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Related papers: Sparse Bayesian Learning via Stepwise Regression

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There has been an intense development on the estimation of a sparse regression coefficient vector in statistics, machine learning and related fields. In this paper, we focus on the Bayesian approach to this problem, where sparsity is…

Computation · Statistics 2016-02-25 Xichen Huang , Jin Wang , Feng Liang

This paper begins with considering the identification of sparse linear time-invariant networks described by multivariable ARX models. Such models possess relatively simple structure thus used as a benchmark to promote further research. With…

Systems and Control · Computer Science 2016-10-03 J. Jin , Y. Yuan , W. Pan , D. L. T. Pham , C. J. Tomlin , A. Webb , J. Goncalves

This paper introduces a new sparse Bayesian learning (SBL) algorithm that jointly recovers a temporal sequence of edge maps from noisy and under-sampled Fourier data. The new method is cast in a Bayesian framework and uses a prior that…

Applications · Statistics 2023-03-01 Yao Xiao , Anne Gelb , Guohui Song

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…

Machine Learning · Statistics 2015-03-31 Ravi Ganti , Rebecca M. Willett

We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…

Statistics Theory · Mathematics 2014-12-16 Jacob Steinhardt , Stefan Wager , Percy Liang

While sparse attention mitigates the computational bottleneck of long-context LLM training, its distributed training process exhibits extreme heterogeneity in both \textit{1)} sequence length and \textit{2)} sparsity sensitivity, leading to…

Machine Learning · Computer Science 2026-04-27 Hongtao Xu , Jianchao Tan , Yuxuan Hu , Pengju Lu , Hongyu Wang , Pingwei Sun , Yerui Sun , Yuchen Xie , Xunliang Cai , Mingzhen Li , Weile Jia

We introduce a dynamic sparse training algorithm based on linearized Bregman iterations / mirror descent that exploits the naturally incurred sparsity by alternating between periods of static and dynamic sparsity pattern updates. The key…

Machine Learning · Computer Science 2026-05-19 Yannick Lunk , Sebastian J. Scott , Leon Bungert

We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorithms do not consider such temporal…

Machine Learning · Statistics 2011-08-18 Zhilin Zhang , Bhaskar D. Rao

We present an algorithm, dubbed Multi-Branch Matching Pursuit (MBMP), to solve the sparse recovery problem over redundant dictionaries. MBMP combines three different paradigms: being a greedy method, it performs iterative signal support…

Information Theory · Computer Science 2014-07-03 Marco Rossi , Alexander M. Haimovich , Yonina C. Eldar

The radio environment map (REM) visually displays the spectrum information over the geographical map and plays a significant role in monitoring, management, and security of spectrum resources.In this paper, we present an efficient 3D REM…

Signal Processing · Electrical Eng. & Systems 2024-03-14 Wang Jie , Zhu Qiuming , Lin Zhipeng , Chen Junting , Ding Guoru , Wu Qihui , Gu Guochen , Gao Qianhao

In this paper, we present coherence-based performance guarantees of Orthogonal Matching Pursuit (OMP) for both support recovery and signal reconstruction of sparse signals when the measurements are corrupted by noise. In particular, two…

Statistics Theory · Mathematics 2012-09-28 Yuejie Chi , Robert Calderbank

Orthogonal Matching Pursuit (OMP) has been a powerful method in sparse signal recovery and approximation. However, OMP suffers computational issues when the signal has a large number of non-zeros. This paper advances OMP and its extension…

Computer Vision and Pattern Recognition · Computer Science 2025-04-28 Huiyuan Yu , Jia He , Maggie Cheng

Probabilistic Coalition Structure Generation (PCSG) is NP-hard and can be recast as an $l_0$-type sparse recovery problem by representing coalition structures as sparse coefficient vectors over a coalition-incidence design. A natural…

Computer Science and Game Theory · Computer Science 2026-01-12 Angshul Majumdar

Spike and Slab priors have been of much recent interest in signal processing as a means of inducing sparsity in Bayesian inference. Applications domains that benefit from the use of these priors include sparse recovery, regression and…

Machine Learning · Computer Science 2016-10-27 Tiep H. Vu , Hojjat S. Mousavi , Vishal Monga

Sparse Subspace Clustering (SSC) is one of the most popular methods for clustering data points into their underlying subspaces. However, SSC may suffer from heavy computational burden. Orthogonal Matching Pursuit applied on SSC accelerates…

Machine Learning · Computer Science 2020-01-08 Wenqi Zhu , Yuesheng Zhu , Li Zhong , Shuai Yang

We consider the problem of estimating a variable number of parameters with a dynamic nature. A familiar example is finding the position of moving targets using sensor array observations. The problem is challenging in cases where either the…

Computation · Statistics 2015-04-03 Ashkan Panahi , Mats Viberg

We propose a novel adaptive empirical Bayesian method for sparse deep learning, where the sparsity is ensured via a class of self-adaptive spike-and-slab priors. The proposed method works by alternatively sampling from an adaptive…

Machine Learning · Statistics 2020-04-15 Wei Deng , Xiao Zhang , Faming Liang , Guang Lin

Recently, many practical algorithms have been proposed to recover the sparse signal from fewer measurements. Orthogonal matching pursuit (OMP) is one of the most effective algorithm. In this paper, we use the restricted isometry property to…

Functional Analysis · Mathematics 2011-06-01 Yi Shen , Song Li

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…