinary ability to fit arbitrary nonlinear functions from data with minimal expert intervention. However, they are almost always…

Chemical Physics · Physics 2023-01-16 Erlend Torje Berg Lundby , Adil Rasheed , Ivar Johan Halvorsen , Jan Tommy Gravdahl

This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…

Information Theory · Computer Science 2019-09-04 Alex Dytso , Martina Cardone , H. Vincent Poor

Compressive sensing predicts that sufficiently sparse vectors can be recovered from highly incomplete information. Efficient recovery methods such as $\ell_1$-minimization find the sparsest solution to certain systems of equations. Random…

Information Theory · Computer Science 2011-08-17 Ulaş Ayaz , Holger Rauhut

This paper focuses on scalability and robustness of spectral clustering for extremely large-scale datasets with limited resources. Two novel algorithms are proposed, namely, ultra-scalable spectral clustering (U-SPEC) and ultra-scalable…

Machine Learning · Computer Science 2019-03-06 Dong Huang , Chang-Dong Wang , Jian-Sheng Wu , Jian-Huang Lai , Chee-Keong Kwoh

This paper investigates efficient deep neural networks (DNNs) to replace dense unstructured weight matrices with structured ones that possess desired properties. The challenge arises because the optimal weight matrix structure in popular…

Machine Learning · Computer Science 2024-03-11 Changwoo Lee , Hun-Seok Kim